Johannes Muhle Karbe

Johannes Muhle Karbe

Imperial College London - London / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1242768
person_outline Johannes Muhle Karbe's MOST POPULAR ARTICLES
1-) A mathematical theory of financial bubblesFE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ...Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 20131292013
2-) On Using Shadow Prices in Portfolio Optimization with Transaction CostsJ Kallsen, J Muhle-KarbeThe Annals of Applied Probability 20 (4), 1341-1358, 20101132010
3-) Transaction Costs, Trading Volume, and the Liquidity PremiumS Gerhold, P Guasoni, J Muhle-Karbe, W SchachermayerFinance and Stochastics 18 (1), 1-37, 2014932014
4-) Exponentially Affine Martingales, Affine Measure Changes and Exponential Moments of Affine ProcessesJ Kallsen, J Muhle-KarbeStochastic Processes and their Applications 120 (2), 163-181, 2010892010
5-) The general structure of optimal investment and consumption with small transaction costsJ Kallsen, J Muhle-KarbeMathematical Finance 27 (3), 659-703, 087*