Johannes Muhle‐Karbe
Author
Alternate names Johannes Muhle‐Karbe, J. Muhle‐Karbe
Institution Imperial College London
Past institutions Imperial College London, University of Michigan–Ann Arbor, Carnegie Mellon University, ETH Zurich, Swiss Finance Institute +2 more
ORCID: Yes
H-index: 23
I10-index: 44
Works count: 244
Citations count: 1,837
On using shadow prices in portfolio optimization with transaction costs
2010 · Jan Kallsen, Johannes Muhle‐Karbe · The Annals of Applied Probability
Transaction costs, trading volume, and the liquidity premium
2013 · Stefan Gerhold, Paolo Guasoni, et al. · Finance and Stochastics
The General Structure Of Optimal Investment And Consumption With Small Transaction Costs
2015 · Jan Kallsen, Johannes Muhle‐Karbe · Mathematical Finance