Christoph Czichowsky

Identifiers

• name variant Christoph Czichowsky 0.60 · backfill

Papers (8)

1. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs q-fin.MF · 2016 · author #1
2. Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion q-fin.MF · 2015 · author #1
3. Shadow prices for continuous processes q-fin.PM · 2014 · author #1
4. Duality Theory for Portfolio Optimisation under Transaction Costs q-fin.MF · 2014 · author #1
5. Strong supermartingales and limits of nonnegative martingales math.PR · 2013 · author #1
6. Cone-Constrained Continuous-Time Markowitz Problems q-fin.PM · 2012 · author #1
7. Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time q-fin.PM · 2012 · author #1
8. Transaction Costs, Shadow Prices, and Duality in Discrete Time q-fin.PM · 2012 · author #1

Mentions

• 1408.6065 #1 · backfill · confidence 0.70 Christoph Czichowsky
• 1408.5989 #1 · backfill · confidence 0.70 Christoph Czichowsky
• 1312.2024 #1 · backfill · confidence 0.70 Christoph Czichowsky
• 1206.0243 #1 · backfill · confidence 0.70 Christoph Czichowsky
• 1205.4748 #1 · backfill · confidence 0.70 Christoph Czichowsky
• 1205.4643 #1 · backfill · confidence 0.70 Christoph Czichowsky

Frequent Coauthors

• Walter Schachermayer 6 shared papers
• Junjian Yang 2 shared papers
• Johannes Muhle-Karbe 1 shared papers
• Martin Schweizer 1 shared papers
• R\'emi Peyre 1 shared papers