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GND: 138045437


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transaction costsportfolio managementportfolio selectionsmall transactionrisk aversionproportional transactionoption pricing theoryshare priceprice impacttrading volumesmall proportionalinvestment opportunitiessecurities tradingstochastischer prozessstochastic processrisk neutralportfolio choicepricing hedgingmarket microstructurerisky assetleading orderhandelsvolumen der börseentscheidung unter unsicherheitdecision under uncertaintyloop nashadverse selectionhypothesis testsequilibrium returnsinvestment consumptionhedging smallsmall uncertaintyuncertainty aversionfixed transactionlimit orderlimit smallcontinuous timeexpected returnsdynamic programmingexplicit formulasconstant investment
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Years of publications: 2009 - 2025

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Johannes Muhle-Karbe


Alternative spellings:
Johannes Muhle-Karbe

B: 1980 Berlin
Biblio: Diss. Technische Universität München, Fakultät für Mathematik; tätig am Departement für Mathematik an der ETH Zürich ; Mathematiker

Profession

  • Mathematiker
  • Affiliations

  • Imperial College London. Department of Mathematics
  • Swiss Finance Institute
  • Eidgenössische Technische Hochschule Zürich
  • University of Michigan
  • Universität Wien. Fakultät für Mathematik
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • Deutsche Digitale Bibliothek
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)


  • Publishing years

    1
      2025
    1
      2024
    4
      2023
    2
      2022
    4
      2021
    3
      2020
    1
      2019
    10
      2018
    8
      2017
    4
      2016
    6
      2015
    6
      2014
    10
      2013
    2
      2012
    3
      2011
    3
      2010

    Series

    1. Research paper series / Swiss Finance Institute (16)
    2. Boston U. School of Management Research Paper (2)
    3. CAMA Working Paper (1)
    4. CAMA working paper series (1)