Christoph Czichowsky

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Economics and Econometrics — 6 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Christoph Czichowsky trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Gordan Zitkovic
2. Paolo Guasoni
3. Ioannis Karatzas
4. Jan Kallsen
5. Johannes Muhle‐Karbe
6. Griselda Deelstra
7. Stefan Gerhold

Papers from Christoph Czichowsky's perspective

Ordered by how strongly the researchers Christoph Czichowsky trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Filtered Version of the Bipolar Theorem of Brannath and Schachermayer
2. NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
3. Optimal investment with transaction costs and without semimartingales
4. On using shadow prices in portfolio optimization with transaction costs
5. The numéraire portfolio in semimartingale financial models (Finance and Stochastics)
6. Asymptotics and duality for the Davis and Norman problem
7. Probabilities and Potential B: Theory of Martingales
8. Dual formulation of the utility maximization problem under transaction costs
9. A Complete Explicit Solution to the Log-Optimal Portfolio Problem
10. The Mathematics of Arbitrage

Their papers

• Duality theory for portfolio optimisation under transaction costs (2014) — 51 citations