Christoph Czichowsky

Orcid: 0000-0002-3513-6843

According to our database1, Christoph Czichowsky authored at least 5 papers between 2013 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation.
Math. Oper. Res., 2024

2021
Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios.
SIAM J. Financial Math., 2021

2018
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.
Finance Stochastics, 2018

2014
Transaction Costs, Shadow Prices, and Duality in Discrete Time.
SIAM J. Financial Math., 2014

2013
Time-consistent mean-variance portfolio selection in discrete and continuous time.
Finance Stochastics, 2013


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