Filter your results

Format »

Author »

Publication Title »

Subject »

Keyword »

  • You have access to this content.
  • You have partial access to this content.
  • You do not have access to this content.

Search results

Show search tips »
Search tips
  • Exact phrase search: Use quotes, e.g. "integral equations"
  • Wildcard search: Use asterisk, e.g. topo*
  • Subject search: Truncate MSC codes with wildcard, e.g. 14A15 or 14A*
  • Author search: Sequence does not matter; use of first name or initial varies by journal, e.g. harris john or t arens
  • Diacritics: Drop diacritics, e.g. gotz finds Götz
  • More tips

Showing 1-5 of 5 results

Select/deselect all
  • Export citations

Portfolio optimisation beyond semimartingales: Shadow prices and fractional Brownian motion

Czichowsky, Christoph and Schachermayer, Walter
The Annals of Applied Probability Volume 27, Number 3 (June 2017), 1414-1451.

Journal article

Duality theory for portfolio optimisation under transaction costs

Czichowsky, Christoph and Schachermayer, Walter
The Annals of Applied Probability Volume 26, Number 3 (June 2016), 1888-1941.

Journal article

Strong supermartingales and limits of nonnegative martingales

Czichowsky, Christoph and Schachermayer, Walter
The Annals of Probability Volume 44, Number 1 (January 2016), 171-205.

Journal article

Cone-constrained continuous-time Markowitz problems

Czichowsky, Christoph and Schweizer, Martin
The Annals of Applied Probability Volume 23, Number 2 (April 2013), 764-810.

Journal article

Convex duality in mean-variance hedging under convex trading constraints

Czichowsky, Christoph and Schweizer, Martin
Advances in Applied Probability Volume 44, Number 4 (December 2012), 1084-1112.

Journal article
Select/deselect all