Time-consistent mean-variance portfolio selection in discrete and continuous time von Czichowsky, Christoph

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The impact of high stakes oral performance assessment on students' approaches to learning: a case study von Iannone, Paola, Czichowsky, Christoph, Ruf, Johannes

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DUALITY THEORY FOR PORTFOLIO OPTIMISATION UNDER TRANSACTION COSTS von Czichowsky, Christoph, Schachermayer, Walter

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PORTFOLIO OPTIMISATION BEYOND SEMIMARTINGALES: SHADOW PRICES AND FRACTIONAL BROWNIAN MOTION von Czichowsky, Christoph, Schachermayer, Walter

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STRONG SUPERMARTINGALES AND LIMITS OF NONNEGATIVE MARTINGALES von Czichowsky, Christoph, Schachermayer, Walter

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Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation von Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan

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SHADOW PRICES FOR CONTINUOUS PROCESSES von Czichowsky, Christoph, Schachermayer, Walter, Yang, Junjian

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CONE-CONSTRAINED CONTINUOUS-TIME MARKOWITZ PROBLEMS von Czichowsky, Christoph, Schweizer, Martin

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Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs von Czichowsky, Christoph, Peyre, Rémi, Schachermayer, Walter, Yang, Junjian

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Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios von Bayraktar, Erhan, Czichowsky, Christoph, Dolinskyi, Leonid, Dolinsky, Yan

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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints von Czichowsky, Christoph, Schweizer, Martin

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Transaction Costs, Shadow Prices, and Duality in Discrete Time von Czichowsky, Christoph, Muhle-Karbe, Johannes, Schachermayer, Walter

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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints von Czichowsky, Christoph, Schweizer, Martin

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Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes von Czichowsky, Christoph, Huwyler, Raphael

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The law of one price in quadratic hedging and mean-variance portfolio selection von Černý, Aleš, Czichowsky, Christoph

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Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets von Czichowsky, Christoph, Herdegen, Martin, Martins, David

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The law of one price in quadratic hedging and mean-variance portfolio selection von Černý, Aleš, Czichowsky, Christoph

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Robust utility maximisation under proportional transaction costs for càdlàg price processes von Czichowsky, Christoph, Huwyler, Raphael

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Numeraire-invariant quadratic hedging and mean--variance portfolio allocation von Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan

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Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands von Czichowsky, Christoph, Schweizer, Martin

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