commit 63bd1806e5952b372f3be879b715b16c596eadb5 Author: Max Reppen Date: Tue Jun 5 16:40:05 2018 +0200 Initial commit diff --git a/dmath.png b/dmath.png new file mode 100644 index 0000000..4f30aea Binary files /dev/null and b/dmath.png differ diff --git a/eth.png b/eth.png new file mode 100644 index 0000000..bdbd0c3 Binary files /dev/null and b/eth.png differ diff --git a/index.html b/index.html new file mode 100644 index 0000000..348d107 --- /dev/null +++ b/index.html @@ -0,0 +1,46 @@ + + + + + Max Reppen + + +
ETH HomeD-MATH Home

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Max Reppen

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Postal address

+ +Max Reppen
+Gruppe 3
+Departement Mathematik
+HG G 49.1
+Rämistrasse 101
+8092 Zürich
+Switzerland + +

More information

+ +Email: max.reppen@math.ethz.ch
+Phone: +41 44 632 3444
+Room: HG G 49.1
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Preprints

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  1. Reppen, Max, Jean-Charles Rochet, and H. Mete Soner. “Dividends with random profitability rate.” arXiv preprint arXiv:1706.01813 (2017).
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Publications

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  1. Muhle-Karbe, Johannes, Max Reppen, and H. Mete Soner. “A Primer on Portfolio Choice with Small Transaction Costs.” Annual Review of Financial Economics 9, no. 1 (2017).
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  3. Altarovici, Albert, Max Reppen, and H. Mete Soner. “Optimal Consumption and Investment with Fixed and Proportional Transaction Costs.” SIAM Journal on Control and Optimization 55, no. 3 (January 2017): 1673–1710. https://doi.org/10.1137/15M1053633.
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Last update 2018-01-10
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