diff --git a/index.html b/index.html index ec055b6..2b4e0f7 100644 --- a/index.html +++ b/index.html @@ -2,49 +2,49 @@ - Max Reppen + Chen Yang
ETH HomeD-MATH Home

-

Max Reppen

+

Chen Yang

Postal address

-Max Reppen
-Gruppe 3
-Departement Mathematik
-HG G 49.1
+Chen Yang
+Group 3
+Departement of Mathematics
+HG GO 47.2
Rämistrasse 101
8092 Zürich
Switzerland

More information

-Email: max.reppen@math.ethz.ch
-Phone: +41 44 632 3444
-Room: HG G 49.1
+Email: chen.yang@math.ethz.ch
+Phone: +41 44 633 9356
+Room: HG GO 47.2
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Preprints

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Working Papers

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  1. Jussi Keppo, Max Reppen, H. Mete Soner. “Discrete dividend payments in continuous time.” arXiv preprint arXiv:1805.05077 (2018).
  2. +
  3. Yizhou Cao, Min Dai, Steven Kou, Lewei Li and Chen Yang. “Designing Stable Coins.” (2018).
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  5. Spencer Wheatley, Didier Sornette, Tobias Huber, Max Reppen, Robert N. Gantner. “Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model.” arXiv preprint arXiv:1803.05663 (2018).
  6. +
  7. Sebastian Herrmann, Johannes Muhle-Karbe, Dapeng Shang and Chen Yang. “Inventory Management for High-Frequency Trading with Imperfect Competition.” (2018).
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  9. Max Reppen, Jean-Charles Rochet, and H. Mete Soner. “Dividends with random profitability rate.” arXiv preprint arXiv:1706.01813 (2018).
  10. +
  11. Min Dai, Steven Kou, H. Mete Soner and Chen Yang. “Rebalancing of Leveraged ETFs under Market Frictions.” (2018).
  12. + +
  13. Min Dai, Steven Kou and Chen Yang. "Stochastic Representation for Nonlocal Problems." (2017).

Publications

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  1. Johannes Muhle-Karbe, 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. Albert Altarovici, 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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  5. Min Dai, Hong Liu, Chen Yang and Yifei Zhong. “Optimal Tax-timing with symmetric Long-term/short-term Capital Gains Tax.” The Review of Financial Studies 28.9 (2017):2687-2721.

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Last update 2018-06-05
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Last update 2018-10-31