51 lines
2.2 KiB
HTML
51 lines
2.2 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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<meta http-equiv="content-type" content="text/html; charset=utf-8">
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<title>Max Reppen</title>
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<body bgcolor="#FFFFFF">
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<hr><a href="https://www.ethz.ch"><img src="eth.png" alt="ETH Home" align="left" border="0"></a><a href="https://www.math.ethz.ch"><img src="dmath.png" alt="D-MATH Home" align="right" border="0"></a><br clear="all"><hr>
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<h1>Max Reppen</h1>
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<h4>Postal address</h4>
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Max Reppen <br>
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Gruppe 3 <br>
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Departement Mathematik <br>
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HG G 49.1 <br>
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Rämistrasse 101 <br>
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8092 Zürich <br>
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Switzerland
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<h4>More information</h4>
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Email: <a href="mailto:max.reppen@math.ethz.ch">max.reppen@math.ethz.ch</a> <br>
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Phone: +41 44 632 3444 <br>
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Room: HG G 49.1 <br>
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<h4>Preprints</h4>
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<ol reversed>
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<li>Jussi Keppo, Max Reppen, H. Mete Soner. “<a href="https://arxiv.org/abs/1805.05077">Discrete dividend payments in continuous time</a>.” <i>arXiv preprint arXiv:1805.05077</i> (2018).</li>
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<li>Spencer Wheatley, Didier Sornette, Tobias Huber, Max Reppen, Robert N. Gantner. “<a href="https://arxiv.org/abs/1803.05663">Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model</a>.” <i>arXiv preprint arXiv:1803.05663</i> (2018).</li>
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<li>Max Reppen, Jean-Charles Rochet, and H. Mete Soner. “<a href="https://arxiv.org/abs/1706.01813">Dividends with random profitability rate</a>.” <i>arXiv preprint arXiv:1706.01813</i> (2018).</li>
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</ol>
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<h4>Publications</h4>
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<ol reversed>
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<li>Johannes Muhle-Karbe, Max Reppen, and H. Mete Soner. “<a href="http://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110716-032445">A Primer on Portfolio Choice with Small Transaction Costs</a>.” <i>Annual Review of Financial Economics</i> 9, no. 1 (2017).</li>
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<li>Albert Altarovici, Max Reppen, and H. Mete Soner. “<a href="http://epubs.siam.org/doi/abs/10.1137/15M1053633">Optimal Consumption and Investment with Fixed and Proportional Transaction Costs</a>.” <i>SIAM Journal on Control and Optimization</i> 55, no. 3 (January 2017): 1673–1710. <a href="https://doi.org/10.1137/15M1053633">https://doi.org/10.1137/15M1053633</a>.</li>
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</ol>
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<hr>
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<div align="right"><font size="-1">Last update 2018-06-05</font></div>
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