List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A multi-agent targeted trading equilibrium with transaction costs SIAM Journal on Financial Mathematics | 2024-05-06 | Paper |
| Existence of an equilibrium with limited participation Finance and Stochastics | 2024-04-02 | Paper |
| Endogenous noise trackers in a Radner equilibrium SIAM Journal on Financial Mathematics | 2022-11-04 | Paper |
| Price impact equilibrium with transaction costs and TWAP trading Mathematics and Financial Economics | 2022-04-01 | Paper |
| An incomplete equilibrium with a stochastic annuity Finance and Stochastics | 2020-03-25 | Paper |
| Existence of a Radner equilibrium in a model with transaction costs Mathematics and Financial Economics | 2018-09-05 | Paper |
| Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure Stochastic Processes and their Applications | 2016-08-08 | Paper |
| Stability of utility maximization in nonequivalent markets Finance and Stochastics | 2016-05-23 | Paper |
Research outcomes over time
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