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Reppen, Max [Author]

Singular control in financial economics

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http://hdl.handle.net/20.500.11850/299063

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Zurich, 2018
Reppen, Max [Author] ; Soner, Mete [Contributor]; Muhle-Karbe, Johannes [Contributor]; Touzi, Nizar [Contributor]

Singular Control in Financial Economics

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https://hdl.handle.net/20.500.11850/299063

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ETH Zurich, 2018
Kakhbod, Ali [Author]; Livdan, Dmitry [Author]; Reppen, A. Max [Author]; Umar, Tarik [Author]

Managing Recession Risk

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https://ssrn.com/abstract=4385574

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[S.l.]: SSRN, 2023
Kakhbod, Ali [Author]; Reppen, A. Max [Author]; Umar, Tarik [Author]; Xing, Hao [Author]

The Cash-Cap Model : A Two-State Model of Firm Dynamics

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https://ssrn.com/abstract=4079159

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[S.l.]: SSRN, [2022]
Back, Kerry [Author]; Celebi, Oguzhan [Author]; Kakhbod, Ali [Author]; Reppen, A. Max [Author]

Cryptocurrency Venues : Segmentation, Fees, and Tax Policies

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[S.l.]: SSRN, [2022]

Published in: Boston University Questrom School of Business Research Paper ; No. 4119978
Reppen, Max [Author]; Rochet, Jean-Charles [Author]; Soner, Halil Mete [Author]

"Optimal dividend policies with random profitability"

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https://idei.fr/sites/default/files/IDEI/documents/wp/2018/wp_idei_882.pdf

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[Toulouse]: IDEI, Institut d'économie industrielle, [2018]

Published in: Institut d'Économie Industrielle: IDEI working papers ; 882
Reppen, Max [Author]; Rochet, Jean-Charles [Author]; Soner, Halil Mete [Author]

Optimal dividend policies with random profitability

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https://www.tse-fr.eu/sites/default/files/TSE/documents/doc/wp/2018/wp_tse_886.pdf

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[Toulouse]: Toulouse School of Economics, [2018]

Published in: Toulouse School of Economics: Working papers ; 886
Reppen, Max [Author]; Rochet, Jean-Charles [Author]; Soner, Halil Mete [Author]

Optimal dividend policies with random profitability

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[Geneva]: Swiss Finance Institute, May 31, 2017

Published in: Swiss Finance Institute: Research paper series ; 2017,6
Muhle-Karbe, Johannes [Author]; Reppen, Max [Author]; Soner, Halil Mete [Author]

A primer on portfolio choice with small transaction costs

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Geneva: Swiss Finance Institute, December 2, 2016

Published in: Swiss Finance Institute: Research paper series ; 2016,74
Wheatley, Spencer [Author]; Sornette, Didier [Author]; Huber, Tobias [Author]; Reppen, Max [Author]; Gantner, Robert Nicholas [Author]

Are bitcoin bubbles predictable? : combining a generalized Metcalfe's law and the LPPLS model

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Geneva: Swiss Finance Institute, March 15, 2018

Published in: Swiss Finance Institute: Research paper series ; 2018,22
Li, Zongxi; Reppen, A. Max; Sircar, Ronnie

A Mean Field Games Model for Cryptocurrency Mining

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Institute for Operations Research and the Management Sciences (INFORMS), 2024

Published in: Management Science
Reppen, Anders Max; Soner, Halil Mete

Deep empirical risk minimization in finance: Looking into the future

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Wiley, 2023

Published in: Mathematical Finance
Altarovici, Albert; Reppen, Max; Soner, H. Mete

Optimal Consumption and Investment with Fixed and Proportional Transaction Costs

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Society for Industrial & Applied Mathematics (SIAM), 2017

Published in: SIAM Journal on Control and Optimization
Reppen, A. Max; Soner, H. Mete; Tissot-Daguette, Valentin

Deep stochastic optimization in finance

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Springer Science and Business Media LLC, 2023

Published in: Digital Finance
Veraguas, Julio Backhoff; Reppen, A. Max; Tangpi, Ludovic

Stochastic Control of Optimized Certainty Equivalents

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Society for Industrial & Applied Mathematics (SIAM), 2022

Published in: SIAM Journal on Financial Mathematics
Keppo, Jussi; Reppen, A. Max; Soner, H. Mete

Discrete Dividend Payments in Continuous Time

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Institute for Operations Research and the Management Sciences (INFORMS), 2021

Published in: Mathematics of Operations Research
Reppen, A. Max; Rochet, Jean‐Charles; Soner, H. Mete

Optimal dividend policies with random profitability

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Wiley, 2020

Published in: Mathematical Finance
Burzoni, Matteo; Ignazio, Vincenzo; Reppen, A. Max; Soner, H. M.

Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions

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Society for Industrial & Applied Mathematics (SIAM), 2020

Published in: SIAM Journal on Control and Optimization
Reppen, Max; Rochet, Jean-Charles; Soner, H. Mete

Optimal Dividend Policies with Random Profitability

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Elsevier BV, 2017

Published in: SSRN Electronic Journal
Muhle-Karbe, Johannes; Reppen, Max; Soner, H. Mete

A Primer on Portfolio Choice with Small Transaction Costs

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Annual Reviews, 2017

Published in: Annual Review of Financial Economics

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