ETH HomeD-MATH Home

Max Reppen

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

Preprints

  1. Jussi Keppo, Max Reppen, H. Mete Soner. “Discrete dividend payments in continuous time.” arXiv preprint arXiv:1805.05077 (2018).
  2. 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).
  3. Max Reppen, Jean-Charles Rochet, and H. Mete Soner. “Dividends with random profitability rate.” arXiv preprint arXiv:1706.01813 (2018).

Publications

  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).
  2. 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.

Last update 2018-06-05