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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. Reppen, Max, Jean-Charles Rochet, and H. Mete Soner. “Dividends with random profitability rate.” arXiv preprint arXiv:1706.01813 (2017).

Publications

  1. Muhle-Karbe, Johannes, 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. Altarovici, Albert, 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 2018-01-10