Martin Schweizer

Preprints


Preprints, deutsche Version
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  • D. Heath, E. Platen and M. Schweizer (1998)
    "Comparison of Some Key Approaches to Hedging in Incomplete Markets"
    QFRG research paper 1, University of Technology, Sydney


    • (253K)
  • O. Reiß, J. Schoenmakers and M. Schweizer (2000)
    "Endogenous Interest Rate Dynamics in Asset Markets"
    preprint, WIAS Berlin


    • (417K)
  • S. Klöppel and M. Schweizer (2005)
    "Dynamic Utility Indifference Valuation via Convex Risk Measures"
    NCCR FINRISK working paper No. 209, ETH Zurich


    • (632K)
  • T. Choulli and M. Schweizer (2009)
    "The Mathematical Structure of Horizon-Dependence in Optimal Portfolio Choice"
    NCCR FINRISK working paper No. 588, ETH Zurich


  • T. Choulli and M. Schweizer (2011)
    "Stability of Sigma-Martingale Densities in L log L Under an Equivalent Change of Measure"
    NCCR FINRISK working paper No. 676, ETH Zurich


    • (451K)
  • T. Choulli and M. Schweizer (2015)
    "A Result on Integral Functionals with Infinitely Many Constraints"
    Swiss Finance Institute Research Paper No. 15-38


    • (365K)
  • A. Černý, J. Ruf and M. Schweizer (2025)
    "Dynamically Optimal Portfolios for Monotone Mean-Variance Preferences"
    preprint, arXiv

  • J. Gebele and M. Schweizer (2025)
    "Discounting-Invariant Absence of Arbitrage at the Level of NUPBR"
    preprint, ETH Zurich


    • (360K)
    Last update: 16.10.2025 / M. Schweizer