EconBase
← All authors

Max Reppen

ETH Zurich (from arXiv:1803.05663, 2018) · OpenAlex

6 papers in scope · 5 published · 1 on the econ.EM arXiv · 190 citations · h-index 4 (over the papers listed here)

Papers

(1 of 6)

Discrete Dividend Payments in Continuous Time
published2021 · Mathematics of Operations Research · 1 citations
with Jussi Keppo, H. Meté Soner
Mathematics of Operations Research
Identifying the Reward Function by Anchor Actions
published2020 · International Conference on Machine Learning · 2 citations
with Sinong Geng, Houssam Nassif, Carlos A. Manzanares, Ronnie Sircar, A. Max Reppen
no link
Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model
published2019 · Royal Society Open Science · 104 citations
with Spencer Wheatley, Didier Sornette, Tobias Huber, Robert N. Gantner
Royal Society Open Science
Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
working paper2018 · arXiv · 18 citations
with Spencer Wheatley, Didier Sornette, Tobias Huber, Robert N. Gantner
Paper profile arXiv arXiv:1803.05663
A Primer on Portfolio Choice with Small Transaction Costs
published2017 · Annual Review of Financial Economics · 25 citations · first circulated 2016
with Johannes Muhle-Karbe, H. Meté Soner
Annual Review of Financial Economics
Optimal Consumption and Investment with Fixed and Proportional Transaction Costs
published2017 · 40 citations · first circulated 2016
with Albert Altarovici, H. Meté Soner, H. Mete Soner
publisher

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.