Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019 as Chair in Mathematical Finance and Director of the CFM-Imperial Institute of Quantitative Finance.
More information can be found at his personal website: https://wwwf.imperial.ac.uk/~jmuhleka/.
Herdegen M, Muhle-Karbe J, Stebegg F, 2021, Liquidity Provision with Adverse Selection and Inventory Costs
Gonon L, Muhle-Karbe J, Shi X, 2021, Asset pricing with general transaction costs: Theory and numerics, Mathematical Finance, Vol:31, ISSN:0960-1627, Pages:595-648
Muhle-Karbe J, Shi X, Yang C, 2020, An Equilibrium Model for the Cross-Section of Liquidity Premia
Muhle‐Karbe J, Nutz M, Tan X, 2020, Asset pricing with heterogeneous beliefs and illiquidity, Mathematical Finance, Vol:30, ISSN:0960-1627, Pages:1392-1421