## Summary

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.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Zürich.

More information can be found at his personal website: https://wwwf.imperial.ac.uk/~jmuhleka/.

## Publications

### Journals

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