Imperial College London

ProfessorJohannesMuhle-Karbe

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

+44 (0)20 7594 0802j.muhle-karbe CV

 
 
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Location

 

806Weeks BuildingSouth Kensington Campus

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Summary

 

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 Z├╝rich.

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

Publications

Journals

Guasoni P, Liu R, Muhle-Karbe J, 2019, Who should sell stocks?, Mathematical Finance, Vol:29, ISSN:0960-1627, Pages:448-482

Cohen SN, Henckel T, Menzies GD, et al., Switching Cost Models as Hypothesis Tests, Economics Letters, ISSN:0165-1765

Ekren I, Muhle-Karbe J, Portfolio Choice with Small Temporary and Transient Price Impact, Mathematical Finance, ISSN:0960-1627

More Publications