| Equilibrium returns with transaction costs B Bouchard, M Fukasawa, M Herdegen, J Muhle-Karbe Finance and Stochastics 22, 569-601, 2018 | 50 | 2018 |
| Strong bubbles and strict local martingales M Herdegen, M Schweizer International Journal of Theoretical and Applied Finance 19 (04), 1650022, 2016 | 31 | 2016 |
| No‐arbitrage in a numéraire‐independent modeling framework M Herdegen Mathematical Finance 27 (2), 568-603, 2017 | 27 | 2017 |
| Equilibrium asset pricing with transaction costs M Herdegen, J Muhle-Karbe, D Possamaï Finance and Stochastics 25, 231-275, 2021 | 22 | 2021 |
| Stability of Radner equilibria with respect to small frictions M Herdegen, J Muhle-Karbe Finance and Stochastics 22, 443-502, 2018 | 17 | 2018 |
| Single jump processes and strict local martingales M Herdegen, S Herrmann Stochastic Processes and Their Applications 126 (2), 337-359, 2016 | 15 | 2016 |
| Mean‐portfolio selection and‐arbitrage for coherent risk measures M Herdegen, N Khan Mathematical Finance 32 (1), 226-272, 2022 | 14 | 2022 |
| Trading with small nonlinear price impact T Cayé, M Herdegen, J Muhle-Karbe The Annals of Applied Probability 30 (2), 706-746, 2020 | 13 | 2020 |
| An elementary approach to the Merton problem M Herdegen, D Hobson, J Jerome Mathematical Finance 31 (4), 1218-1239, 2021 | 12 | 2021 |
| A class of strict local martingales M Herdegen, S Herrmann Swiss Finance Institute Research Paper, 2014 | 12 | 2014 |
| Sensitivity of optimal consumption streams M Herdegen, J Muhle-Karbe Stochastic Processes and their Applications 129 (6), 1964-1992, 2019 | 11 | 2019 |
| Semi‐efficient valuations and put‐call parity M Herdegen, M Schweizer Mathematical Finance 28 (4), 1061-1106, 2018 | 11 | 2018 |
| The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations M Herdegen, D Hobson, J Jerome Finance and Stochastics 27 (1), 127-158, 2023 | 10 | 2023 |
| Strict local martingales and optimal investment in a Black–Scholes model with a bubble M Herdegen, S Herrmann Mathematical Finance 29 (1), 285-328, 2019 | 10 | 2019 |
| Proper solutions for Epstein-Zin stochastic differential utility M Herdegen, D Hobson, J Jerome arXiv preprint arXiv:2112.06708, 2021 | 7 | 2021 |
| Minimal conditions for implications of Gronwall–Bellman type M Herdegen, S Herrmann Journal of Mathematical Analysis and Applications 446 (2), 1654-1665, 2017 | 6 | 2017 |
| Economics-based financial bubbles (and why they imply strict local martingales) M Herdegen, M Schweizer Swiss Finance Institute, 2015 | 6 | 2015 |
| Liquidity provision with adverse selection and inventory costs M Herdegen, J Muhle-Karbe, F Stebegg Mathematics of Operations Research 48 (3), 1286-1315, 2023 | 5 | 2023 |
| The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for M Herdegen, D Hobson, J Jerome Finance and Stochastics 27 (1), 159-188, 2023 | 5 | 2023 |
| Sensitivity to large losses and ρ-arbitrage for convex risk measures M Herdegen, N Khan Available at SSRN 3925492, 2021 | 5 | 2021 |
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College London在 imperial.ac.uk 的电子邮件经过验证
