Max Reppen
ASSISTANT PROFESSOR, FINANCE at Boston University
Schools
- Boston University
Links
Biography
Boston University
EDUCATION
PhD, ETH Zurich, 2018 BSc, Stockholm School of Economics, 2013 BSc, KTH Stockholm, 2013 MSc, KTH Stockholm, 2013 MSc, KTH Stockholm, 2013 BSc, KTH Stockholm, 2011
Publications
- M. Burzoni, V. Ignazio, A. M. Reppen, and H. M. Soner. "Viscosity solutions for controlled McKean–Vlasov jump-diffusions." SIAM Journal on Control and Optimization 58, no. 3 (2020): 1678–1699.
- A. M. Reppen, J.-C. Rochet, and H. M. Soner. "Optimal dividend policies with random profitability." Mathematical Finance 30, no. 1 (2020): 228–259.
- S. Wheatley, D. Sornette, T. Huber, M. Reppen, and R. N. Gantner. "Are Bitcoin bubbles predictable? Combining a generalized Metcalfe's Law and the Log-Periodic Power Law Singularity model." Royal Society Open Science 6 (2019).
- J. Muhle-Karbe, M. Reppen, and H. M. Soner. "A primer on portfolio choice with small transaction costs." Annual Review of Financial Economics 9, no. 1 (2017).
- A. Altarovici, M. Reppen, and H. M. Soner. "Optimal Consumption and Investment with Fixed and Proportional Transaction Costs." SIAM Journal on Control and Optimization 55, no. 3 (2017): 1673–1710
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