Concepedia

Max Reppen

MR

4

Publications

179

Citations

4

H-Index

2017

Active since

Affiliations

ETH Zurich(Current)

Max Reppen is an author at ETH Zurich specializing in economics, business, and financial engineering.

Top concepts

FinanceBusinessEconomicsFinancial EngineeringManagementCryptocurrencyFinancial CrisisFinancial EconomicsOperations ResearchMathematical Programming

Publications per year

2017–2019

4

Publications

4

Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model

Spencer Wheatley, Didier Sornette, Tobias Huber et al. · Royal Society Open Science · 2019 · 98 citations · Full text

Market Instabilities, Econophysics, Economics +15

Optimal Consumption and Investment with Fixed and Proportional Transaction Costs

Albert Altarovici, Max Reppen, H. Meté Soner · SIAM Journal on Control and Optimization · 2017 · 40 citations

Mathematical Programming, Engineering, Market Design +20

A Primer on Portfolio Choice with Small Transaction Costs

Johannes Muhle‐Karbe, Max Reppen, H. Meté Soner · Annual Review of Financial Economics · 2017 · 24 citations · Full text

Mathematical Programming, Proportional Transaction Costs, Economics +12

Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model

Spencer Wheatley, Didier Sornette, Tobias Huber et al. · arXiv (Cornell University) · 2018 · 17 citations · Full text

Market Instabilities, Financial Network Analysis, Economics +15

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