Max Reppen

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