| Time-consistent mean-variance portfolio selection in discrete and continuous time C Czichowsky Finance and Stochastics 17, 227-271, 2013 | 132 | 2013 |
| Duality theory for portfolio optimisation under transaction costs C Czichowsky, W Schachermayer The Annals of Applied Probability 26 (3), 1888-1941, 2016 | 55 | 2016 |
| The impact of high stakes oral performance assessment on students’ approaches to learning: a case study P Iannone, C Czichowsky, J Ruf Educational Studies in Mathematics 103 (3), 313-337, 2020 | 47 | 2020 |
| Transaction costs, shadow prices, and duality in discrete time C Czichowsky, J Muhle-Karbe, W Schachermayer SIAM Journal on Financial Mathematics 5 (1), 258-277, 2014 | 40* | 2014 |
| Cone-constrained continuous-time Markowitz problems C Czichowsky, M Schweizer The Annals of Applied Probability 23 (2), 764-810, 2013 | 37 | 2013 |
| Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion C Czichowsky, W Schachermayer The Annals of Applied Probability 27 (3), 1414-1451, 2017 | 35 | 2017 |
| Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs C Czichowsky, R Peyre, W Schachermayer, J Yang Finance and Stochastics 22, 161-180, 2018 | 30 | 2018 |
| Shadow prices for continuous processes C Czichowsky, W Schachermayer, J Yang Mathematical Finance 27 (3), 623-658, 2017 | 26 | 2017 |
| Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands C Czichowsky, M Schweizer Séminaire de Probabilités XLIII, 413-436, 2011 | 23 | 2011 |
| Convex duality in mean-variance hedging under convex trading constraints C Czichowsky, M Schweizer Advances in Applied Probability 44 (4), 1084-1112, 2012 | 20 | 2012 |
| Strong supermartingales and limits of nonnegative martingales C Czichowsky, W Schachermayer The Annals of Probability 44 (1), 171-205, 2016 | 19 | 2016 |
| Convergence in the semimartingale topology and constrained portfolios C Czichowsky, N Westray, H Zheng Séminaire de Probabilités XLIII, 395-412, 2011 | 10 | 2011 |
| Numeraire-invariant quadratic hedging and mean-variance portfolio allocation A Cerny, C Czichowsky, J Kallsen MATHEMATICS OF OPERATIONS RESEARCH, 2023 | 7 | 2023 |
| The law of one price in quadratic hedging and mean-variance portfolio selection A Černý, C Czichowsky arXiv. org Papers, 2022 | 4* | 2022 |
| A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios E Bayraktar, C Czichowsky, L Dolinskyi, Y Dolinsky SIAM Journal on Financial Mathematics 12 (4), SC115-SC125, 2021 | 1 | 2021 |
| Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets C Czichowsky, M Herdegen, D Martins Available at SSRN 4916235, 2024 | | 2024 |
| Robust utility maximisation under proportional transaction costs for c\adl\ag price processes C Czichowsky, R Huwyler arXiv preprint arXiv:2211.00532, 2022 | | 2022 |
| Mean-variance Portfolio Optimisation: Trading Constraints and Time Consistency CJ Czichowsky ETH ZURICH, 2011 | | 2011 |
