17 citations · 17 across the 2 of their papers we have counts for
2 papers
econ.EM2018★ 17 cited
Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
Spencer Wheatley, Didier Sornette, Tobias Huber +2
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metca…
q-fin.PM2016
A Primer on Portfolio Choice with Small Transaction Costs
Johannes Muhle-Karbe, Max Reppen, H. Mete Soner
This survey is an introduction to asymptotic methods for portfolio-choice problems with small transaction costs. We outline how to derive the corresponding dynamic programming equa…