Time-consistent mean-variance portfolio selection in discrete and continuous time. - Christoph Czichowsky (Finance Stochastics, 2013)

Transaction Costs, Shadow Prices, and Duality in Discrete Time. - Christoph Czichowsky; Johannes Muhle-Karbe; Walter Schachermayer (SIAM J. Financial Math., 2014)

Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. - Christoph Czichowsky; Rémi Peyre; Walter Schachermayer; Junjian Yang (Finance Stochastics, 2018)

Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios. - Erhan Bayraktar; Christoph Czichowsky; Leonid Dolinskyi; Yan Dolinsky (SIAM J. Financial Math., 2021)

Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation. - Ales Cerný; Christoph Czichowsky; Jan Kallsen (Math. Oper. Res., 2024)