Rebalancing with Linear and Quadratic Costs. - Ren Liu; Johannes Muhle-Karbe; Marko H. Weber (SIAM J. Control. Optim., 2017)

Rebalancing Multiple Assets with Mutual Price Impact. - Paolo Guasoni; Marko H. Weber (J. Optim. Theory Appl., 2018)

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. - Agostino Capponi; Paul Glasserman; Marko H. Weber (Manag. Sci., 2020)

Systemic Portfolio Diversification. - Agostino Capponi; Marko H. Weber (Oper. Res., 2024)

General equilibrium with unhedgeable fundamentals and heterogeneous agents. - Paolo Guasoni; Marko H. Weber (J. Econ. Theory, 2025)

Stress Testing Spillover Risk in Mutual Funds. - Agostino Capponi; Paul Glasserman; Marko H. Weber (Manag. Sci., 2025)