Doctoral exam of Thomas Cayé
Thomas Cayé successfully defended his doctoral thesis entitled: "Trading with small nonlinear price impact, optimal execution and rebalancing of active investments". Congratulations!
Examiner: external pageProf. Johannes Muhle-Karbe (University of Michigan) and Prof. Mete Soner (D-MATH)
Co-examiners: external pageProf. Paolo Guasoni (Dublin City University) and external pageProf. Martin Herdegen (University of Warwick)
external pageDoctoral thesis (full text with restricted access)
Johannes Muhle-Karbe, Thomas Cayé, Paolo Guasoni and Mete Soner