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Johannes Muhle-Karbe - Risk net

Johannes Muhle-Karbe is the head of mathematical finance at Imperial College London

Johannes muhle karbe

Buy-side quants of the year: Nicholas Westray and Kevin Webster

Risk Awards 2024: Debiasing technique for data could usher in golden age of transaction cost analysis

City ofUnited kingdomNew yorkUnited statesColumbia universityHong kongAbu dhabiAbuz abyUnited arab emiratesNeill chrisKevin websterMarcel nutzAlex towleRobert almgrenEcole polytechniqueNicholas westray

Getting more for less: better A / B testing via causal regularisation

A causal machine learning algorithm is used to estimate trades’ price impact

New yorkUnited statesColumbia universityCity ofUnited kingdomSteve gaudetteJohannes muhle karbeKolm westrayPetter kolmJegadeesh titmanKevin websterNicholas westrayDeutsche bankCambridge university pressCourant institute of mathematical sciencesCambridge university

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