Seifried, Frank Thomas 1982-
Frank Seifried Dr.rer.nat Technische Universität Kaiserslautern 2009
VIAF ID: 101270415 (Personal)
Permalink: http://viaf.org/viaf/101270415
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Works
Title | Sources |
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Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk | |
Consumption habits and humps | |
Optimal investment in the face of adversity taxes, crashes, and illiquidity | |
Stochastic differential utility as the continuous-time limit of recursive utility | |
When do jumps matter for portfolio optimization? |