Frank Seifried - Wissenschaftliche Veröffentlichungen

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Dynamic asset allocation with relative wealth concerns in ...ScienceDirect

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von H Kraft · · Zitiert von: 12 — Frank Seifried gratefully acknowledges financial support by DFG within the RTG References (42). G.

Uni Trier: Kontakt

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Prof. Dr. Frank Seifried. Department IV - Mathematics. University of Trier Trier. Germany. e-mail: {my . Please visit my personal website for further information.

Hedging with regret - ScienceDirect.comScienceDirect

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von O Korn · · Zitiert von: 10 — ... Ehud Ronn, Christian Schlag, Frank Seifried, Bruno Solnik, Meir Statman and participants at the Commodity and Energy Markets Conference, Oxford, ... › pii

Prof. Dr. Frank Seifried Department IV - Mathematics University of Trier Trier Germany e-mail: {my surname}uni-trierde Please visit my personal website for ... Working Papers N° : Dynamic Mixture Vector Autoregressions with Score-Driven Weights Alexander Georges Gretener Matthias Neuenkirch Dennis Umlandt N° : Projections of the ... Aktuelles Semester Es …

Proseminar Technomathematik WS

www.math.uni-konstanz.de

: Stefanie Müller Jörg Willems: ebene Kurven Raumkurven: : Frank Seifried Markus Mechtel: reguläre Flächen reguläre Flächen:

Sensitivity of optimal consumption streams - ScienceDirect

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... Sebastian Herrmann, Semyon Malamud, Yaroslav Melnyk, Kasper Larsen, Rémy Praz, Frank Seifried, and, in particular, Hao Xing for fruitful discussions.

Oberseminar Finanz- und Versicherungsmathematik - Workgroup Financial...

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Oberseminar Finanz- und Versicherungsmathematik. Organized by: Prof. Dr. F. Biagini, : :00: Frank Seifried. Robust Arbitrage under Uncertainty in …

Berliner Kolloquium WahrscheinlichkeitstheorieHumboldt-Universität zu Berlin

www.mathematik.hu-berlin.de

Uhr, Frank Seifried (Univ. Kaiserslautern) Stochastic Differential Utility: Convergence and Dynamic Programming Dezember

Small-Cost Asymptotics for Long-Term Growth Rates with Stochastic...

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Small-Cost Asymptotics for Long-Term Growth Rates with Stochastic Volatility. Frank Seifried Abstract.

Optimal Investment for Private InvestorsUniversität Ulm

www.uni-ulm.de

This talk is based on joint work with Sören Christensen (CAU Kiel), Lukas Mich (Trier University), and Frank Seifried (Trier University).

Interest Rate Modeling - The Potential Approach and Multi ...

kluedo.ub.uni-kl.de

Advisor: Frank Seifried. Document Type: Doctoral Thesis. Language of publication: English. Publication Date: Year of Publication: › docId

Research - Chair of Banking and Financial ControlUni Bamberg

www.uni-bamberg.de

Branger, Nicole, Matthias Muck, Frank Seifried and Stefan Weisheit (2017): "Optimal Portfolios When Variances and Covariances Can Jump", Journal of Economic ... › bfc › research

Oberseminar Finanz- und Versicherungsmathematik LMU – TUM -...

www.mathematik.uni-muenchen.de

Frank Seifried, Universität Kaiserslautern. Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach. Abstract: We investigate the optimal portfolio problem