| Publication | Date of Publication | Type |
|---|
| Health insurance, portfolio choice, and retirement incentives | 2023-07-04 | Paper |
| Debt redemption fund and fiscal incentives | 2023-02-23 | Paper |
| Optimal investment strategies with a minimum performance constraint | 2021-11-08 | Paper |
| The determinants of lapse rates in the Italian life insurance market | 2020-11-04 | Paper |
| Asset management, high water mark and flow of funds | 2019-01-11 | Paper |
| On relative performance, remuneration and risk taking of asset managers | 2018-12-10 | Paper |
| Portfolio choices and VaR constraint with a defaultable asset | 2018-09-19 | Paper |
| Financial markets theory. Equilibrium, efficiency and information | 2017-05-15 | Paper |
| Social interaction and conformism in a random utility model | 2016-10-06 | Paper |
| RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING | 2015-05-11 | Paper |
| Prices in the utility function and demand monotonicity | 2015-01-19 | Paper |
| Dynamic capital structure and the contingent capital option | 2014-11-12 | Paper |
| Fourier volatility forecasting with high-frequency data and microstructure noise | 2012-06-26 | Paper |
| Optimal investment, stochastic labor income and retirement | 2012-06-11 | Paper |
| Corrigendum to `Optimal investment, stochastic labor income and retirement' | 2012-05-18 | Paper |
| Computation of volatility in stochastic volatility models with high frequency data | 2010-09-16 | Paper |
| Insider trading in continuous time | 2006-10-16 | Paper |
| Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications | 2006-09-18 | Paper |
| Asset price anomalies under bounded rationality | 2004-08-06 | Paper |
| A comparison result for FBSDE with applications to decisions theory | 2003-07-16 | Paper |
| SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS | 2003-03-16 | Paper |
| Financial markets theory. Equilibrium, efficiency and information | 2003-01-20 | Paper |
| The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability | 2003-01-01 | Paper |
| Asset pricing with endogeneous aspirations | 2002-10-21 | Paper |
| Technology adoption and accumulation in a vintage-capital model | 2002-09-18 | Paper |
| On measuring volatility of diffusion processes with high frequency data | 2002-03-03 | Paper |
| Asset pricing with a forward--backward stochastic differential utility | 2001-08-20 | Paper |
| Neural networks for contingent claim pricing via the Galerkin method | 2001-06-20 | Paper |
| Incentive compatibility constraints and dynamic programming in continuous time | 2001-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251754 | 2000-10-11 | Paper |
| Exponentially fading memory learning in forward-looking economic models. | 2000-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263603 | 2000-04-04 | Paper |
| Differential games with nonconvexities and positive spillovers | 2000-03-19 | Paper |
| Optimal advertising with a continuum of goods | 1999-12-02 | Paper |
| Endogenous fluctuations in a bounded rationality economy: learning non-perfect foresight equilibria | 1999-11-11 | Paper |
| Speculative dynamics with bounded rationality learning | 1999-11-10 | Paper |
| Does a life cycle exist for a hedonistic consumer? | 1999-09-17 | Paper |
| Nonlinear versus linear learning devices: A procedural perspective | 1999-05-17 | Paper |
| Investment in a vintage capital model | 1998-09-29 | Paper |
| Least mean squares learning in self-referential linear stochastic models | 1998-08-13 | Paper |
| Optimal control theory and the reelection problem: The rise of a political business cycle | 1997-05-25 | Paper |
| Learning non-rational expectations equilibria | 1996-12-16 | Paper |
