Michel Kschonnek

From MaRDI portal
Person:2123123

Available identifiers

zbMath Open kschonnek.michelMaRDI QIDQ2123123

List of research outcomes





PublicationDate of PublicationType
Mind the cap!—constrained portfolio optimisation in Heston's stochastic volatility model2024-04-12Paper
Decrease of capital guarantees in life insurance products: can reinsurance stop it?2022-07-15Paper
Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation2022-04-08Paper

Research outcomes over time

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