Michel Kschonnek
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Mind the cap!—constrained portfolio optimisation in Heston's stochastic volatility model Quantitative Finance | 2024-04-12 | Paper |
| Decrease of capital guarantees in life insurance products: can reinsurance stop it? Insurance Mathematics & Economics | 2022-07-15 | Paper |
| Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation Mathematical Methods of Operations Research | 2022-04-08 | Paper |
Research outcomes over time
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