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 |
|---|---|---|
| Pension funds with longevity risk: an optimal portfolio insurance approach Insurance Mathematics & Economics | 2025-01-17 | Paper |
| Optimal order execution under price impact: a hybrid model Annals of Operations Research | 2024-06-04 | Paper |
| Optimal execution with uncertain order fills in Almgren-Chriss framework Quantitative Finance | 2018-11-19 | Paper |
| On the sub-optimality cost of immediate annuitization in DC pension funds CEJOR. Central European Journal of Operations Research | 2016-06-29 | Paper |
| Income drawdown option with minimum guarantee European Journal of Operational Research | 2015-02-03 | Paper |
| Pension funds with a minimum guarantee: a stochastic control approach Finance and Stochastics | 2014-12-17 | Paper |
Research outcomes over time
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