Antje Mahayni

Available identifiers

zbMath Open mahayni.antjeMaRDI QIDQ315104

List of research outcomes

Publication	Date of Publication	Type
Optimal collective investment: an analysis of individual welfare	2023-03-15	Paper
Time-consistency of optimal investment under smooth ambiguity	2021-06-07	Paper
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk	2018-11-30	Paper
Robustness of stable volatility strategies	2018-08-13	Paper
Minimum return guarantees, investment caps, and investment flexibility	2016-09-19	Paper
Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps	2014-02-20	Paper
On the optimal design of insurance contracts with guarantees	2012-02-10	Paper
Minimum return guarantees with fund switching rights -- an optimal stopping problem	2012-01-13	Paper
Tractable hedging with additional hedge instruments	2011-05-27	Paper
Effectiveness of CPPI strategies under discrete-time trading	2009-08-07	Paper
Tractable hedging: An implementation of robust hedging strategies	2008-12-12	Paper
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions	2005-10-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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