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 |
|---|---|---|
| A multi-curve HJM factor model for pricing and risk management Quantitative Finance | 2023-12-14 | Paper |
| Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees European Actuarial Journal | 2023-01-09 | Paper |
| Optimal life-cycle consumption and investment decisions under age-dependent risk preferences Mathematics and Financial Economics | 2021-05-05 | Paper |
| Behavioral portfolio choice under hyperbolic absolute risk aversion International Journal of Theoretical and Applied Finance | 2021-03-16 | Paper |
Research outcomes over time
This page was built for person: Andreas Lichtenstern
