Sebastian Geissel

From MaRDI portal



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!

PublicationDate of PublicationType
Portfolio optimization with optimal expected utility risk measures
Annals of Operations Research
2022-01-20Paper
Implied risk aversion: an alternative rating system for retail structured products
Review of Derivatives Research
2019-10-16Paper
Optimal expected utility risk measures
Statistics & Risk Modeling
2018-01-11Paper


Research outcomes over time


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