Trier University of Applied Sciences — Germany
Economics, Econometrics and Finance · Social Sciences
5h-index60citations11works4.52yr avg
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Research Topics
Financial Markets and Investment Strategies(6), Risk and Portfolio Optimization(6), Market Dynamics and Volatility(5), Monetary Policy and Economic Impact(4), Insurance and Financial Risk Management(3)
Publications11 total
The Journal of Portfolio Management·2024
Finance research letters·2024· 9 citedOpen Access
SSRN Electronic Journal·2022Open Access
Annals of Operations Research·2021· 12 citedOpen Access
Review of Derivatives Research·2019· 8 cited
SSRN Electronic Journal·2019· 3 citedOpen Access
Portfolio Optimization with Optimal Expected Utility Risk Measures
RePEc: Research Papers in Economics·2019
Statistics & Risk Modeling·2017· 20 cited
Utility-Based Risk Measures and Time Consistency of Dynamic Risk Measures
Publication Server of Kaiserslautern University of Technology (Kaiserslautern University of Technology)·2016· 2 cited
SSRN Electronic Journal·2015· 1 citedOpen Access
SSRN Electronic Journal·2015· 5 citedOpen Access
Frequent Co-authors
Frank Thomas Seifried(8), Jörn Saß(4), Holger Fink(4), Julia Herbinger(3), Holger Graf(2), Johannes E. Bock(1), Tim Scharfen(1)