Optimal expected utility risk measures S Geissel, J Sass, FT Seifried Statistics & Risk Modeling 35 (1-2), 73-87, 2018 | 25 | 2018 |
Implied risk aversion: An alternative rating system for retail structured products H Fink, S Geissel, J Sass, FT Seifried Review of Derivatives Research 22, 357-387, 2019 | 12 | 2019 |
Portfolio optimization with optimal expected utility risk measures S Geissel, H Graf, J Herbinger, FT Seifried Annals of Operations Research, 59-77, 2022 | 8 | 2022 |
Utility-Based Risk Measures and Time Consistency of Dynamic Risk Measures S Geissel Dissertation, Kaiserslautern, Technische Universität Kaiserslautern, 2016, 2016 | 1 | 2016 |
Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency J Bock, S Geissel Finance Research Letters, 105129, 2024 | | 2024 |
Stock allocation before and during COVID-19: Downside versus utility-based risk constraints S Geissel, H Graf, T Scharfen, FT Seifried Available at SSRN 4125663, 2022 | | 2022 |