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Sebastian Geissel
Sebastian Geissel
University of Applied Sciences Trier
Bestätigte E-Mail-Adresse bei hochschule-trier.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Optimal expected utility risk measures
S Geissel, J Sass, FT Seifried
Statistics & Risk Modeling 35 (1-2), 73-87, 2018
252018
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
122019
Portfolio optimization with optimal expected utility risk measures
S Geissel, H Graf, J Herbinger, FT Seifried
Annals of Operations Research, 59-77, 2022
82022
Utility-Based Risk Measures and Time Consistency of Dynamic Risk Measures
S Geissel
Dissertation, Kaiserslautern, Technische Universität Kaiserslautern, 2016, 2016
12016
Long-Term Stock Market Risks and Returns: Insights from the Perspective of a Global EUR Investor
S Geissel
The Journal of Portfolio Management, 2024
2024
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
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