4

Robust worst-case optimal investment

Desmettre, Sascha, Korn, Ralf, Ruckdeschel, Peter, Seifried, Frank Thomas
Journal:
OR Spectrum
Year:
2015
Language:
english
File:
PDF, 549 KB
english, 2015
5

Optimal asset allocation with fixed-term securities

Desmettre, Sascha, Seifried, Frank Thomas
Journal:
Journal of Economic Dynamics and Control
Year:
2016
Language:
english
File:
PDF, 911 KB
english, 2016
6

Estimating discrete dividends by no-arbitrage

Desmettre, Sascha, Grün, Sarah, Seifried, Frank Thomas
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 1.67 MB
english, 2016
10

Optimal investment for executive stockholders with exponential utility

Sascha Desmettre
Journal:
Decisions in Economics and Finance
Year:
2012
Language:
english
File:
PDF, 511 KB
english, 2012
13

Can outstanding dividend payments be estimated by American options?

Desmettre, Sascha, Grün, Sarah, Korn, Ralf
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 1.37 MB
english, 2018
15

Optimal Investment with Illiquid Assets

Desmettre, Sascha, Seifried, Frank Thomas
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 296 KB
english, 2014
16

Portfolio optimization with early announced discrete dividends

Desmettre, Sascha, Grün, Sarah, Korn, Ralf
Journal:
Operations Research Letters
Year:
2018
Language:
english
File:
PDF, 524 KB
english, 2018
17

Portfolio Optimization with Early Announced Discrete Dividends

Desmettre, Sascha, Grrn, Sarah, Korn, Ralf
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 801 KB
english, 2018
18

Severity Modeling of Extreme Insurance Claims

Laudagg, Christian, Desmettre, Sascha, Wenzel, JJrg
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 3.36 MB
english, 2018