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~person:"Seifried, Frank Thomas"
~subject:"Statistical test"
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Seifried, Frank Thomas
Schweizer, Martin
19
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International journal of theoretical and applied finance
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1
Optimal asset allocation with fixed-term securities
Desmettre, Sascha
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
66
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011708349
Saved in:
2
Lifetime consumption and investment for worst-case crash scenarios
Desmettre, Sascha
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403176
Saved in:
3
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
4
Optimal investment for worst-case crash scenarios : a martingale approach
Seifried, Frank Thomas
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 559-579
Persistent link: https://www.econbiz.de/10008660777
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