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A concise characterization of optimal consumption with logarithmic preferences
Korn, Ralf; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-7
Persistent link: https://www.econbiz.de/10010197180
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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
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The multi-curve potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
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The affine rational potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-25
Persistent link: https://www.econbiz.de/10012808016