Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Frank Thomas Seifried
Information about the author Frank Thomas Seifried will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Optimal investment for worst-case crash scenarios: A martingale approach
2010
We investigate the optimal portfolio problem under the threat of a financial market...
Optimal investment with deferred capital gains taxes
2010
We solve the optimal portfolio problem of an investor in a complete market who is...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
