Sebastian Geissel

University of Applied Sciences Brandenburg

Brandenburg/Havel, 14770

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

626

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Implied Risk Aversion: An Alternative Rating System for Retail Structured Products

Number of pages: 28 Posted: 28 Aug 2015 Last Revised: 14 Dec 2018
Holger Fink, Sebastian Geissel, Jörn Sass and Frank Thomas Seifried
Nuertingen-Geislingen University of Applied Sciences, University of Applied Sciences Brandenburg, University of Kaiserslautern - Department of Mathematics and University of Trier
Downloads 312 (118,927)
Citation 2

Abstract:

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structured products, risk measures, optimal expected utility, implied risk aversion

2.

Optimal Expected Utility Risk Measures

Number of pages: 17 Posted: 28 Aug 2015 Last Revised: 30 Nov 2017
Sebastian Geissel, Jörn Sass and Frank Thomas Seifried
University of Applied Sciences Brandenburg, University of Kaiserslautern - Department of Mathematics and University of Trier
Downloads 240 (155,576)
Citation 1

Abstract:

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risk measure, certainty equivalent, utility maximization

3.

Portfolio Optimization with Optimal Expected Utility Risk Measures

Number of pages: 23 Posted: 30 Jun 2019 Last Revised: 19 May 2020
Nuertingen-Geislingen University of Applied Sciences, University of Applied Sciences Brandenburg, affiliation not provided to SSRN and University of Trier
Downloads 74 (383,399)
Citation 1

Abstract:

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portfolio optimization, risk measures, value at risk, optimal expected utility