Holger Fink

Nuertingen-Geislingen University of Applied Sciences

Professor

Sigmaringer Strasse 25

Nuertingen, 72622

Germany

  • Nuertingen-Geislingen University of Applied Sciences

SCHOLARLY PAPERS

2

DOWNLOADS

526

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (2)

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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, Trier University of Applied Sciences, RPTU Kaiserslautern-Landau and University of Trier
Downloads 371 (148,338)
Citation 5

Abstract:

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

2.

Portfolio Optimization with Optimal Expected Utility Risk Measures

Number of pages: 23 Posted: 30 Jun 2019 Last Revised: 19 May 2020
Holger Fink, Sebastian Geissel, Julia Herbinger and Frank Thomas Seifried
Nuertingen-Geislingen University of Applied Sciences, Trier University of Applied Sciences, affiliation not provided to SSRN and University of Trier
Downloads 155 (346,103)
Citation 3

Abstract:

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