Frontiers in inference about risk

Project: Research

Status	Finished
Effective start/end date	23/08/16 → 30/06/21

A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models
Andréasson, J. G. & Shevchenko, P. V., Jun 2022, In: European Actuarial Journal. 12, 1, p. 349-379 31 p.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Myopic robust index tracking with Bregman divergence
Penev, S., Shevchenko, P. V. & Wu, W., 1 Feb 2022, In: Quantitative Finance. 22, 2, p. 289-302 14 p.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, A., Shevchenko, P. V. & Zagst, R., Mar 2021, In: Mathematics and Financial Economics. 15, 2, p. 275-313 39 p.
Research output: Contribution to journal › Article › peer-review

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5 Citations (Scopus)

13 Downloads (Pure)

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