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mediaTUM GesamtbestandEinrichtungenSchools und FakultätenFakultät für MathematikZentrum MathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersLichtenstern, A.

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Lichtenstern, A.; Zagst, R.
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
2021

Lichtenstern, A.; Shevchenko, P.; Zagst, R.
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Mathematics and Financial Economics
2021
15
275-313

Escobar-Anel, M.; Lichtenstern, A.; Zagst, R.
Behavioral Portfolio Choice under Hyperbolic Absolute Risk Aversion
International Journal of Theoretical and Applied Finance
2020
23
7

Escobar-Anel, M.; Lichtenstern, A.; Zagst, R.
Behavioral Portfolio Insurance Strategies
Financial Markets and Portfolio Management
2020
34
353-399

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