Lifetime Consumption and Investment for Worst-Case Crash Scenarios

Sascha Desmettre; Ralf Korn; Frank Thomas Seifried

doi:10.1142/S0219024915500041

Lifetime Consumption and Investment for Worst-Case Crash Scenarios

Sascha Desmettre
, Ralf Korn
, Frank Thomas Seifried

Institute of Financial Mathematics and Applied Number Theory

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	1550004
Pages (from-to)	1550004
Number of pages	30
Journal	International Journal of Theoretical and Applied Finance
Volume	18
Issue number	1
DOIs	https://doi.org/10.1142/S0219024915500041
Publication status	Published - 25 Feb 2015

Fields of science

101 Mathematics
101007 Financial mathematics
101019 Stochastics
101025 Number theory

JKU Focus areas

Digital Transformation
Transformation in Finance and Financial Institutions

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10.1142/S0219024915500041

Cite this

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title = "Lifetime Consumption and Investment for Worst-Case Crash Scenarios",

author = "Sascha Desmettre and Ralf Korn and Seifried, \{Frank Thomas\}",

year = "2015",

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language = "English",

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journal = "International Journal of Theoretical and Applied Finance",

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number = "1",

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T1 - Lifetime Consumption and Investment for Worst-Case Crash Scenarios

AU - Desmettre, Sascha

AU - Korn, Ralf

AU - Seifried, Frank Thomas

PY - 2015/2/25

Y1 - 2015/2/25

UR - https://www.scopus.com/pages/publications/84928398191

U2 - 10.1142/S0219024915500041

DO - 10.1142/S0219024915500041

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IS - 1

M1 - 1550004

ER -

Lifetime Consumption and Investment for Worst-Case Crash Scenarios

Fields of science

JKU Focus areas

Access to Document

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Cite this