Current Working Papers

Title Presentation Coauthors Status
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Salvatore Federico, Giorgio Ferrari, Michael Röckner SFB 1283 Preprint 24043
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
Jodi Dianetti, Lorenzo Stanca IMW Working Paper 685
Efficient Allocations under Ambiguous Model Uncertainty Chiaki Hara, Sujoy Mukerji, Jean-Marc Tallon IMW Working Paper 669
Demographic Changes and Asset Prices in an Overlapping Generations Model
Herman Demèze, Beatrice Simo-Kengne IMW Working Paper 672