Current Working Papers
| Title | Presentation | Coauthors | Status |
| Arbitrage Pricing in Convex, Cash-Additive markets | Talk |
Émy Lecuyer, Lorenzo Stanca | SFB 1283 Preprint 24078 |
| Optimal Consumption for Recursive Preferences with Local Substitution under Risk | Talk |
Hanwu Li | SFB 1283 Preprint 24067 |
| Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces | Talk |
Salvatore Federico, Giorgio Ferrari, Michael Röckner | SFB 1283 Preprint 24043 |
| Optimal consumption and investment under relative performance criteria with Epstein-Zin utility | Talk |
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 | Talk |
Herman Demèze, Beatrice Simo-Kengne | IMW Working Paper 672 |