Concepedia

Sebastian Geissel

SG

2

Publications

32

Citations

2

H-Index

2017

Active since

Affiliations

Universität Trier(Current)

Sebastian Geissel is an author at Universität Trier specializing in finance, risk management, and financial risk.

Top concepts

FinanceBusinessManagementStatisticsFinancial RiskRisk ManagementFinancial EconomicsRisk-averse OptimizationCorporate Risk ManagementEconomics

Publications per year

2017–2021

2

Publications

2

Optimal expected utility risk measures

Sebastian Geissel, Frank Thomas Seifried · Statistics & Risk Modeling · 2017 · 20 citations

Financial Risk Management, Risk Metric, Tail Risk +26

Portfolio optimization with optimal expected utility risk measures

Sebastian Geissel, Holger Graf, Julia Herbinger et al. · Annals of Operations Research · 2021 · 12 citations · Full text

Mathematical Programming, Asset Allocation, Portfolio Management +22

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