Concepedia
Statistics
Publications
24
Citations
568
H-Index
16
Active since
2009
Affiliations
Universität Trier(Current)
University of Kaiserslautern
Goethe University Frankfurt
École Polytechnique Fédérale de Lausanne
Swiss Finance Institute
Frank Thomas Seifried is an author at Universität Trier specializing in economics, financial economics, and finance.
Publications per year
2009–2021
Consumption-portfolio optimization with recursive utility in incomplete markets
Holger Kraft, Frank Thomas Seifried, Mogens Steffensen · Finance and Stochastics · 2012 · 76 citations
Social Sciences, Economics, Finance +16
Optimal consumption and investment with Epstein–Zin recursive utility
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried · Finance and Stochastics · 2016 · 66 citations
Social Sciences, Economics, Microeconomics +10
Stochastic differential utility as the continuous-time limit of recursive utility
Holger Kraft, Frank Thomas Seifried · Journal of Economic Theory · 2014 · 43 citations
Engineering, Economics, Mathematics +14
Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach
Frank Thomas Seifried · Mathematics of Operations Research · 2010 · 34 citations
Social Sciences, Economics, Finance +17
A General Verification Result for Stochastic Impulse Control Problems
Christoph Belak, Sören Christensen, Frank Thomas Seifried · SIAM Journal on Control and Optimization · 2017 · 32 citations
Natural Sciences, Mathematics, Optimization +15
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