Concepedia
Statistics
Publications
24
Citations
560
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 finance, business, and economics.
Top concepts
FinanceBusinessEconomicsAsset PricingEconomic AnalysisManagementFinancial EconomicsPortfolio OptimizationEngineeringProbability
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 · 75 citations
Mathematical Programming, Economics, Portfolio Optimization +7
Optimal consumption and investment with Epstein–Zin recursive utility
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried · Finance and Stochastics · 2016 · 63 citations
Optimal Consumption, Economics, Business +3
Stochastic differential utility as the continuous-time limit of recursive utility
Holger Kraft, Frank Thomas Seifried · Journal of Economic Theory · 2014 · 43 citations
Engineering, Stochastic Processes, Stochastic System +6
Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach
Frank Thomas Seifried · Mathematics of Operations Research · 2010 · 34 citations
Portfolio Problem, Financial Mathematics, Computational 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
Stochastic Hybrid System, Engineering, Value Function +11
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