Prof. Dr. Sebastian Geissel - Publikationen

Bock, J.; Geissel, S.
Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency
Finance Research Letters. Bd. 62. Elsevier B.V. 2024 105129

Geissel, Sebastian
Long-Term Stock Market Risks and Returns: Insights from the Perspective of a Global EUR Investor
The Journal of Portfolio Management. Bd. 50. H. 9. With Intelligence LLC 2024 S. 116 - 130

Geissel, Sebastian; Graf, Holger; Herbinger, Julia et al.
Portfolio optimization with optimal expected utility risk measures.
Ann. Oper. Res. Bd. 309. H. 1. 2022 S. 59 - 77

Fink, H.; Geissel, S.; Sass, J. et al.
Implied risk aversion: An alternative rating system for retail structured products
Review of Derivatives Research. Bd. 22. H. 3. Springer 2019 S. 357 - 387

Geissel, Sebastian; Sass, Jörn; Seifried, Frank Thomas
Optimal expected utility risk measures
Statistics & Risk Modeling. Bd. 35. H. 1-2. De Gruyter 2017 S. 73 - 87