Frank Thomas Seifried
Author
Alternate names F. Seifried, Frank Seifried, Frank Thomas Seifried, Frank T. Seifried, F. T. Seifried
Institution Universität Trier
Past institutions Universität Trier, University of Kaiserslautern
H-index: 15
I10-index: 25
Works count: 90
Citations count: 678
Consumption-portfolio optimization with recursive utility in incomplete markets
2012 · Holger Kraft, Frank Thomas Seifried, et al. · Finance and Stochastics
Optimal consumption and investment with Epstein–Zin recursive utility
2016 · Holger Kraft, Thomas Seiferling, et al. · Finance and Stochastics
Stochastic differential utility as the continuous-time limit of recursive utility
2014 · Holger Kraft, Frank Thomas Seifried · Journal of Economic Theory