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Antje Mahayni · Study

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Antje Mahayni

5 works· latest 2017· 1 institutionscluster: provisionalORCID 0000-0001-8750-2895

h-index5

i105

Citations189

Works here5

08

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12

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17

Most cited in this library

Effectiveness of CPPI strategies under discrete-time trading2008 · 66 citations
Performance evaluation of optimized portfolio insurance strategies2014 · 40 citations
Time-Consistency of Optimal Investment under Smooth Ambiguity2017 · 33 citations
On the optimal design of insurance contracts with guarantees2010 · 31 citations
Variable annuities and the option to seek risk: Why should you diversify?2012 · 19 citations

Works

5 shown

Time-Consistency of Optimal Investment under Smooth Ambiguity

European Journal of Operational Research·2017·3 authors·Open access

33citations

Performance evaluation of optimized portfolio insurance strategies

Journal of Banking & Finance·2014·3 authors

40citations

Variable annuities and the option to seek risk: Why should you diversify?

Journal of Banking & Finance·2012·2 authors·Open access

19citations

On the optimal design of insurance contracts with guarantees

Insurance Mathematics and Economics·2010·3 authors·Open access

31citations

Effectiveness of CPPI strategies under discrete-time trading

Journal of Economic Dynamics and Control·2008·3 authors·Open access

66citations