Coumans: Robust Hedging of Terminal Wealth under Interest Rate Risk with the Constraint Approach Goossens: COVID-19 Crisis: Do Extreme Events Affect Preferences and Trading Behavior? (with Marike Knoef)
Robo-Advising: Optimal Investment with Mismeasured and Unstable Risk Preferences
The Effect of Taxation on Optimal Consumption and Portfolio Decisions Over the Life-cycle
Solving Maxmin Optimization Problems via Population Games
Stated product choice of heterogeneous agents largely consistent with standard models
Pricing carbon under uncertainty: accuracy of simple rules
Hedging Inflation
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing
Comparative Risk Aversion vs. Threshold Choice in the Omega Ratio
Solidarity reserve
Fed Tails: FOMC Announcements and Stock Market Uncertainty