Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? - Peter Diesinger; Holger Kraft; Frank Thomas Seifried (Finance Stochastics, 2010)

Optimal investment with deferred capital gains taxes - A simple martingale method approach. - Frank Thomas Seifried (Math. Methods Oper. Res., 2010)

Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach. - Frank Thomas Seifried (Math. Oper. Res., 2010)

Consumption-portfolio optimization with recursive utility in incomplete markets. - Holger Kraft; Frank Thomas Seifried; Mogens Steffensen (Finance Stochastics, 2013)

Stochastic differential utility as the continuous-time limit of recursive utility. - Holger Kraft; Frank Thomas Seifried (J. Econ. Theory, 2014)

Robust worst-case optimal investment. - Sascha Desmettre; Ralf Korn; Peter Ruckdeschel; Frank Thomas Seifried (OR Spectr., 2015)

Stochastic impulse control with regime-switching dynamics. - Ralf Korn; Yaroslav Melnyk; Frank Thomas Seifried (Eur. J. Oper. Res., 2017)

Hedging with small uncertainty aversion. - Sebastian Herrmann; Johannes Muhle-Karbe; Frank Thomas Seifried (Finance Stochastics, 2017)

Optimal consumption and investment with Epstein-Zin recursive utility. - Holger Kraft; Thomas Seiferling; Frank Thomas Seifried (Finance Stochastics, 2017)

A General Verification Result for Stochastic Impulse Control Problems. - Christoph Belak; Sören Christensen; Frank Thomas Seifried (SIAM J. Control. Optim., 2017)

Portfolio optimization with optimal expected utility risk measures. - Sebastian Geissel; Holger Graf; Julia Herbinger; Frank Thomas Seifried (Ann. Oper. Res., 2022)

Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit. - Erhan Bayraktar; Christoph Belak; Sören Christensen; Frank Thomas Seifried (SIAM J. Control. Optim., 2022)