Michel Vellekoop

According to our database1, Michel Vellekoop authored at least 3 papers between 2011 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Optimal investment and consumption when allowing terminal debt.
European Journal of Operational Research, 2017

2015
The minimal entropy martingale measure in a market of traded financial and actuarial risks.
J. Computational Applied Mathematics, 2015

2011
Modeling non-monotone risk aversion using SAHARA utility functions.
J. Economic Theory, 2011


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