According to our database1, Michel Vellekoop authored at least 3 papers between 2011 and 2017.
Legend:Book In proceedings Article PhD thesis Other
Optimal investment and consumption when allowing terminal debt.
European Journal of Operational Research, 2017
The minimal entropy martingale measure in a market of traded financial and actuarial risks.
J. Computational Applied Mathematics, 2015
Modeling non-monotone risk aversion using SAHARA utility functions.
J. Economic Theory, 2011