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The Risk Management of Minimum Return Guarantees

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Time-consistency of optimal investment under smooth ambiguity., , and . Eur. J. Oper. Res., 293 (2): 643-657 (2021)Tractable hedging: An implementation of robust hedging strategies, and . Journal of Economic Dynamics and Control, 30 (11): 1937--1962 (November 2006)The Risk Management of Minimum Return Guarantees, and . BuR - Business Research, 1 (1): 55-76 (2008)pdf-file with fulltext.