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Thijs Kamma
Thijs Kamma
Postdoctoral Researcher, Technical University of Munich
Geverifieerd e-mailadres voor tum.de
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Near-optimal asset allocation in financial markets with trading constraints
T Kamma, A Pelsser
European Journal of Operational Research 297 (2), 766-781, 2022
12*2022
Investing for retirement with an explicit benchmark
A Balter, L Beijering, P Janssen, F de Jong, A Joseph, T Kamma, ...
Netspar Design Paper, 2020
52020
Dual Formulation of the Optimal Consumption Problem with Multiplicative Habit Formation
T Kamma, A Pelsser
Available at SSRN 4020203, 2022
22022
Investing Towards an Exogenous Reference Level Using a Lower Partial Moments Criterion
T Kamma, AAJ Pelsser
Netspar, Network for Studies on Pensions, Aging and Retirement, 2022
12022
Duality Methods for Stochastic Optimal Control Problems in Finance
T Kamma
Maastricht University, 2023
2023
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Artikelen 1–5