Research Project#
Bond Yield and Individual Expectations#
- Estimation Methods of Inflation Risk Premium
- Estimation Mehtods of Expected Inflation Rates with TIPS
Behavioural Macro-Finance#
- Experience Based Learning Models with an OLG Framework
- Diagnostic Expectations and Macroeconomic Consequences via Financial Markets
Digital Currency#
- Pricing Problem with cryptocurrencies
Continuous-Time Mean-Variance Optimization#
- Optimal Investment-Reinsurance Strategies for insurers with a Stochastic Gaussian Factor Model