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Citations per year
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Cited by
All
Since 2019
Citations
20
20
h-index
2
2
i10-index
1
1
0
8
4
2020
2021
2022
2023
2024
2
2
7
8
1
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Thijs Kamma
Postdoctoral Researcher,
Technical University of Munich
Verified email at tum.de
Mathematical finance
Actuarial science
Pension funds
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Year
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
5
2020
Dual Formulation of the Optimal Consumption Problem with Multiplicative Habit Formation
T Kamma, A Pelsser
Available at SSRN 4020203
, 2022
2
2022
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
1
2022
Duality Methods for Stochastic Optimal Control Problems in Finance
T Kamma
Maastricht University
, 2023
2023
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