Prof. Dr. Sebastian Geissel

(2024) The Journal of Portfolio Management [JourQual B; ABDC A; SJR Q2]: Long-Term Stock Market Risks and Returns: Insights from the Perspective of a Global EUR Investor
(2024) Finance Research Letters [JourQual B; ABDC A; SJR Q1]: Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency (joint work with J. Bock)
(2021) Annals of Operation Research [JourQual B; ABDC A; SJR Q1]: Portfolio optimization with optimal expected utility risk measures (joint work with H. Graf, J. Herbinger und F. Seifried)
(2019) Review of Derivatives Research [JourQual A; ABDC B; SJR Q3]: Implied risk aversion: an alternative rating system for retail structured products (joint work with H. Fink, J. Sass und F. Seifried)
(2017) Statistics & Risk Modeling [ABDC C; SJR Q3]: Optimal expected utility risk measures (joint work with J. Sass und F. Seifried)

(2024) Capital Markets Day at Nuertingen Geislingen University, panel discussion "Kapitalmarkt im Wandel: Welche Anlagestrategien überzeugen?"
(2020) Bachelor Orientation Days of the German Society for Insurance and Financial Mathematics, workshop on treasury and overall bank management
(2019) Founders' and Entrepreneurs' Forum of the sdw Alumni e.V., workshop on financial management in start-ups
(2018) Bachelor Orientation Days of the German Society for Actuarial and Financial Mathematics, workshop on treasury and overall bank management
(2018) Bachelier Society World Congress 2018 at Trinity College Dublin, presentation "Optimal Expected Utility Risk Measures and Implied Risk Aversion"
(2017) Innovations in Insurance, Risk- and Asset Management Conference at TU Munich, presentation "Implied Risk Aversion: An Alternative Rating System for Retail Structured Products".
(2014) German Probability and Statistics Days at the University of Ulm, presentation "Construction and convergence of continuous-time dynamic risk measures".