Backward Nonlinear Expectation Equations (with Christoph Belak, Thomas Seiferling), to appear in Mathematics and Financial Economics (2017).

Stochastic Impulse Control with Regime-Switching Dynamics (with Yaroslav Melnyk, Ralf Korn), European Journal of Operational Research 260: 1024-1042 (2017). DOI: 10.1016/j.ejor.2016.12.029

Interbank Interest Rates: Funding Liquidity Risk and XIBOR Basis Spreads (with Janek Gallitschke, Stefanie Seifried), Journal of Banking and Finance 78: 142-152 (2017). DOI: 10.1016/j.jbankfin.2017.01.002

A General Verification Result for Stochastic Impulse Control Problems
(with Christoph Belak, Sören Christensen), SIAM Journal on Control and Optimization 55: 627-649 (2017). DOI: 10.1137/16M1082822

Small-Cost Asymptotics for Long-Term Growth Rates in Incomplete Markets (with Yaroslav Melnyk), to appear in Mathematical Finance (2017+). DOI: 10.1111/mafi.12152

Optimal Consumption and Investment with Epstein-Zin Recursive Utility (with Holger Kraft, Thomas Seiferling), Finance and Stochastics 21: 187-226 (2017). DOI: 10.1007/s00780-016-0316-0.

Consumption Habits and Humps (with Holger Kraft, Claus Munk, Sebastian Wagner), Economic Theory 64: 305-330 (2017). DOI: 10.1007/s00199-016-0984-1.

Hedging with Small Uncertainty Aversion
 (with Sebastian Herrmann, Johannes Muhle-Karbe), Finance and Stochastics 21: 1-64 (2017)
. DOI: 10.1007/s00780-016-0309-z.

Estimating Discrete Dividends by No-Arbitrage (with Sascha Desmettre, Sarah Grün), Quantitative Finance 17: 261-274 (2017). DOI: 10.1080/14697688.2016.1176239.

Optimal Asset Allocation with Fixed-Term Securities (with Sascha Desmettre), Journal of Economic Dynamics and Control 66: 1-19 (2016). DOI: 10.1016/j.jedc.2016.03.001.

When Do Jumps Matter for Portfolio Optimization? (with Marius Ascheberg, Nicole Branger, Holger Kraft), Quantitative Finance 16: 1297-1311 (2016). DOI: 10.1080/14697688.2015.1131844.

The Multi-Curve Potential Model (with The Anh Nguyen), International Journal of Theoretical and Applied Finance 18: 150049 (2015). DOI: 10.1142/S0219024915500491.

Worst-Case Consumption-Portfolio Optimization (with Sascha Desmettre, Ralf Korn), International Journal of Theoretical and Applied Finance 18: 150004 (2015). DOI: 10.1142/S0219024915500041.

Robust Worst-Case Optimal Investment
(with Sascha Desmettre, Peter Ruckdeschel, Ralf Korn), OR Spectrum 37: 677-701 (2015). DOI: 10.1007/s00291-014-0370-y.

Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
(with Holger Kraft), Journal of Economic Theory 151: 528-550 (2014). DOI: 10.1016/j.jet.2013.12.007.

Insurance Markets and Unisex Tariffs: Is the European Court of Justice improving or destroying welfare? (with Jörn Saß), Scandinavian Actuarial Journal 2014-3: 228-254 (2014). DOI: 10.1080/03461238.2012.683450.

A Concise Characterization of Optimal Consumption with Logarithmic Preferences
(with Ralf Korn), International Journal of Theoretical and Applied Finance 16: 1350035 (2013). DOI: 10.1142/S0219024913500350.

Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets (with Holger Kraft and Mogens Steffensen), Finance and Stochastics 17: 161-196 (2013). DOI: 10.1007/s00780-012-0184-1.

Optimal Consumption and Investment for a Large Investor: An Intensity-Based Control Framework
(with Michael Busch and Ralf Korn), Mathematical Finance 23: 687-717 (2013). DOI: 10.1111/j.1467-9965.2012.00528.x.

Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach, Mathematics of Operations Research 35: 559-579 (2010). DOI: 10.1287/moor.1100.0459.

Foundations of Continuous-Time Recursive Utility: Differentiability and Normalization of Certainty Equivalents
(with Holger Kraft), Mathematics and Financial Economics 3: 115-138 (2010). DOI: 10.1007/s11579-010-0030-1.

Optimal Investment with Deferred Capital Gains Taxes
, Mathematical Methods of Operations Research 71: 181-199 (2010). DOI:

Asset Allocation and Liquidity Breakdowns: What if your broker does not answer the phone?
(with Peter Diesinger, Holger Kraft), Finance and Stochastics 14: 343-374 (2010). DOI:

A Worst-Case Approach to Continuous-Time Portfolio Optimization
(with Ralf Korn), Radon Series on Computational and Applied Mathematics 8: 327-345 (2009).
DOI: 10.1515/9783110213140.327.