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Yang, Yu Jung (FIM)
Multivariate Affine GARCH in portfolio optimization
Masterarbeit
2024

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Lausser, Tobias
Closed-form portfolio optimization under generalized GARCH models
Masterarbeit
2024

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Reimoser, Veronika
Composite Goodness-of-fit Tests with Kernels
Masterarbeit
2024

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Zheng, Yibei
Implementing Constraints into Portfolio Optimization with Clustering
Masterarbeit
2023

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Hron, Peter
Dynamic Portfolio Optimization for Time-Inconsistent Models
Masterarbeit
2023

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Zhang, Yuanxi
A Study on Portfolio Optimization with ESG Scores
Masterarbeit
2023

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Fanta, Arved Niklas
SHAP-Value Analysis: Advantages and Disadvantages with application on insurance demand models
Masterarbeit
2023

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Speck, Max
Portfolio Optimization with Parameter Uncertainty under a GARCH Model
Masterarbeit
2023

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Molter, Eric
Portfolio Optimization in an affine GARCH Model Using Derivatives
Masterarbeit
2023

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Maier, Tim
Reinforcement Learning for Market Making
Masterarbeit
2023