Wang, Siyan
The Rearrangement Algorithm: Theory, Implementation, and Application to Cyber Risk Aggregation to find bound on the VaR of a portfolio of risks
Masterarbeit
2025
Ache-Vogel, David
Numerical Methods for Optimal Investment in Rough Heston Markets
Masterarbeit
2025
Zhao, Ziyi
Comparison of Solution Techniques for the Merton Problem with Unobservable Drift
Masterarbeit
2025
Angelini, Carlo Alberto
Optimal Investments with Constrained Trading Strategies
Masterarbeit
2025
Expectiles as basis risk-optimal payment schemes in parametric insurance
Working Paper, submitted for publication
2025
Mean-Variance optimization of terminal wealth and consumption
Working Paper, submitted for publication
2025
Schmieding, Jasper
Redefining Risk-Adjusted Returns in Private Equity: A Review of Advanced Analytics Methods and Their Implementation
Masterarbeit
2025