Escobar M., Laussert T., and Zagst R.
Closed-form optimal investment under generalized GARCH Models
2025

Palm, Jonathan (FIM)
Portfolio Choice via a Quantile Function
Masterarbeit
2025

De Witte D., Mai J. and Scherer M.
Portfolio optimization in a multivariate jump-diffusion model
2025

Termaat, Samuel
Interest-rate sensitivity for callable bonds under the Hull-White model
Masterarbeit
2025

Papst, Katharina
Assessing the German flood insurance gap
Masterarbeit
2025

Zhang, Yifan
A GARCH-Based Framework for Optimizing Sustainable Investment Portfolios
Masterarbeit
2025

Fuchs, Lorenz
Assessing Loan Performance in Mortgage-Backed Securities: The Impact of Risk Retention Rules
Masterarbeit
2025

Wagenblast, Ludger
Practical portfolio selection based on alternative norms
Masterarbeit
2024

Smutkowski, Tobias Rachall
Target Volatility Strategies
Masterarbeit
2024

Khemka G., Lim W. and Zagst R.
Constant Proportion Performance Participation
2025