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Ehler N., Escobar M., Stentoft L., and Zagst R.
Behavioral Portfolio Decisions in a GARCH World
Management Science
2025

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Ihnatovych, Volodymyr
Temporal Difference Learning for Branching Diffusions
Masterarbeit
2025

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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

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Ache-Vogel, David
Numerical Methods for Optimal Investment in Rough Heston Markets
Masterarbeit
2025

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Zhao, Ziyi
Comparison of Solution Techniques for the Merton Problem with Unobservable Drift
Masterarbeit
2025

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Angelini, Carlo Alberto
Optimal Investments with Constrained Trading Strategies
Masterarbeit
2025

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Maier M., Scherer M.
Expectiles as basis risk-optimal payment schemes in parametric insurance
Working Paper, submitted for publication
2025

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Escobar M., Khemka G., and R. Zagst
Mean-Variance optimization of terminal wealth and consumption
Working Paper, submitted for publication
2025

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Hausladen, Luis
Optimal portfolios under net zero targets
Masterarbeit
2025

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Schmieding, Jasper
Redefining Risk-Adjusted Returns in Private Equity: A Review of Advanced Analytics Methods and Their Implementation
Masterarbeit
2025