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

Ihnatovych, Volodymyr
Temporal Difference Learning for Branching Diffusions
Masterarbeit
2025

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

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

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

Hausladen, Luis
Optimal portfolios under net zero targets
Masterarbeit
2025

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