Fan, Luyao
Severity Modeling of Cyber Risks
Masterarbeit
2024

Bas, Noah
Dynamic Mean-Variance Optimisation: Time-Consistent vs. Precommitment Approaches
Masterarbeit
2024

Ehler, Nando Elias Mario (FIM)
Portfolio Choice of Investors with S-Shaped Utility and Loss Aversion under Affine GARCH Models
Masterarbeit
2024

Kherraz, Fatima Ezzahra
Pricing of per risk XL treaties : which method performs best in specific pricing situations ?
2024

Renić, Stipe
Clustering methods in Portfolio optimization
2024

Gao, Liwei
Multivariate time series models with Long-Range Dependence using S-vines
2024

Kostadinova, Evelina
Enhancing Catastrophe Bond Pricing: A Shot-Noise Process Approach to Modeling Climate-Induced Temporal Catastrophe Clustering
2024

Votolevskii, Georgii
Statistical Arbitrage in Commodity Markets
2024

Schwab, Zeno
Kritische Analyse von Variational Autoencodern
2024

Siggelkow, Constantin
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options
Journal of Derivatives and Quantitative Studies
2024