Fraunhofer Institute for Industrial Mathematics — Germany
Economics, Econometrics and Finance · Social Sciences
3h-index25citations7works0.02yr avg
Accepting Students?
No reports yet. Know if this professor is taking students?
Research Topics
Stochastic processes and financial applications(5), Financial Risk and Volatility Modeling(3), Risk and Portfolio Optimization(3), Decision-Making and Behavioral Economics(2), Complex Systems and Time Series Analysis(2)
Publications7 total
Mathematical Methods of Operations Research·2022Open Access
OR Spectrum·2021Open Access
International Journal of Theoretical and Applied Finance·2019· 8 cited
Econometrics and Statistics·2016· 11 cited
arXiv (Cornell University)·2016Open Access
arXiv (Cornell University)·2016Open Access
Multicriteria asset allocation in practice
RePEc: Research Papers in Economics· 6 cited
Frequent Co-authors
Vikram Krishnamurthy(3), Jörn Saß(3), Kerstin Dächert(2), Ria Grindel(2), Jonas Mahnkopp(2), Florian Schirra(2), Jörg Wenzel(2), Ralf Korn(1), Jörn Sass(1), Leonie Ruderer(1)