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Merlin Bartel, M.Sc.

Wissenschaftlicher Mitarbeiter / Doktorand
Lehrstuhl für Finance
Portrait
Deep and (Un-) Constrained Portfolio Optimization
FFF-Förderprojekt, Januar 2022 bis Dezember 2022

Since its birth in the 1950ies, portfolio optimization has suffered from errors regarding the esti-mation of the input parameters (Michaud, 1989). To overcome the resulting underperformance, recent ... mehr

Maschinelles Lernen in der Finanzökonomie: Eine Investitions-Perspektive
Dissertation, seit September 2020

Mit zunehmender Rechenleistung, fortschrittlicheren Algorithmen und wachsenden Datenressourcen werden Machine Learning Methoden in verschiedenen wissenschaftlichen Bereichen verstärkt angewandt. ... mehr

  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the European Conference on Stochastic Optimization & Computational Management Science, Venice, Italy.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Turin, Italy.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the International Conference on Operations Research - OR 2022, Karlsruhe, Germany.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the Finance Forum 2022 - Annual Meeting of the Spanish Finance Association, Santiago de Compostela, Spain.

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  • Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Frontiers of Factor Investing, Lancaster, UK.

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  • Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 3rd Financial Economics Meeting, Paris, France.

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  • Bartel, M. (2021). International Factor Momentum and Reversals. Presented at the 36th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the The 2nd Shanghai Lixin Virtual Conference on New Frontiers in the Interdisciplinary Research of Finance with Global Finance Journal, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2020). A trip into the Clusterverse: Comparing Covariance Matrix Clustering in Portfolio Optimization. Presented at the 35th Workshop of the Austrian Woring Group on Banking and Finance, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. University of Liechtenstein.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. University of Liechtenstein.

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