- Research Assistant / PhD Student
- Chair in Finance
- Deep and (Un-) Constrained Portfolio Optimization
- FFF-Förderprojekt, January 2022 until December 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 ... more ...
- Machine Learning in Financial Economics: An Investment Perspective
- PhD-Thesis, since September 2020
With increasing computing power, advanced algorithms and growing data resources, machine learning methods are increasingly applied in various scientific domains. Deviating from other research fields, ... more ...