- Research Assistant / PhD Student
- Chair in Finance
- Schedule for SS 22
- C21_Introduction to Finance - Exercise (Exercise) Bartel
- 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 enabled Asset Allocation
- Preproposal PhD-Thesis, since September 2020
With increased computing power, more advanced algorithms, and growing data resources, machine learning is widely used in different scientific areas. Machine learning is particularly useful in ... more ...