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Merlin Bartel, M.Sc.

Research Assistant / PhD Student
Chair in Finance
Portrait
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 ...