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Merlin Bartel, M.Sc.

Research Assistant / PhD Student
Chair in Finance
Schedule for SS 22
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 ...