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Publications (10)
Portfolio Return Maximization using Robust Optimization and Directional Changes
2023 IEEE Symposium Series on Computational Intelligence
DP 12/2023-065
DP 12/2023-065
Portfolio Re-balancing and Optimization using Directional Changes and Genetic Algorithms
2023 IEEE Congress on Evolutionary Computation
DP 12/2023-064
DP 12/2023-064
A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
Journal of Empirical Finance
DP 12/2023-063
DP 12/2023-063
Comment on “A theoretical foundation of ambiguity measurement”
Journal of Economic Theory
DP 11/2023-062
DP 11/2023-062
Information Nudges and Self-Control
Management Science
DP 04/2023-061
DP 04/2023-061
Robust Multiple Stopping -A Duality Approach
Mathematics of Operations Research
DP 11/2023-060
DP 11/2023-060
The effect of marital status on life expectancy – Is cohabitation as protective as marriage?
Journal of Demographic Economics
DP 04/2023-059
DP 04/2023-059
Comparative risk aversion vs. threshold choice in the Omega ratio
Omega
DP 10/2023-058
DP 10/2023-058
Hedging Long-Term Liabilities
Journal of Financial Econometrics 20, 505-538