List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Portfolio optimisation via strategy-specific eigenvector shrinkage Finance and Stochastics | 2025-07-03 | Paper |
| Portfolio selection revisited Annals of Operations Research | 2025-03-21 | Paper |
| James-Stein for the leading eigenvector Proceedings of the National Academy of Sciences of the United States of America | 2025-03-06 | Paper |
| scientific article; zbMATH DE number 7088122 (Why is no real title available?) | 2019-08-01 | Paper |
| A top-down approach to multiname credit Operations Research | 2011-11-18 | Paper |
| Affine point processes and portfolio credit risk SIAM Journal on Financial Mathematics | 2010-11-10 | Paper |
| Portfolio risk analysis. | 2010-05-19 | Paper |
| Pricing credit from the top down with affine point processes | 2008-07-29 | Paper |
| Volatility of the short rate in the rational lognormal model Finance and Stochastics | 1998-08-19 | Paper |
Research outcomes over time
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