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 |
|---|---|---|
| Long-term risk with stochastic interest rates Mathematical Finance | 2025-01-20 | Paper |
| On horizon-consistent mean-variance portfolio allocation Annals of Operations Research | 2024-06-04 | Paper |
| Multivariate Wold decompositions: a Hilbert \(A\)-module approach Decisions in Economics and Finance | 2023-06-12 | Paper |
| A persistence-based Wold-type decomposition for stationary time series Quantitative Economics | 2020-08-24 | Paper |
| Weak time-derivatives and no-arbitrage pricing Finance and Stochastics | 2018-10-08 | Paper |
| Isometric operators on Hilbert spaces and Wold decomposition of stationary time series Decisions in Economics and Finance | 2017-04-27 | Paper |
Research outcomes over time
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