Rainer Baule

Available identifiers

zbMath Open baule.rainerWikidataQ63922185 ScholiaQ63922185MaRDI QIDQ704005

List of research outcomes

Publication	Date of Publication	Type
Performance measurement for option portfolios in a stochastic volatility framework	2022-05-05	Paper
Markowitz with regret	2019-07-12	Paper
Allocation of risk capital on an internal market	2015-02-19	Paper
Optimal portfolio selection for the small investor considering risk and transaction costs	2010-03-01	Paper
Lean trees -- a general approach for improving performance of lattice models for option pricing	2005-01-12	Paper

Research outcomes over time

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