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 |
|---|---|---|
| Performance measurement for option portfolios in a stochastic volatility framework Quantitative Finance | 2022-05-05 | Paper |
| Markowitz with regret Journal of Economic Dynamics and Control | 2019-07-12 | Paper |
| Allocation of risk capital on an internal market European Journal of Operational Research | 2015-02-19 | Paper |
| Optimal portfolio selection for the small investor considering risk and transaction costs OR Spectrum | 2010-03-01 | Paper |
| Lean trees -- a general approach for improving performance of lattice models for option pricing Review of Derivatives Research | 2005-01-12 | Paper |
Research outcomes over time
This page was built for person: Rainer Baule
