Rainer Baule
From MaRDI portal
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
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