This thesis analyses whether considering ambiguity aversion in portfolio optimization improves the out-of-sample performance of portfolio optimization approaches. Furthermore, it is assessed which role ambiguity aversion plays in improving the portfolio performance, especially compared with the...

In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...

In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...