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Investment decisions and passive portfolio construction utilizing patent analytics : a multi-case study on COVID-19 treatment technologies
Guderian, Carsten C.
;
Posth, Jan-Alexander
;
Grob, Linus
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 66-87
Persistent link: https://www.econbiz.de/10014490245
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Discussion on: "programmable money: next generation blockchain based conditional payments" by Ingo Weber and Mark Staples
Osterrieder, Joerg
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Digital finance : smart data analytics, investment …
4
(
2022
)
2/3
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pp. 137-138
Persistent link: https://www.econbiz.de/10013429340
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Static versus dynamic hedges: an empirical comparison for barrier options
Engelmann, Bernd
;
Fengler, Matthias
;
Nalholm, Morten
; …
- In:
Review of Derivatives Research
9
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2006
)
3
,
pp. 239-264
Persistent link: https://www.econbiz.de/10005709832
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Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich
Schwendner, Peter
;
Martin, Stephan
;
Papies, Simon
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Die Bank
(
2002
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1
,
pp. 58-62
Persistent link: https://www.econbiz.de/10001632459
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Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation
De Meer Pardo, Fernando
;
Schwendner, Peter
;
Wunsch, Marcus
- In:
The journal of financial data science
4
(
2022
)
4
,
pp. 110-132
Persistent link: https://www.econbiz.de/10014232779
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Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory
Schwendner, Peter
;
Papenbrock, Jochen
;
Jaeger, Markus
; …
- In:
The journal of financial data science
3
(
2021
)
4
,
pp. 65-83
Persistent link: https://www.econbiz.de/10012698255
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Interpretable machine learning for diversified portfolio construction
Jaeger, Markus
;
Krügel, Stephan
;
Marinelli, Dimitri
; …
- In:
The journal of financial data science
3
(
2021
)
3
,
pp. 31-51
Persistent link: https://www.econbiz.de/10012613536
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Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios
Papenbrock, Jochen
;
Schwendner, Peter
;
Jaeger, Markus
; …
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 51-69
Persistent link: https://www.econbiz.de/10012519242
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A statistical risk assessment of bitcoin and its extreme tail behavior
Osterrieder, Joerg
;
Lorenz, Julian
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011716049
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Neural networks and arbitrage in the VIX : a deep learning approach for the VIX
Osterrieder, Joerg
;
Kucharczyk, Daniel
;
Rudolf, Silas
; …
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
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pp. 97-115
Persistent link: https://www.econbiz.de/10012284951
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