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Showing results 26 to 45 of 62 < previous   next >
Issue DateTitleInvolved Person(s)
2016Forecasting correlation structuresSchüle, Martin; Ott, Thomas; Schwendner, Peter
2015Handling risk-on/risk-off dynamics with correlation regimes and correlation networksPapenbrock, Jochen; Schwendner, Peter
24-Jan-2018Das Hedge-Fund-Jahr hat die hohen Erwartungen erfülltAnhorn, Regina; Schwendner, Peter
Jun-2018Influence networks in financial markets : forecast scenariosSchüle, Martin; Ott, Thomas; Schwendner, Peter
9-Sep-2021Interpretable machine learning for diversified portfolio constructionJaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter
2021Interpretable machine learning for diversified portfolio constructionJaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter
2021Investor demand in syndicated bond issuances : stylised factsHillebrand, Martin; Mravlak, Marko; Schwendner, Peter
2014Jetzt absichern! Aber wie?Papenbrock, Jochen; Schwendner, Peter
2017Liquid fixed income absolute return strategiesSchwendner, Peter; Gramespacher, Thomas; Pacella Bettoni, Mauro
2017Maschinelle Intelligenz für Asset-Allokation und PortfoliokonstruktionPapenbrock, Jochen; Schwendner, Peter
13-Mar-2021Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfoliosPapenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan
2020Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfoliosPapenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan
2014Multi-asset correlation dynamics : impact for specific investment strategies and portfolio riskSchwendner, Peter; Papenbrock, Jochen
2016Multi-Asset-Portfolios konvergieren zu Hedge FundsSchwendner, Peter; Meier, Peter
2017Multifaktorstrategie mit einer Timing-Komponente auf dem amerikanischen AktienmarktSchwendner, Peter; Holz, Sebastian
2016Multivariate Sovereign Risk Modeling : Modeling Sovereign Bond Yield and Credit Default Swap Spreads in Parametric and Non-Parametric FrameworksSchwendner, Peter; Kamtzi, Tenzin
2017Network analytics of sovereign bond dynamicsSchwendner, Peter; Schüle, Martin; Hillebrand, Martin
2013New methodological answers to the new normal in risk and investment managementSchwendner, Peter
5-Sep-2019Predicting investor behaviour in European bond markets : a machine-learning approachHillebrand, Martin; Schwendner, Peter; Winant, Bastien; Mravlak, Marko
Dec-2019Risks in carbon markets : lessons-learned from the flexibility mechanism under the Kyoto ProtocolSchwendner, Peter; Kotsch, Raphaela; Betz, Regina