Diploma and Master Theses (authored and supervised):
D. Scholz:
"Market Impact Models choosing Static and Adaptive Strategies for the Optimal Execution of Portfolio Transactions";
Supervisor: S. Gerhold;
Institut für Wirtschaftsmathematik, FG für Finanz- und Versicherungsmathematik,
2011;
final examination: 2011-11-24.
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.