Betreute Promotionen
Zejing Li: Optimal portfolios in Wishart Models and effects of discrete rebalancing on portfolio distribution and strategy selection. Karlsruhe 2012.
Jonathan Ott: A Markov decision model for a surveillance application and risk-sensitive Markov Decision processes. Karlsruhe 2010.
Robin Pfeiffer: State price density models for the term structure of interest rates. Karlsruhe 2010. (GAUSS-Nachwuchspreis 2010)
Anja Blatter: Optimal control and dependence modeling of portfolios with Levy dynamics. Karlsruhe 2009. (2.SCOR-Preis 2009)
André Mundt: Dynamic risk management with Markov decision processes. Karlsruhe 2007. (2.GAUSS-Preis 2007)
Mirko Kötter: Optimal investment in time-inhomogeneous Poisson models. Hannover 2006.