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Maximilian Stroh
Maximilian Stroh
Quoniam Asset Management
Adresse e-mail validée de quoniam.com
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Optimal portfolios of a small investor in a limit order market: a shadow price approach
C Kühn, M Stroh
Mathematics and Financial Economics 3, 45-72, 2010
432010
The promises and pitfalls of machine learning for predicting stock returns
E Leung, H Lohre, D Mischlich, Y Shea, M Stroh
The Journal of Financial Data Science, 2021
302021
A note on stochastic integration with respect to optional semimartingales
C Kühn, M Stroh
102009
Continuous time trading of a small investor in a limit order market
C Kühn, M Stroh
Stochastic Processes and their Applications 123 (6), 2011-2053, 2013
42013
Managing Liquidity of Emerging Markets Corporate Debt.
D Vladimirova, D Schiereck, M Stroh
Journal of Fixed Income 33 (1), 2023
12023
Modeling Credit Spreads through Regime Switching with Gradual Transition.
P Kumar, R Sathyajit, A Rudin
Journal of Fixed Income 33 (2), 2023
2023
Back to the Future: The Role of Forward-looking Climate Metrics in Decarbonization Portfolios
J Fang-Klingler, M Stroh, F Wisser
Available at SSRN 4135443, 2022
2022
On continuous time trading of a small investor in a limit order market
M Stroh
Frankfurt (Main), Univ., Diss., 2012, 2012
2012
Optimal portfolios of a small investor in a limit order market–a shadow price approach
M Stroh
2009
Konditionierung von Markov-Ketten mittels harmonischer Funktionen
M Stroh
2007
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