Publikationen und Projekte nach DDC332.6: Investition

• Gramespacher, Thomas; Posth, Jan-Alexander,

  2021.

  Employing explainable AI to optimize the return target function of a loan portfolio.

  Frontiers in Artificial Intelligence.

  4(693022).

  Verfügbar unter: https://doi.org/10.3389/frai.2021.693022

• Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter,

  2021.

  'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.3806714

• Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan,

  2021.

  Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios.

  The Journal of Financial Data Science.

  3(2), S. 51-69.

  Verfügbar unter: https://doi.org/10.3905/jfds.2021.1.056

• Mahmoud, Ola; Meyer, Julia,

  2021.

  Social responsibility in the time of uncertainty : a natural experiment.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.3774995

• Bachmann, Kremena,

  2021.

  Active choice, beliefs updating and subsequent risk taking [Paper].

  In:

  2021 Behavioural Finance Working Group Conference, London, United Kingdom, 10 -11 June 2021.

  Verfügbar unter: https://www.qmul.ac.uk/busman/media/sbm/research/researchcentres/behavioural-finance-working-group/Active-Choice,-Beliefs-Updating-and-Subsequent-Risk-Taking.pdf