Dr. Marcus Wunsch
Dr. Marcus Wunsch
ZHAW
School of Management and Law
Fachstelle für Asset Management
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position
Senior Lecturer
Teaching
Active Investment Management (Module Coordinator)
Education and Continuing education
Continuing Education
CAS Hochschuldidaktik (Higher Education Didactics)
PH Zurich
09 / 2023
Network
Awards
Award of Excellence
Federal Ministry of Education, Science and Research (Austria)
12 / 2009
Projects
- Enabling risk management with decentralized exchange-traded derivatives / Project leader / Project completed
- COST Action – Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Team member / Project completed
Publications
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Krabichler, Thomas; Wunsch, Marcus,
2023.
Financial Markets and Portfolio Management.
38(1), pp. 93-122.
Available from: https://doi.org/10.1007/s11408-023-00437-y
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Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus,
2023.
Weighted variance swaps hedge against impermanent loss.
Quantitative Finance.
23(6), pp. 901-911.
Available from: https://doi.org/10.1080/14697688.2023.2202708
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Hou, Songyan; Krabichler, Thomas; Wunsch, Marcus,
2022.
Journal of Risk and Financial Management.
15(5).
Available from: https://doi.org/10.3390/jrfm15050223
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De Meer Pardo, Fernando; Schwendner, Peter; Wunsch, Marcus,
2022.
The Journal of Financial Data Science.
4(4), pp. 110-132.
Available from: https://doi.org/10.3905/jfds.2022.1.109
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Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus,
2023.
Model-free hedging of impermanent loss in geometric mean market makers.
SSRN.
Available from: https://doi.org/10.2139/ssrn.4397904
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Wunsch, Marcus,
2021.
Digital Assets : von Zahlungsmitteln zu dezentralen Finanzsystemen.
In:
Finance Circle, Winterthur, 22. November 2021.