Dominik Wolff

Deka Investment GmbH

Head of Quant Research/ Portfolio Manager

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

Technical University of Darmstadt

Assistant Professor

Hochschulstraße 1

S1|02 40

Darmstadt, Hessen D-64289

Germany

Frankfurt University of Applied Sciences

Associate Lecturer

Nibelungenplatz 1

Frankfurt / Main, 60318

Germany

  • Deka Investment GmbH

  • Frankfurt University of Applied Sciences

SCHOLARLY PAPERS

11

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27

CROSSREF CITATIONS

12

Scholarly Papers (11)

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1.

Stock Picking with Machine Learning

Number of pages: 45 Posted: 23 Jun 2020 Last Revised: 25 Apr 2022
Dominik Wolff, Dominik Wolff and Fabian Echterling
Deka Investment GmbHTechnical University of Darmstadt and Deka Investment GmbH
Downloads 3,003 (6,825)

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Investment Decisions, Equity Portfolio Management, Stock Selection, Stock Picking, Machine Learning, Neural Networks, Deep Learning, Long Short-Term Neural Networks (LSTM), Random Forest, Boosting

2.

Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches

European Journal of Finance, Forthcoming.
Number of pages: 48 Posted: 12 Jun 2012 Last Revised: 06 Dec 2014
Wolfgang Bessler, Heiko Opfer, Dominik Wolff and Dominik Wolff
University of Hamburg, Deka Investment GmbH and Deka Investment GmbHTechnical University of Darmstadt
Downloads 2,289 (10,485)
Citation 17

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Portfolio Optimization, Black-Litterman, Mean-Variance, Minimum Variance, Bayes-Stein, Naïve diversification, 1/N, Markowitz

3.

Return Prediction Models and Portfolio Optimization: Evidence for Industry Portfolios

Number of pages: 62 Posted: 03 Dec 2014 Last Revised: 04 May 2021
Wolfgang Bessler, Dominik Wolff and Dominik Wolff
University of Hamburg and Deka Investment GmbHTechnical University of Darmstadt
Downloads 852 (45,901)
Citation 1

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Portfolio Optimization, Return forecasts, Predictive Regression, Three-Pass Regression Filter, Black-Litterman Model

4.

Do Commodities Add Value in Multi-Asset-Portfolios? An Out-of-Sample Analysis for Different Investment Strategies

Journal of Banking and Finance, 60, 1-20, 2015
Number of pages: 57 Posted: 26 Apr 2014 Last Revised: 20 Nov 2015
Wolfgang Bessler, Dominik Wolff and Dominik Wolff
University of Hamburg and Deka Investment GmbHTechnical University of Darmstadt
Downloads 769 (52,833)
Citation 18

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Commodities, Asset allocation models, Out-of-sample portfolio optimization, Diversification, Performance evaluation

5.

Tree-Based Machine Learning Approaches for Equity Market Predictions

Journal of Asset Management
Number of pages: 36 Posted: 28 Nov 2018 Last Revised: 12 Jun 2019
Dominik Wolff, Dominik Wolff and Dr. Ulrich Neugebauer
Deka Investment GmbHTechnical University of Darmstadt and Deka Investment GmbH
Downloads 535 (84,213)

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Machine Learning, Equity Return Forecasts, Predictive Regression, Three-Pass Regression Filter, Random Forest, Boosting

6.

Portfolio Optimization with Industry Return Prediction Models

30th Australasian Finance and Banking Conference 2017
Number of pages: 52 Posted: 01 Aug 2017
Wolfgang Bessler, Dominik Wolff and Dominik Wolff
University of Hamburg and Deka Investment GmbHTechnical University of Darmstadt
Downloads 465 (99,804)
Citation 1

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Portfolio Optimization, Return Forecasts, Predictive Regression, Three-Pass Regression Filter, Black-Litterman Model

7.

Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection

International Review of Financial Analysis, Forthcoming
Number of pages: 41 Posted: 26 Apr 2014 Last Revised: 25 Jan 2016
Wolfgang Bessler, Alexander Leonhardt, Dominik Wolff and Dominik Wolff
University of Hamburg, University of Giessen and Deka Investment GmbHTechnical University of Darmstadt
Downloads 396 (120,521)
Citation 4

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Sovereign Debt Crisis, Bond Portfolio Management, Interest Rate Fu-tures, MGARCH, Bayesian composite hedging, Hedge Ratio, Hedging Effectiveness

8.

Factor-Investing and Asset Allocation Strategies: A Comparison of Factor Versus Sector Optimization

Journal of Asset Management, forthcoming
Number of pages: 41 Posted: 01 Apr 2021 Last Revised: 10 May 2021
Wolfgang Bessler, Georgi Taushanov, Dominik Wolff and Dominik Wolff
University of Hamburg, University of Giessen and Deka Investment GmbHTechnical University of Darmstadt
Downloads 311 (156,961)

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Asset Allocation, Portfolio Optimization, Factor-investing, Factor vs. Sector Allocation

9.

Optimal Asset Allocation Strategies for International Equity Portfolios

Journal of International Financial Markets, Institutions & Money 2018
Number of pages: 45 Posted: 09 May 2021
Wolfgang Bessler, Georgi Taushanov, Dominik Wolff and Dominik Wolff
University of Hamburg, University of Giessen and Deka Investment GmbHTechnical University of Darmstadt
Downloads 252 (194,686)

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Asset Allocation; Portfolio Optimization; Industry Optimization; Country Optimization; Markowitz; Black-Litterman

10.

Hedging European Government Bond Portfolios during the Recent Sovereign Debt Crisis

Journal of International Financial Markets, Institutions and Money, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 51 Posted: 01 Sep 2012 Last Revised: 23 Oct 2014
Wolfgang Bessler, Dominik Wolff and Dominik Wolff
University of Hamburg and Deka Investment GmbHTechnical University of Darmstadt
Downloads 223 (219,197)

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Sovereign Debt Crisis, Fixed Income Securities, Bond Portfolio Management, Interest Rate Futures, Hedge Ratio, Hedging Effectiveness

11.

When Machines Trade on Corporate Disclosures: Using Text Analytics for Investment Strategies

Number of pages: 30 Posted: 26 Sep 2021 Last Revised: 26 Oct 2021
Hans Christian Schmitz, Bernhard Lutz, Dominik Wolff, Dominik Wolff and Dirk Neumann
Deka Investment GmbH, University of Freiburg, Deka Investment GmbHTechnical University of Darmstadt and University of Freiburg
Downloads 189 (255,001)

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Finance, investment strategies, machine learning, text mining, decision support