School of Management and Law
Technoparkstrasse 2
Winterthur, CH 8401
Switzerland
Zurich University of Applied Sciences
tail-risk protection, portfolio protection, extreme events, tail distributions, trading strategies
Machine learning, Graph theory, Hierarchical tree clustering, Asset allocation, Cryptocurrencies
artificial intelligence, self-play, machine learning, financial markets, trading
Hedge Funds, Correlation Regimes, Portfolio Management
sovereign bonds, contagion, sentiment, European sovereign bond crisis, correlation
Eurobonds, Europäische Union, European Union
Contagion Risk, Correlation Networks, Euro Area, Sovereign Bonds, European Stability Mechanism, Financial Stability
Contagion risk; correlation networks, euro area, sovereign bonds, European Stability Mechanism, financial stability
Investor demand, bond issuance, bond syndication, bond primary market, investor behaviour, order books, order book inflation, new issue premium
Hierarchical Risk Parity, portfolio allocation, hierarchical structure, seriation
asset allocation, portfolio construction, explainable artificial intelligence, Hierarchical Risk Parity
Asset Allocation, Portfolio Construction Explainable AI, XAI, Machine Learning, Hierarchical Risk Parity, Monte Carlo, GPU, CUDA, Scenario Analysis, Simulation, Convex Optimization, Clustering, Risk-Based Optimization
Asset Allocation, explainable AI, XAI, Machine Learning, HRP, Risk Parity
regime switching, correlation regimes, clustering, correlation networks, risk management, portfolio construction, asset allocation
Local Volatility Model, Barrier Options, Implied Volatility Smile, Empirical Hedging Analysis
Bond markets, Investor behaviour, Order books, European Stability Mechanism, Market access
