| Jahr Year | Titel/Autor:in Title/Author | Publikationstyp Publication Type |
|---|---|---|
| 2022 | Signal-to-noise matrix and model reduction in continuous-time hidden Markov models Leoff, Elisabeth; Ruderer, L.; Sass, J. |
Zeitschriftenaufsatz Journal Article |
| 2022 | Multicriteria asset allocation in practice Dächert, K.; Grindel, R.; Leoff, E.; Mahnkopp, J.; Schirra, F.; Wenzel, J. |
Zeitschriftenaufsatz Journal Article |
| 2019 | Multi-asset worst-case optimal portfolios Korn, R.; Leoff, E. |
Zeitschriftenaufsatz Journal Article |
| 2018 | Filterbased stochastic volatility in continuous-time hidden Markov models Krishnamurthy, V.; Leoff, E.; Sass, J. |
Zeitschriftenaufsatz Journal Article |