Ludger R\"uschendorf

Identifiers

• name variant Ludger R\"uschendorf 0.60 · backfill

Papers (6)

1. Generalized statistical arbitrage concepts and related gain strategies q-fin.MF · 2019 · author #2
2. Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz q-fin.PM · 2015 · author #3
3. On approximative solutions of multistopping problems math.PR · 2011 · author #2
4. Ordering of multivariate probability distributions with respect to extreme portfolio losses q-fin.RM · 2010 · author #2
5. On a class of optimal stopping problems for diffusions with discontinuous coefficients math.PR · 2008 · author #1
6. Comparison of semimartingales and L\'{e}vy processes math.PR · 2007 · author #2

Mentions

• 1505.04045 #3 · backfill · confidence 0.70 Ludger R\"uschendorf
• 1201.0083 #2 · backfill · confidence 0.70 Ludger R\"uschendorf
• 1010.5171 #2 · backfill · confidence 0.70 Ludger R\"uschendorf
• 0806.2561 #1 · backfill · confidence 0.70 Ludger R\"uschendorf

Frequent Coauthors

• Georg Mainik 2 shared papers
• Andreas Faller 1 shared papers
• Christian Rein 1 shared papers
• Georgi Mitov 1 shared papers
• Jan Bergenthum 1 shared papers
• Mikhail A. Urusov 1 shared papers
• Thorsten Schmidt 1 shared papers