Rudi Zagst

Identifiers

• name variant Rudi Zagst 0.60 · backfill

Papers (4)

1. Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning q-fin.PM · 2026 · author #3
2. Optimal Investment with Transaction Costs under Cumulative Prospect Theory in Discrete Time q-fin.PM · 2015 · author #2
3. Portfolio Optimization in Affine Models with Markov Switching q-fin.PM · 2014 · author #3
4. Theory of Performance Participation Strategies q-fin.PM · 2013 · author #3

Mentions

• 2606.26815 #3 · arxiv_oai · confidence 0.70 Rudi Zagst
• 1511.04768 #2 · backfill · confidence 0.70 Rudi Zagst
• 1403.5247 #3 · backfill · confidence 0.70 Rudi Zagst
• 1302.5339 #3 · backfill · confidence 0.70 Rudi Zagst

Frequent Coauthors

• Bin Zou 1 shared papers
• Daniela Neykova 1 shared papers
• Joao Eduardo Vuolo 1 shared papers
• Julia Kraus 1 shared papers
• Marcos Escobar 1 shared papers
• Philippe Bertrand 1 shared papers
• Tobias Lausser 1 shared papers