2017 Reschenhofer, Christoph. 2017. Can Risk Premia in Global Equity Markets be Exploited by Macroeconomic Characteristics? A Parametric Portfolio Optimization Approach. Masterarbeit, Finance, Banking and Insurance. (Details)
2014 Ochs, Christian. 2014. Stochastic Optimization in Asset and Liability Management. Masterarbeit, WU-Vienna. (Details)