Working Paper

Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty

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Posterior Inference for Portfolio Weights

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I am/was teaching instructor for the following courses:

  • Supervision of Bachelor Thesis
  • Teaching Introduction to R for Financial Econometrics
  • Gutman Private Wealth Management Seminar: Portfolio Choice
  • Teaching Revision Course in Asset Management: Portfolio Choice and CAPM

Note for students:

Exercises Revision Course in Asset Management

Solutions Revision Course in Asset Management