Browsing by Academic Advisor Rudloff, Birgit
Showing results 1 to 20 of 20
| Class Year | Author(s) | Title | Advisor |
| - | Ulus, Firdevs | Algorithms for Vector Optimization Problems | Rudloff, Birgit |
| 2010 | Zhen, Justin | An Application of Financial Engineering to Fantasy Sports | Rudloff, Birgit |
| 2012 | Wang, Jack Zeshan | A Comparison of Methods of Pricing Spread Options in Markets with Transaction Costs | Rudloff, Birgit |
| 2010 | Arca, Seda | Dealing with "Friction": Hedging and Superhedging In the Presence of Transaction Costs | Rudloff, Birgit |
| 2015 | Hoffenberg, Andrew | Efficient Portfolio Allocation and
Risk Management Techniques | Rudloff, Birgit |
| 2009 | Love, John Brady | Empirical Analysis of Deviations from Option Market Prices Using Stochastic Volatility Models | Rudloff, Birgit |
| 2008 | Gonzalez-Quintanilla, Fernando C. | Exploiting Crashophobia: A Study on Abnormally Steep Volatility Skews on American Equity Options in Declining Markets | Rudloff, Birgit |
| 2008 | Hamilton, Geoffrey | Gasoline Price Modeling Examined | Rudloff, Birgit |
| 2015 | Chang, Philip | Hedge Fund Replication: Linear and
Non-Linear Techniques with Broader
Factor Categorizations | Rudloff, Birgit |
| - | Ararat, Cagin | On set-valued functionals: multivariate risk measures and Aumann integrals | Rudloff, Birgit |
| 2014 | Kang, Leo | Portfolio Optimization from a Risk-Management Perspective
A Mathematical Approach to Portfolio Optimization in Risk Management | Rudloff, Birgit |
| 2009 | Mamyshev, Ekaterina Pavlovna | R&D and Stock Markets: Modeling Prices and Predicting Crises | Rudloff, Birgit |
| 2011 | Petrescu, Paul Cristian | Set-Valued Deviation Measures and Portfolio Selection by Risk Minimization in Markets with Transaction Costs | Rudloff, Birgit |
| - | Feinstein, Zachary Glen | Set-Valued Risk Measures | Rudloff, Birgit |
| 2010 | Rice, Jaimeson W. | Short Selling, Shakeout and Securities Lending: An Opaque Industry's Role in Financial Crisis | Rudloff, Birgit |
| 2009 | Wu, Jingyuan | A Simulation-Based Analysis of Market Making | Rudloff, Birgit |
| 2008 | Satilmaz, Yigit | A Statistical Study on Swaps: Regression Analysis and PCA Modeling on the 10-Year Interest Rate Swap Spread Against Certain Determinant Factors | Rudloff, Birgit |
| 2011 | Xu, Julia | Superhedging in the Presence of Proportional Transaction Costs in a Multi-Period Setting with Multiple Risky Assests | Rudloff, Birgit |
| 2015 | May, Nathaniel | Trading on Information Shocks:
Network Modeling of Market
Correlation Structures | Rudloff, Birgit |
| 2012 | Kim, Soo Yeon | Utility Indifference Pricing in Markets with Transaction Costs: Vector Optimization Approach | Rudloff, Birgit |