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Stephan Sturm
ORCID
Publication Activity (10 Years)
Years Active: 2011-2020
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Team Members
Portfolio Management
Stock Exchange
Top Venues
SIAM J. Financial Math.
Finance Stochastics
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Publications
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Junbeom Lee
,
Stephan Sturm
,
Chao Zhou
A Risk-Sharing Framework of Bilateral Contracts.
SIAM J. Financial Math.
11 (2) (2020)
Zachary Feinstein
,
Weijie Pang
,
Birgit Rudloff
,
Eric Schaanning
,
Stephan Sturm
,
Mackenzie Wildman
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities.
SIAM J. Financial Math.
9 (4) (2018)
Maxim Bichuch
,
Stephan Sturm
Portfolio optimization under convex incentive schemes.
Finance Stochastics
18 (4) (2014)
Mathias Beiglböck
,
Peter Friz
,
Stephan Sturm
Is the Minimum Value of an Option on Variance Generated by Local Volatility?
SIAM J. Financial Math.
2 (1) (2011)