Optimal portfolios of a small investor in a limit order market: a shadow price approach C Kühn, M Stroh Mathematics and Financial Economics 3, 45-72, 2010 | 43 | 2010 |
The promises and pitfalls of machine learning for predicting stock returns E Leung, H Lohre, D Mischlich, Y Shea, M Stroh Available at SSRN 3546725, 2021 | 39 | 2021 |
A note on stochastic integration with respect to optional semimartingales C Kühn, M Stroh | 10 | 2009 |
Continuous time trading of a small investor in a limit order market C Kühn, M Stroh Stochastic Processes and their Applications 123 (6), 2011-2053, 2013 | 4 | 2013 |
Managing Liquidity of Emerging Markets Corporate Debt. D Vladimirova, D Schiereck, M Stroh Journal of Fixed Income 33 (1), 2023 | 2 | 2023 |
Modeling Credit Spreads through Regime Switching with Gradual Transition. P Kumar, R Sathyajit, A Rudin Journal of Fixed Income 33 (2), 2023 | | 2023 |
A National Balance Sheet Approach to the Natural Rate of Interest. RS Goldberg, M Torras Journal of Fixed Income 33 (1), 2023 | | 2023 |
Back to the Future: The Role of Forward-looking Climate Metrics in Decarbonization Portfolios J Fang-Klingler, M Stroh, F Wisser Available at SSRN 4135443, 2022 | | 2022 |
On continuous time trading of a small investor in a limit order market M Stroh Frankfurt (Main), Univ., Diss., 2012, 2012 | | 2012 |
Optimal portfolios of a small investor in a limit order market–a shadow price approach M Stroh | | 2009 |
Konditionierung von Markov-Ketten mittels harmonischer Funktionen M Stroh | | 2007 |