Institut für Finance & Banking
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Dr. Roman Crößmann

Dr. Roman Crößmann

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Research interests

  • Portfolio Selection
  • Bayesian Econometrics
  • Asset Pricing

Other interests

  • Markov Chain Monte Carlo Methods
  • Machine Learning

Working Papers

  • "A Sharpe Ratio Neutral Prior for Bayesian Portfolio Selection", Working Paper LMU Munich

  • "Bayesian Portfolio Selection and Asset Characteristics", Working Paper LMU Munich