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Prof. Dr. Marc Paolella - Betreute Arbeiten

Professor of Empirical Finance

@alleloap.crambf.uzh.ch
PLM-H304A, Plattenstr. 14, 8032 Zürich
+41 44 634 45 84
CV vCard Details Team Lehre Publikationen Betreute Arbeiten Konferenzen

Dissertationen (5)

Empirical Essays on Risky Assets, Asset Allocation and Emission Certificates
Michele Doronzo
Betreuer: Marc Paolella
University of Zurich, 2015.


Essays on Nonaffine Option Pricing and Random Forests in the Fields of Finance
Boris Wälchli
Betreuer: Erich Walter Farkas, Marc Paolella
University of Zurich, 2015.


Mixture Models in Financial Risk Modeling
Jochen Krause
Betreuer: Marc Paolella
University of Zurich, 2013.


Accurate Risk and Density Prediction of Asset Prices
Sven Christian Steude
Betreuer: Marc Paolella
University of Zurich, 2007.


Masterarbeiten (10)

Machine Learning Based Views in a Generalized Black-Litterman Framework
Manuel Kannenberg
Betreuer: Marc Paolella
University of Zurich, 2017.


Filtering of Jumps using Wavelet Decomposition: Application to Portfolio Selection
Tomas Kvasnicka
Betreuer: Marc Paolella
University of Zurich, 2017.


On Reducing the Number of Financial Assets for Portfolio Construction
Xiaowen Ma
Betreuer: Marc Paolella
University of Zurich, 2015.


New Generalized Student t Distribution with Differing Tail Indexes for Each Margin
Jeffrey Näf
Betreuer: Marc Paolella
University of Zurich, 2015.


Analysis of Chinese Stock Returns
Mufan Wang
Betreuer: Marc Paolella
University of Zurich, 2015.


Multivariate Asset Return Modeling
Patrick Walker
Betreuer: Marc Paolella
University of Zurich, 2015.


Perfect Timing: Dynamic Asset Allocation with Online Change Point Detection
Christian Fiegl
Betreuer: Marc Paolella
University of Zurich, 2015.


Copula and Simulation Methods for Financial Portfolio Construction
Julian Mittmann
Betreuer: Marc Paolella
University of Zurich, 2014.


How to roll commodity-futures-contracts: an analysis of different methods optimizing the roll-return
Michael Schwarz
Betreuer: Marc Paolella
University of Zurich, 2012.


Empirical Option Pricing using High Frequency Data
Daniel Vergara Velasquez
Betreuer: Marc Paolella
University of Zurich, 2011.


Bachelorarbeiten (7)

On market timing ability of Switzerland-based mutual funds
Pascal Schenk
Betreuer: Marc Paolella
University of Zurich, 2017.


Interaction of EU ETS Price with Electrcity Prices
Sandro L. Galli
Betreuer: Marc Paolella
University of Zurich, 2012.


Market Price Development of EU ETS carbon allowances
Adrian Boller
Betreuer: Marc Paolella
University of Zurich, 2012.


Methoden der Risikoberechnung bei Versicherungen
Georges Schneider
Betreuer: Marc Paolella
University of Zurich, 2008.


Study of nonlinear Value at Riskusing quadratic forms
Nina Franz
Betreuer: Marc Paolella
University of Zurich, 2008.