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Dr Boris Wälchli - Publikationen

Postdoktorand Prof. M. Paolella



Publikationen Betreute Arbeiten

Artikel (nicht-referiert) (1)

A proximity based macro stress testing framework
Boris Wälchli
In: Dependence Modeling, No. 1, p. 251-276, November 2016.


Dissertationen (1)

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.


Working Papers (2)

A Random Forests Based Performance Ratio for Regulatory Asset Portfolio Management and Optimization
Boris Wälchli
SSRN Electronic Journal, No. 2550072, November 2015.


A Proximity Based Stress Testing Framework
Boris Wälchli
SSRN Electronic Journal, No. 2660498, 2015.