Dr Boris Wälchli - Publications

AND-2.42, Andreasstr. 15, 8050 Zürich

vCard Team Paolella Publications Supervised theses

Articles (non-refereed) (1)

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

Dissertations (1)

Essays on Nonaffine Option Pricing and Random Forests in the Fields of Finance
Boris Wälchli
Supervisor(s): 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.