Peter Schwendner

Static versus dynamic hedges: an empirical comparison for barrier options

Bernd Engelmann, Matthias R. Fengler, Morten Nalholm et al. · Review of Derivatives Research · 2006 · 40 citations

Mathematical Programming, Economics, Option Pricing +10

Enhancing portfolio management using artificial intelligence: literature review

Kristina Šutienė, Peter Schwendner, Ciprian Șipoș et al. · Frontiers in Artificial Intelligence · 2024 · 35 citations · Full text

Interpretable Machine Learning for Diversified Portfolio Construction

Markus Jaeger, Stephan Krügel, Dimitri Marinelli et al. · The Journal of Financial Data Science · 2021 · 32 citations · Full text

Empirical Finance, Machine Learning, Asset Allocation +24

Handling risk-on/risk-off dynamics with correlation regimes and correlation networks

Jochen Papenbrock, Peter Schwendner · Financial markets and portfolio management · 2015 · 28 citations · Full text

Dynamic Network, Engineering, Uncertainty Quantification +6

Photodissociation of Ar2+ in strong laser fields

Peter Schwendner, Frank Seyl, Reinhard Schinke · Chemical Physics · 1997 · 22 citations

Photonics, Engineering, Laser Science +5