Markus Jaeger

Publications

Citations

H-Index

2020

Active since

Affiliations

ZHAW Zurich University of Applied Sciences(Current)

Markus Jaeger is an author at ZHAW Zurich University of Applied Sciences specializing in asset pricing, portfolio optimization, and financial analytics.

Top concepts

FinanceManagementAsset PricingAsset AllocationMachine LearningFinancial AnalyticsPortfolio ManagementQuantitative FinanceFinancial EngineeringPortfolio Optimization

Publications per year

2020–2021

Publications

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

Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios

Jochen Papenbrock, Peter Schwendner, Markus Jaeger et al. · The Journal of Financial Data Science · 2021 · 16 citations

Mathematical Programming, Engineering, Machine Learning +19

Interpretable Machine Learning for Diversified Portfolio Construction

Markus Jaeger, Stephan Krügel, Dimitri Marinelli et al. · SSRN Electronic Journal · 2020 · 15 citations · Full text

Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory

Peter Schwendner, Jochen Papenbrock, Markus Jaeger et al. · The Journal of Financial Data Science · 2021 · 11 citations · Full text

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