Concepedia

Julian Lorenz

JL

8

Publications

442

Citations

8

H-Index

2003

Active since

Affiliations

ETH Zurich(Current)

ZHAW Zurich University of Applied Sciences

Julian Lorenz is an author at ETH Zurich specializing in business, economics, and asset pricing.

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Publications per year

2003–2023

8

Publications

8

A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR

Joerg Osterrieder, Julian Lorenz · Annals of Financial Economics · 2017 · 139 citations

, , +19

Mean–Variance Optimal Adaptive Execution

Julian Lorenz, Robert Almgren · Applied Mathematical Finance · 2011 · 75 citations

Optimal Algorithms for k-Search with Application in Option Pricing

Julian Lorenz, Angelika Steger · Algorithmica · 2008 · 72 citations · Full text

, , +6

Bitcoin and Cryptocurrencies—Not for the Faint-Hearted

Joerg Osterrieder, Martin Strika, Julian Lorenz · International Finance and Banking · 2017 · 58 citations · Full text

, , +19

Bayesian Adaptive Trading with a Daily Cycle

Robert Almgren, Julian Lorenz · The Journal of Trading · 2006 · 54 citations

, , +12

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