Concepedia
Statistics
Publications
4
Citations
82
H-Index
Active since
2013
Affiliations
University of Bonn(Current)
International Chemical Investors (Germany)
University of Verona
Bentley University
University of Trento
Kai Wallbaum is an author at University of Bonn specializing in business, financial economics, and finance.
Publications per year
2013–2023
Investment instruments with volatility target mechanism
Sergio Albeverio, Victoria Steblovskaya, Kai Wallbaum · Quantitative Finance · 2013 · 33 citations
Business, Economics, Finance +13
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis
Luca Di Persio, Matteo Garbelli, Kai Wallbaum · Risks · 2021 · 22 citations · Full text
Business, Economics, Finance +17
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies
Luca Di Persio, Matteo Garbelli, Fatemeh Mottaghi et al. · Expert Systems with Applications · 2023 · 15 citations
Business, Finance, Financial Management +16
The volatility target effect in structured investment products with capital protection
Sergio Albeverio, Victoria Steblovskaya, Kai Wallbaum · Review of Derivatives Research · 2017 · 12 citations
Business, Economics, Finance +16
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