Dominik Wolff - Concepedia

Author

Dominik Wolff

Justus-Liebig-Universität Gießen ORCID

Also Known As

D. Wolff, Dominik Wolff

Publications

468

Citations

H-Index

Concepts

All Affiliations

Justus-Liebig-Universität Gießen Technical University of Darmstadt Universität Hamburg Frankfurt University of Applied Sciences Goethe University Frankfurt

About

Dominik Wolff is an author at Justus-Liebig-Universität Gießen specializing in finance, business, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	9	9	405
2	Management	6	6	353
3	Engineering	1	1	23
4	Accounting	1	1	11
5	Business Analytics	1	1	11

Dominik Wolff

Publications

441

Citations

H-Index

Page 1

	Year	Citations
Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies Wolfgang Bessler, Dominik Wolff Journal of Banking & Finance Different Investment StrategiesEconomicsAsset PricingPortfolio SelectionManagement	2015	176
Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches Wolfgang Bessler, Heiko Opfer, Dominik Wolff European Journal of Finance Asset AllocationPortfolio ManagementFinancial RiskMulti-asset Portfolio OptimizationExtreme Asset Allocations	2014	108
Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization Wolfgang Bessler, Georgi Taushanov, Dominik Wolff Journal of International Financial Markets Institutions and Money EconomicsPortfolio OptimizationEquity PortfoliosAsset PricingInternational Finance	2021	32
Factor investing and asset allocation strategies: a comparison of factor versus sector optimization Wolfgang Bessler, Georgi Taushanov, Dominik Wolff Journal of Asset Management	2021	26
Stock picking with machine learning Dominik Wolff, Fabian Echterling Journal of Forecasting Financial AnalyticsEngineeringMachine LearningData ScienceAsset Pricing	2023	23
Tree-based machine learning approaches for equity market predictions Dominik Wolff, Ulrich Neugebauer Journal of Asset Management Asset PricingEquity Market PredictionsDecision TreePredictive AnalyticsKnowledge Discovery	2019	15
Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches Wolfgang Bessler, Heiko Opfer, Dominik Wolff SSRN Electronic Journal Portfolio OptimizationAsset PricingNaïve Diversification ApproachesPortfolio SelectionPortfolio Allocation	2012	14
Hedging European government bond portfolios during the recent sovereign debt crisis Wolfgang Bessler, Dominik Wolff Journal of International Financial Markets Institutions and Money International FinanceBusinessInternational DebtBond MarketInternational Financial Crisis	2014	14
Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection Wolfgang Bessler, Alexander Leonhardt, Dominik Wolff International Review of Financial Analysis EconomicsPortfolio OptimizationAsset PricingPortfolio SelectionManagement	2015	12
When machines trade on corporate disclosures: Using text analytics for investment strategies Hans Christian Schmitz, Bernhard Lutz, Dominik Wolff, Decision Support Systems Financial DataBusiness AnalyticsManagementCorporate DisclosuresInvestment Strategies	2022	11

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