Publications

"A Diversification Measure for Portfolios of Risky Assets" (with G.Frahm)              Advances in Financial Risk Management - Corporates, Intermediaries and Portfolios Palgrave Macmillan, 2013, pp 312-330

"Multiple Tests for the Performance of Different Investment Strategies”, (with G. Frahm and T. Wickern), AStA Advances in Statistical Analysis, 2012, Volume 96, Issue 3, pp 343-383

"Construction of Uncertainty Sets for Portfolio Selection Problems", 2011

"On the Diversification of Portfolios of Risky Assets“, (with G. Frahm), 2011

"Optimization and Diversification of Risky Portfolios under Uncertainty." Schriftenreihe: Finanzmanagement, Band 82, 150 Seiten, Verlag Dr. Kovac (Hamburg), zugleich Dissertation, Universität zu Köln, 2011.