Former Member

Dr. Wolfgang Putschögl

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Peer Reviewed Journal Publication
  • Putschögl, Wolfgang; Sass, Jörn (2008) Optimal Portfolios with Dynamic Risk Constraints under Partial Information.
  • Putschögl, Wolfgang; Sass, Jörn (2008) Optimal Consumption and Investment under Partial Information. Decisions in Economics and Finance (31), S. 131-170.
  • M. Hahn, W. Putschögl, J. Sass (2007) Portfolio Optimization with Non-Constant Volatility and Partial Information. Brazilian Journal of Probability and Statistics, Bd. 1 (21), S. 27-61.
  • W. Putschögl, J. Sass Optimal investment under dynamic risk constraints and partial information. submitted.

Book/Monograph
  • Putschögl, Wolfgang (2008) Portfolio Optimization under Partial Information: Computation of Optimal Portfolio Strategies.; Saarbrücken, Deutschland: Vdm Verlag Dr. Müller.

Conference Contribution: Publication in Proceedings
  • M. Hahn, W. Putschögl, J. Sass (2008) Optimizing Consumption and Investment: The Case of Partial Information., Operations Research Proceedings 2007: Springer.
  • M. Hahn, W. Putschögl, J. Sass (2007) Parameter Estimation for Stock Models with Non-Constant Volatility using Markov Chain Monte Carlo Methods. In: K.-H. Waldmann, U.M. Stocker (Hrsg.), Operations Research Proceedings 2006 (Operations Research 2006) In Reihe: Operations Research Proceedings; Berlin: Springer, S. 227-232.

Dissertation
  • Putschögl, Wolfgang (2007) Portfolio Optimization under Partial Information. Doktorarbeit, Johannes Kepler University, Johannes Kepler University, Linz.