Prof. Ulrich Horst - Research Portal of the HU Berlin - Research Information System of HU Berlin

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Prof. Dr. Ulrich Horst

Organisational Affiliations

Applied Mathematical Finance (OKZ: 331456)

Projects as Principal Investigator

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06/2015 - 08/2015

Sponsoring 11. Doktorandentreffen Stochastik 2015 Berlin

04/2012 - 03/2014

Optimierung in Finanzmärkten

04/2012 - 05/2014

FZ: Optimal Order Placement (E12)

05/2009 - 05/2012

High-Frequency Market Monitoring and Forecasting

03/2009 - 02/2011

Measuring Portfolio Performance

01/2009 - 12/2016

CRC 649/2: Securitization and Equilibrium Risk Transfer (TP A 11)

12/2008 - 05/2012

Hidden liquidity and optimal portfolio liquidation

07/2008 - 02/2012

Absicherung von Korrelationsrisiken

06/2008 - 12/2009

Estimating and Predicting realized (Co-Variations of Asset Return)

03/2008 - 02/2010

Filtertechniken, Bayesianische Modellermittlung und optimale Prognosekombination

Projects as Co-Investigator

01/2017 - 12/2020

CRC-TRR 190/1: Optimal Dynamic Contracting (SP B02)

Projects as Team Member

05/2019 - 07/2019

XXVIII. European Workshop on Economic Theory