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Dominik Wolff · Study

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Dominik Wolff

5 works· latest 2023· 2 institutionscluster: provisionalORCID 0000-0002-3518-9291

h-index5

i105

Citations379

Works here5

12

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21

23

Most cited in this library

Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies2015 · 171 citations
Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches2012 · 116 citations
Stock picking with machine learning2023 · 35 citations
Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization2021 · 33 citations
Factor investing and asset allocation strategies: a comparison of factor versus sector optimization2021 · 24 citations

Works

5 shown

Stock picking with machine learning

Journal of Forecasting·2023·2 authors·Open access

35citations

Factor investing and asset allocation strategies: a comparison of factor versus sector optimization

Journal of Asset Management·2021·3 authors·Open access

24citations

Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization

Journal of International Financial Markets Institutions and Money·2021·3 authors

33citations

Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies

Journal of Banking & Finance·2015·2 authors

171citations

Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches

European Journal of Finance·2012·3 authors·Open access

116citations