Completed doctoral theses
Completed doctoral theses at the Eurpopean University Viadrina
| Datum / Thema Dissertation | |
|---|---|
| Dr. Dmytro Ivasiuk |
23.02.2022 New Results on Optimal Portfolio Selection for the Power Utility Function |
| Dr. Ivan Semeniuk |
09.02.2022 New Approaches for Monitoring Multivariate and Image Processes |
| Dr. Solomiia Dmytriv |
23.07.2020 Statistical Theory of High-Dimensional Portfolios |
| Dr. Patrick Vetter |
10.04.2017 Raum-Zeit-Modellirung der globalen CO2 Konzentration |
| Dr. Liubov Rabyk |
30.01.2017 Design of EWMA Control Schemes for Long-Memory Processes |
| Prof. Dr. Daniel Ambach |
30.11.2016 Nutzen und Chancen der Windenergie für Polen und Deutschland - ökonomische und politische Gesichtspunkte |
| Prof. Dr. Philipp Otto |
17.11.2016 Spatial and Spatiotemporal Stochastic Processes - Modelling and Detection of Spatial Structural Breaks with Applications in Economics and Biometrics |
| Dr. Taras Lazariv | 02.07.2015
New Approaches for Monitoring Time Series Data |
| Prof. Dr. Nestor Parolya | 18.12.2013
Multi-Period and High-Dimensional Portfolio selection Problems |
| Dr. habil. Robert Garthoff | 17.04.2013
Monitoring Multivariate Nonliner Time Series |
| Dr. Sergiy Ragulin | 14.02.2012
Sequential Control Procedures in Portfolio Mangement Senior Associate at UniCredit Bank AG, Munich |
| Dr. Iryna Okhrin |
13.07.2010 Surveillance of the optimal Portfolio composition |
| Prof. Dr. Ostap Okhrin | 06.02.2008
Hierarchical Archimedian Copulas: Structure Determination, Properties, Applications |
| Prof. Dr. Taras Zabolotskyy | 19.09.2007
Properties of Optimal Portfolio Weights and Their Characteristics |
| Prof. Dr. Roman Kozhan | 09.03.2006
Portfolio Selection under the Choquet Expected Utility Model |
| Dr. Przemysław Śliwa | 20.10.2005
Continuous Inspection Schemes for Monitoring Multivariate Linear and Nonlinear Time Series |
| Prof. Dr. Olha Bodnar |
05.07.2005 CUSUM Control Charts for Multivariate Financial Time Series |
| Dr. Dobromir Tzotchev | 02.06.2005
Sequential Surveillance of Continuous-Time Interest Rate Models |
| Prof. Dr. Taras Bodnar | 08.11.2004
Optimal Portfolios in an Elliptical Model- Statistical Analysis and Tests for Efficiency |
| Prof. Dr. Yarema Okhrin |
09.07.2004 Distributional Properties and Estimation of Optimal Portfolios |
| Prof. Dr. Vasyl Golosnoy |
26.05.2004 Sequental Control of Portfolio Weights |
| Dr. Maciej Rosolowski | 01.10.2003
Control Charts for the Mean and the Autocovariances of Financial Time Series |
| Dr. Bernd Schmid | 11.07.2001
Pricing Credit Linked Financial Instruments - Theory and Empirical Evidence |
| Dr. Stefan Schipper | 09.11.2000
Sequential Methods for Detecting Changes in the Volatility of Economic Time Series |
| Prof. Dr. Thomas Severin | 10.06.1999
Sequentielle Methoden zur Aufdeckung von Veränderungen der Erwartungswertstruktur bei finanzwissenschaftlichen Zeitreihen |
Completed doctoral thesis at the University Ulm
| Datum / Thema Dissertation | |
| Dr. Holger Kramer |
18.06.1997 On Control Charts for Time Series |
| Dr. Alexander Schöne | 11.07.1997
Neue Entwicklungen der statistischen Prozesskontrolle |
| Dr. Thomas Flak | 07.07.1992
Ausreißertests basierend auf Extremsummen und Methoden zur Ausreißeridentifikation bei Zeitreihen |