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Employment (3)

Technical University Darmstadt: Darmstadt, DE

Assistant Professor
Employment
Source: Self-asserted source
Dominik Wolff

Deka Investment GmbH: Frankfurt, DE

Head of Quantitative Research
Employment
Source: Self-asserted source
Dominik Wolff

Frankfurt University of Applied Sciences: Frankfurt am Main, Hessen, DE

2023-10-01 to present | Professor of Finance (Economics and Law)
Employment
Source: Self-asserted source
Dominik Wolff

Works (10)

Portfolio Optimization with Sector Return Prediction Models

Journal of Risk and Financial Management
2024-06-20 | Journal article
DOI: 10.3390/jrfm17060254
Part of ISSN: 1911-8074
Contributors: Wolfgang Bessler; Dominik Wolff
Source: Self-asserted source
Dominik Wolff

Stock picking with machine learning

Journal of Forecasting
2024-01 | Journal article
DOI: 10.1002/for.3021
Contributors: Dominik Wolff; Fabian Echterling
Source: check_circle
Crossref

When machines trade on corporate disclosures: Using text analytics for investment strategies

Decision Support Systems
2023-02 | Journal article
DOI: 10.1016/j.dss.2022.113892
Contributors: Hans Christian Schmitz; Bernhard Lutz; Dominik Wolff; Dirk Neumann
Source: check_circle
Crossref

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

Journal of International Financial Markets, Institutions and Money
2021-05 | Journal article
DOI: 10.1016/j.intfin.2021.101343
Part of ISSN: 1042-4431
Source: Self-asserted source
Dominik Wolff
grade
Preferred source (of 2)‎

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

Journal of Asset Management
2021-05-29 | Journal article
DOI: 10.1057/s41260-021-00225-1
Part of ISSN: 1470-8272
Part of ISSN: 1479-179X
Source: Self-asserted source
Dominik Wolff

Tree-based machine learning approaches for equity market predictions

Journal of Asset Management
2019-07 | Journal article
DOI: 10.1057/s41260-019-00125-5
Part of ISSN: 1470-8272
Part of ISSN: 1479-179X
Source: Self-asserted source
Dominik Wolff

Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches

The European Journal of Finance
2017-01-02 | Journal article
DOI: 10.1080/1351847x.2014.953699
Part of ISSN: 1351-847X
Part of ISSN: 1466-4364
Source: Self-asserted source
Dominik Wolff

Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection

International Review of Financial Analysis
2016-07 | Journal article
DOI: 10.1016/j.irfa.2015.11.013
Part of ISSN: 1057-5219
Source: Self-asserted source
Dominik Wolff
grade
Preferred source (of 2)‎

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

Journal of Banking & Finance
2015-11 | Journal article
DOI: 10.1016/j.jbankfin.2015.06.021
Part of ISSN: 0378-4266
Source: Self-asserted source
Dominik Wolff
grade
Preferred source (of 2)‎

Hedging European government bond portfolios during the recent sovereign debt crisis

Journal of International Financial Markets, Institutions and Money
2014-11 | Journal article
DOI: 10.1016/j.intfin.2014.08.006
Part of ISSN: 1042-4431
Source: Self-asserted source
Dominik Wolff
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