Martin Schweizer

PhD students


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  1. Jürgen Amendinger (January 1999) (via linkedin)
    "Initial Enlargement of Filtrations and Additional Information in Financial Markets"
    TU Berlin

  2. Frank Döberlein (January 1999) (via linkedin)
    "On Term Structure Models Generated by Semimartingales"
    TU Berlin

  3. Thorsten Rheinländer (July 1999) (via linkedin)
    "Optimal Martingale Measures and their Applications in Mathematical Finance"
    TU Berlin

  4. Thomas Møller (June 2000) (via linkedin)
    "Quadratic Hedging Approaches and Indifference Pricing in Insurance"
    University of Copenhagen

  5. Dirk Becherer (October 2001) (via linkedin)
    "Rational Hedging and Valuation with Utility-Based Preferences"
    TU Berlin

  6. Felix Esche (January 2004) (via linkedin)
    "Two Essays on Incomplete Markets"
    TU Berlin

  7. Urs Gruber (September 2004)
    "Convergence of Binomial Large Investor Models and General Correlated Random Walks"
    TU Berlin

  8. Susanne Klöppel (June 2006)
    "Dynamic Valuations in Incomplete Markets"
    ETH Zurich

  9. Giuliana Bordigoni (May 2007)
    "Stochastic Control and BSDEs in a Robust Utility Maximization Problem with an Entropic Penalty Term"
    Politecnico di Milano

  10. Johannes Wissel (December 2007) (via linkedin)
    "Arbitrage-free Market Models for Liquid Options"
    ETH Zurich

  11. Christoph Frei (September 2009) (via linkedin)
    "Exponential Utility Indifference Valuation: Correlation, Semimartingales, BSDEs, Convergence"
    ETH Zurich

  12. Marcel Nutz (September 2010) (via linkedin)
    "Optimal Consumption and Investment with Power Utility"
    ETH Zurich

  13. Christoph Czichowsky (February 2011) (via linkedin)
    "Mean-Variance Portfolio Optimisation: Trading Constraints and Time Consistency"
    ETH Zurich

  14. Christian Reichlin (November 2012) (via linkedin)
    "Non-concave Utility Maximization: Optimal Investment, Stability and Applications"
    ETH Zurich

  15. Martin Herdegen (July 2014)
    "Numéraire-Independent Modelling of Financial Markets"
    ETH Zurich

  16. Ariel Neufeld (May 2015) (via linkedin)
    "Knightian Uncertainty in Mathematical Finance"
    ETH Zurich

  17. Sebastian Herrmann (February 2016) (via linkedin)
    "Beyond Black and Scholes: Uncertainty Aversion, Delta-Vega Hedging, and Bubbles and Crashes"
    ETH Zurich

  18. Danijel Zivoi (May 2017)
    "Quadratic Hedging Problems Under Restricted Information"
    ETH Zurich

  19. Dániel Ágoston Bálint (April 2020) (via linkedin)
    "Towards a Discounting-Invariant No-Arbitrage Theory"
    ETH Zurich

  20. Zhouyi Tan (November 2022) (via linkedin)
    "Dynamic Programming Approaches for the Mean-Variance Portfolio Selection Problem"
    ETH Zurich

  21. David Pires Tavares Martins (December 2023)
    "Aspects of Quadratic Utility: Mean-Variance Hedging in Rough Volatility Models, and CAPM-Type Equilibria"
    ETH Zurich

Last update: 21.03.2024 / M. Schweizer