Picture of Markus Wahl

M.Sc. Markus Wahl

Technical University of Munich

Chair of Mathematical Finance (Prof. Zagst)

Postal address

Postal:
Parkring 11/II
85748 Garching b. München

   

Short CV

Markus Wahl was an undergraduate student and subsequently a Master student at Ulm University, majoring in Business Mathematics, from October 2008 until April 2014. He wrote his Master’s thesis about “Aspects of Asset Liability Management in the ‘New Normal’”. Additionally, he completed a Master of Science in Mathematics at the University of Wisconsin-Milwaukee. The title of the Master’s thesis was “Markov Chain Monte Carlo Simulation of the Wright-Fisher Diffusion”. During his studies, Markus worked as an intern at Swiss Re and Deutsche Bank. Since 2014, he is a scientific employee at the Chair of Mathematical Finance.

   

Courses

 

 

Publications in Journals

2019

  • Escobar, M.; Wahl, M.; Zagst, R.: Portfolio Optimization with Wealth-Dependent Risk Constraints. Lehrstuhl für Finanzmathematik, 2019, more…

2018

  • Engel, J.; Wahl, M.; Zagst, R.: Forecasting turbulence in the Asian and European stock market using regime-switching models. Quantitative Finance and Economics 2 (2), 2018, 388-406 more…

2017

  • Brummer, L.; Wahl, M.; Zagst, R.: Liability Driven Investments with a Link to Behavioral Finance. Working Paper, submitted for publication, 2017 more…
  • Escobar, M.; Kriebel, P.; Wahl, M.; Zagst, R.: Portfolio optimization under Solvency II. Working Paper, submitted for publication, 2017 more…
  • Schlick, O.; Wahl, M.; Zagst, R.: Finanzmathematische Frühwarnsysteme in der Aktienallokation institutioneller Anleger. Absolut Report 16 (6), 2017, 42-49 more…

2016

  • Bienek, T.; Wahl, M.; Zagst, R.: Optimierung in stetiger Zeit – Dynamische Portfoliooptimierung. RISIKO MANAGER (6), 2016, 32-36 more…

Book Contributions and Conference Proceedings

2018

  • Brummer, L.; Wahl, M.; Zagst, R.: Liability Driven Investments with a Link to Behavioral Finance – Chapter 11. In: In: Glau, K.; Linders, D.; Min, A.; Scherer, M.; Schneider, L.; Zagst, R. (Eds.) (Ed.): Innovations in Insurance, Risk- and Asset Management. World Scientific , 2018, 275 - 311 more…