Publikationen:

• Computing Zonoid Trimmed Regions in Dimension d > 2 (with K. Mosler and T. Lange)
  Computational Statistics and Data Analysis, 53, 2009, pp. 2500 - 2510. [Full Paper as .PDF]

• An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension (with Karl Mosler)
  Journal of Statistical Software, 47(13), 2012. [Full Paper as .PDF]

• Stochastic Linear Programming with a Distortion Risk Constraint (with Karl Mosler)
  Discussion Papers in Statistics and Econometrics, Seminar of Economic and Social Statistics, University of Cologne, 06/11, 2011. [Working paper version as .PDF, arXiv link]

Working projects:

• A General Solution for Robust Linear Programs with Distortion Risk Constraints (with Karl Mosler).

• Multivariate Vector-Valued Best-Decision Risk Measures (with Karl Mosler).

• Non-Parametric Geometrical Framework for Calculating the Optimal Portfolio.

Lehre:

Lehrveranstaltungen:

• SS 12: Übung zu Wahrscheinlichkeitsrechnung und schließende Statistik (Statistik B)

• WS 12/13: Übung zu Beschreibende Statistik und Wirtschaftsstatistik (Statistik A)
  

• WS 12/13: Übung zu Statistik für Fortgeschrittene I: Stochastische Modelle
  

• SS 13: Übung zu Wahrscheinlichkeitsrechnung und schließende Statistik (Statistik B)
  

• SS 13: Übung zu Statistik für Fortgeschrittene II: Statistisches Schließen
  

• SS 13: Hauptseminar Statistik