Deutsche Bank (United Kingdom)

Recent papers from Deutsche Bank (United Kingdom)

1. Pre-hedgingOperations Research · 2026
2. Hedging of Fixing ExposureMathematical Finance · 2025
3. Quantitative Tightening Around the Globe: What Have We Learned?Journal of money credit and banking · 2024
4. Managing Collaborative Risks of Integrated Open-Innovation and Hybrid Stage-Gate Model by Applying Social Network Analysis—A Case StudySustainability · 2023
5. AI-driven liquidity provision in OTC financial marketsQuantitative Finance · 2022
6. A Strategic Process to Manage Collaborative Risks in Supply Chain Networks (SCN) to Improve Resilience and SustainabilitySustainability · 2022
7. Achieving Competitive Sustainable Advantages (CSAs) by Applying a Heuristic-Collaborative Risk ModelSustainability · 2022
8. Cryptocurrencies and CBDC: The Route AheadGlobal Policy · 2021
9. The Effectiveness of Hedge Fund Investment Strategies under Various Market ConditionsContemporary Economics · 2020
10. Optimal trade execution in order books with stochastic liquidityMathematical Finance · 2018
11. Surrogate data for hypothesis testing of physical systemsPhysics Reports · 2018
12. Coherence and Coupling Functions Reveal Microvascular Impairment in Treated HypertensionFrontiers in Physiology · 2017
13. The Drift Burst HypothesisJournal of Econometrics · 2016
14. Automated Design of Revenue-Maximizing Combinatorial AuctionsOperations Research · 2015
15. The impact of liquidity on the valuation of European real estate securitiesJournal of European real estate research · 2014
16. Internet Child Sex Offenders' Concerns about Online Security and their Use of Identity Protection Technologies: A ReviewChild Abuse Review · 2014
17. Optimal Execution of a Vwap Order: A Stochastic Control ApproachMathematical Finance · 2013
18. Competing on Time: An Integrated Framework to Optimize Dynamic Time‐to‐Market and Production DecisionsProduction and Operations Management · 2013
19. A blocking and regularization approach to high‐dimensional realized covariance estimationJournal of Applied Econometrics · 2010
20. The vulnerabilities of the power-grid system: Renewable microgrids as an alternative source of energy2010