Dr. Torsten Mörstedt
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Office Hours |
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By appointment | |||||
Work Experience | |||||
Since 01/2019 |
Deka Investment GmbH, Frankfurt am Main |
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10/2017 - 12/2018 |
B. Metzler seel. Sohn & Co. Holding AG, Frankfurt am Main |
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07/2017 - 09/2017 |
Vaamo Finanz AG, Frankfurt am Main |
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07/2015 - 08/2016 |
McKinsey & Company, Inc., Frankfurt am Main |
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11/2014 - 05/2015 |
DekaBank Deutsche Girozentrale, Frankfurt am Main |
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08/2014 - 11/2014 |
M.M. Warburg & CO, Hamburg |
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01/2014 - 04/2014 |
BNP Paribas S.A., Frankfurt am Main |
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Since 09/2013 |
Hochschule Ludwigshafen am Rhein, Ludwigshafen am Rhein Lectureship |
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Education | |||||
05/2016 - 12/2019 |
Global Association of Risk Professionals, GARP |
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12/2014 - 01/2022 |
CFA Institute |
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09/2016 - 08/2017 |
EDHEC Business School, Nice |
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06/2016 - 07/2016 |
HEC Paris School of Management, Paris |
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03/2013 - 08/2015 |
Hochschule Ludwigshafen am Rhein, Ludwigshafen am Rhein |
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09/2012 - 02/2015 |
Hochschule Ludwigshafen am Rhein, Ludwigshafen am Rhein |
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Scholarships | |||||
09/2016 - 08/2017 |
EDHEC Excellence |
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10/2013 - 08/2017 |
Friedrich Ebert Stiftung |
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09/2013 - 08/2017 |
e-fellows.net |
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Journal Articles
Years: 2024back to the top of all publications
2024
back to the year overview- Mörstedt T, Lutz B, Neumann D
Cross Validation Based Transfer Learning for Cross-Sectional Non-Linear Shrinkage: A Data-Driven Approach in Portfolio Optimization
2024 European Journal of Operational Research, volume: 318, issue: 2, pages: 670 - 685