Picture of Markus Wahl

Dr. rer. nat. 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 is a postdoctoral researcher at the Chair of Mathematical Finance. He obtained a PhD from Technical University of Munich with his thesis on “Optimal Investment Strategies for Asset Liability Management”, which was supervised by Prof. Dr. Rudi Zagst. Furthermore, he is the Lead Quantitative Analyst at SECARO GmbH. Markus graduated with a Master of Science in Mathematics from the University of Wisconsin-Milwaukee and he completed a Master of Science and a Bachelor of Science in Economathematics at Ulm University. During his studies, Markus worked as an intern at Swiss Re and Deutsche Bank.

Courses

Publications in Journals

2022

  • Escobar, M.; Wahl, M.; Zagst, R.: Portfolio Optimization with Wealth-Dependent Risk Constraints. Scandinavian Actuarial Journal (Vol. 3), 2022, 244-268 more…

2019

  • Escobar, M.; Kriebel, P.; Wahl, M.; Zagst, R.: Portfolio optimization under Solvency II. Annals of Operations Research 281, 2019, 193–227 more…
  • Wahl, M.; Schlick, O. & Zagst, R.: Wenn die nächste Krise droht - Können finanzmathematische Modelle in die Zukunft sehen? Versicherungswirtschaft 74 (11), 2019, 78-81 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…
  • Wahl, M.; Schlick, O.; Zagst, R.: To see or not to see - Können finanzmathematische Modelle in die Zukunft sehen? BAI Newsletter (2), 2018, 17-23 more…

2017

  • Brummer, L.; Wahl, M.; Zagst, R.: Liability Driven Investments with a Link to Behavioral Finance. Innovations in Risk, 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…