| Accelerated American option pricing with deep neural networks D Anderson, U Ulrych Quantitative Finance and Economics 7 (2), 207-228, 2023 | 7 | 2023 |
| Global currency hedging with ambiguity U Ulrych, N Vasiljevic Swiss Finance Institute Research Paper, 2020 | 6* | 2020 |
| Dynamic currency hedging with non-Gaussianity and ambiguity P Polak, U Ulrych Quantitative Finance, 1-23, 2024 | 4 | 2024 |
| Sparse and stable international portfolio optimization and currency risk management R Burkhardt, U Ulrych Journal of International Money and Finance 139, 102949, 2023 | 3 | 2023 |
| Pricing autocallables under local-stochastic volatility W Farkas, F Ferrari, U Ulrych Frontiers of Mathematical Finance 1 (4), 575-610, 2022 | 3 | 2022 |
| Portfolio Construction with Hierarchical Momentum A Cirulli, M Kobak, U Ulrych The Journal of Portfolio Management 50 (4), 136-159, 2024 | 1 | 2024 |
| Applications of statistical learning in quantitative finance U Ulrych University of Zurich, 2022 | | 2022 |
