| Static versus dynamic hedges: an empirical comparison for barrier options B Engelmann, MR Fengler, M Nalholm, P Schwendner Review of Derivatives Research 9, 239-264, 2006 | 47 | 2006 |
| Handling risk-on/risk-off dynamics with correlation regimes and correlation networks J Papenbrock, P Schwendner Financial Markets and Portfolio Management 29 (2), 125-147, 2015 | 43 | 2015 |
| System and method for risk management and portfolio optimization J Papenbrock, P Schwendner US Patent App. 14/213,986, 2014 | 39 | 2014 |
| Interpretable Machine Learning for Diversified Portfolio Construction M Jaeger, S Krügel, D Marinelli, J Papenbrock, P Schwendner The Journal of Financial Data Science 3 (3), 2021 | 37* | 2021 |
| Photodissociation of Ar2+ in strong laser fields P Schwendner, F Seyl, R Schinke Chemical physics 217 (2-3), 233-247, 1997 | 35 | 1997 |
| Quoting multiasset equity options in the presence of errors from estimating correlations MR Fengler, P Schwendner Journal of Derivatives 11 (4), 43, 2004 | 24* | 2004 |
| European government bond dynamics and stability policies: taming contagion risks P Schwendner, M Schuele, T Ott, M Hillebrand Journal of Network Theory in Finance 1 (4), 1-24, 2015 | 20 | 2015 |
| Better than its reputation: An empirical hedging analysis of the local volatility model for barrier options B Engelmann, MR Fengler, P Schwendner Journal of Risk 12 (1), 53-77, 2009 | 19 | 2009 |
| Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios J Papenbrock, P Schwendner, M Jaeger, S Krügel The Journal of Financial Data Science 3 (2), 51-69, 2021 | 16 | 2021 |
| Tail-risk protection trading strategies N Packham, J Papenbrock, P Schwendner, F Woebbeking Quantitative Finance 17 (5), 729-744, 2017 | 16 | 2017 |
| Hedging under alternative stickiness assumptions: an empirical analysis for barrier options B Engelmann, MR Fengler, P Schwendner Journal of Risk 12 (1), 53-77, 2009 | 11 | 2009 |
| Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory P Schwendner, J Papenbrock, M Jaeger, S Krügel The Journal of Financial Data Science 3 (4), 65-83, 2021 | 10* | 2021 |
| AI and financial technology P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner Frontiers in Artificial Intelligence 2, 25, 2019 | 10 | 2019 |
| The pricing of multi-asset options using a Fourier grid method B Engelmann, P Schwendner Journal of Computational Finance 1 (4), 63-72, 1998 | 10 | 1998 |
| Ladder climbing and multiphoton dissociation of polyatomic molecules excited with short pulses: basic theory and applications to HCO P Schwendner, C Beck, R Schinke Physical Review A 58 (3), 2203, 1998 | 7 | 1998 |
| Sentiment analysis of European Bonds 2016–2018 P Schwendner, M Schüle, M Hillebrand Frontiers in Artificial Intelligence 2, 20, 2019 | 6 | 2019 |
| Accelerated Data Science, AI and GeoAI for Sustainable Finance in Central Banking and Supervision J Papenbrock, J Ashley, P Schwendner BIS Irving Fisher Bulletin 56, 2022 | 5* | 2022 |
| The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets JA Posth, PK Kotlarz, B Hadji-Misheva, J Osterrieder, P Schwendner Frontiers in Artificial Intelligence 4, 668465, 2021 | 5* | 2021 |
| Fast Fourier method for the valuation of options on several correlated currencies A Andreas, B Engelmann, P Schwendner, U Wystup Foreign exchange risk: models, instruments and strategies., 2002 | 5 | 2002 |
| Advances in Financial Machine Learning: by Marcos Lopez de Prado, Wiley (2018). Hardback. ISBN 978-1119482086. P Schwendner Quantitative Finance 20 (2), 189-190, 2020 | 4 | 2020 |
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