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researcher

M. Schmutz

9 papers hereh-index 9239 citations27 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • middle author1
  • last author5

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3
  • math.PR2
  • q-fin.PR2
  • q-fin.CP1
  • q-fin.MF1
same name
  • M. Schmutz — 3 papers, h 36

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedInvariance properties of random vectors and stochastic processes based on the zonoid concept

30 citations · 44 across the 8 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.RM2015

Intragroup transfers, intragroup diversification and their risk assessment

Andreas Haier, Ilya Molchanov, Michael Schmutz

When assessing group solvency, an important question is to what extent intragroup transfers may be considered, as this determines to which extent diversification can be achieved. W…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.