Personal profile
Biography
Eberhard Mayerhofer is Senior Lecturer in Financial Mathematics at the University of Limerick, Ireland. His research focuses on Stochastic Analysis, Affine Processes, and Mathematical Finance, with particular interest in Portfolio Selection.
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Research output
- 27 Article
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Almost Perfect Shadow Prices
Mayerhofer, E., Feb 2024, In: Journal of Risk and Financial Management. 17, 2, 70.Research output: Contribution to journal › Article › peer-review
Open Access -
Asymptotic Methods for Transaction Costs
Mayerhofer, E., Apr 2024, In: Risks. 12, 4, 64.Research output: Contribution to journal › Article › peer-review
Open Access -
The Smirnov Property for Weighted Lebesgue Spaces
Mayerhofer, E., Oct 2024, In: Mathematics. 12, 19, 3135.Research output: Contribution to journal › Article › peer-review
Open Access -
Leveraged funds: robust replication and performance evaluation
Guasoni, P. & Mayerhofer, E., 2023, In: Quantitative Finance. 23, 7-8, p. 1155-1176 22 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Rogue traders
Dong, H., Guasoni, P. & Mayerhofer, E., Jul 2023, In: Finance and Stochastics. 27, 3, p. 539-603 65 p.Research output: Contribution to journal › Article › peer-review
Open Access