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Michael Stein

Observed names: M. Stein, Michael V. Stein, Stein, Michael
ORCID: 0009-0001-3127-0500
Observed ORCID: 0009-0001-3127-0500
OpenAlex ID: A5015767102
Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
2008 · J. Branke, B. Scheckenbach, et al. · European Journal of Operational Research · 199
Intelligent financial system: How AI is transforming finance
2025 · I. Aldasoro, L. Gambacorta, et al. · Journal of Financial Stability · 55
Financial indicators signaling correlation changes in sovereign bond markets
2015 · Roberto A. De Santis, Michael Stein · Journal of Banking & Finance · 19
The impact of ECB macro-announcements on bid–ask spreads of European blue chips
2015 · Tobias R. Rühl, Michael Stein · Journal of Empirical Finance · 11
The impact of financial transaction taxes: Evidence from Italy
2014 · Tobias R. RÃ ⁄ hl, Michael Stein · RePEc: Research Papers in Economics · 10
A Regime‐Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors
2011 · Roland Füss, Michael Stein, et al. · Real Estate Economics · 10
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Something in the air: Information density, news surprises, and price jumps
2017 · Roland Füss, Markus Grabellus, et al. · Journal of International Financial Markets Institutions and Money · 9
German Open Ended Real Estate Fund Performance – The Impact of Liquidity
2013 · Michael Stein · Credit and Capital Markets – Kredit und Kapital · 6
Correlation Changes between the Risk-Free Rate and Sovereign Yields of Euro Area Countries
2017 · Roberto A. De Santis, Michael Stein · SSRN Electronic Journal · 5
Flow-induced redemption costs in funds of funds
2011 · Michael Stein, Svetlozar T Rachev · Journal of Derivatives & Hedge Funds · 5
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Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach
2009 · Michael Stein, Roland Füss, et al. · The Journal of Fixed Income · 5
Monte Carlo Cash Flows and Sustainability: How to Decide on Going Green
2014 · Michael Stein, Wolfgang Braun, et al. · Journal of Sustainable Real Estate · 4
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Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
2015 · Michael Stein, Daniel Piazolo, et al. · Journal of Real Estate Research · 3
Financial Indicators Signalling Correlation Changes in Sovereign Bond Markets
2014 · Roberto A. De Santis, Michael Stein · SSRN Electronic Journal · 3
Style-neutral funds of funds: Diversification or deadweight?
2011 · Michael Stein, Svetlozar T Rachev · Journal of Asset Management · 3
German real estate funds: changes in return distributions and portfolio favourability
2014 · Michael Stein · Journal of European real estate research · 2
The Cost of New Information ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips
2013 · Tobias R. RRhl, Michael Stein · SSRN Electronic Journal · 2
Financial crises, price discovery, and information transmission: a high-frequency perspective
2018 · Roland Füss, Ferdinand Mager, et al. · Financial markets and portfolio management · 1
Limits to Diversification:Tail Risks in Real Estate Portfolios
2017 · Michael Stein · The Journal of Alternative Investments · 1
Discovering and Disentangling the Effects of US Macro-Announcements for European Stocks
2015 · Tobias Rühl, Michael Stein · SSRN Electronic Journal · 1
A Feedback Model for the Financialization of Commodity Markets
2015 · Patrick Chan, Ronnie Sircar, et al. · SIAM Journal on Financial Mathematics · 1
International Real Estate Review
2013 · Michael Stein, Svetlozar T. Rachev · International Real Estate Review · 1
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German Open Ended Real Estate Fund Performance
2013 · Stein, Michael, Michael Voigtländer, et al. · Annual European Real Estate Society Conference (ERES) · 1
Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
2013 · Michael Stein, Daniel Piazolo, et al. · SSRN Electronic Journal · 1
German Real Estate Funds Changes in Return Distributions and Portfolio Favourability
2013 · Michael Stein · SSRN Electronic Journal · 1
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Works count: 43
Citation count: 360
H-index: 7
I10-index: 6
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