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Humboldt-Universität zu Berlin - Statistik

Simon Trimborn

 

 

E-mail:

 

 

 simon.trimborn@hu-berlin.de

Phone:

+49 30 2093-5709

Office:

Office hours:

Spandauerstr. 1, room 306

Upon agreement

Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Education

 

2009 - 2012

B. Sc. Business Administration

Universität Hamburg

2012 - 2015

M. Sc. Statistik

Humboldt Universität zu Berlin

 

 

 

 

Academic Activities

 

Research Interest

  • Network Analysis

  • Dimension Reduction

  • Portfolio Optimization

  • Risk Management

  • Cryptocurrencies

  • Blockchain

 

Working Papers

Trimborn, S. and W. Härdle (2016). CRIX or evaluating blockchain based currenciesCRC 649 Discussion Paper 2016-021, revise and resubmit Journal of Empirical Finance

Trimborn, S., M. Li and W. Härdle (2017). Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach, CRC 649 Discussion Paper 2017-014, submitted

 

Other Publications

Elendner, H., S. Trimborn, B. Ong, and T. M. Lee (2017). The Cross-Section of Crypto-Currencies as Financial Assets. Handbook of Digital Finance and Financial Inclusion: Cryptocurrency, FinTech, InsurTech, and Regulation. Ed. by D. Lee Kuo Chuen and R. Deng. Vol. 1. Elsevier.

R-package gofCopula: Goodness of Fit tests for Copulae

crix.hu-berlin.de