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  1.  

    Option-Based Performance Participation

    Bertrand, P. / Kraus, J. / Zagst, R. | BASE | 2019
  2.  

    Vulnerable Exotic Derivatives

    Escobar, M. / Mahlstedt, M. / Panz, S. et al. | BASE | 2017
  3.  

    Portfolio Optimization in Affine Models with Markov Switching

    Escobar, M. / Neykova, D. / Zagst, R. | BASE | 2016
  4.  

    Market Crises and the 1/N Asset-Allocation Strategy

    Escobar, M. / Mitterreiter, M. / Saunders, D. et al. | BASE | 2016
  5.  

    Portfolio Selection under Changing Market Conditions

    Ernst, C. / Grossmann, M. / Höcht, S. et al. | BASE | 2016
  6.  

    Optimal Portfolios with Mortgage-Backed Securities

    Bernhardt, E. / Kolbe, A. / Zagst, R. | BASE | 2016
  7.  

    HARA Utility Maximization in a Markov-Switching Bond-Stock Market

    Escobar, M. / Neykova, D. / Zagst, R. | BASE | 2017
  8.  

    Pricing of Spread Options on Stochastically Correlated Underlyings

    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2014
  9.  

    Pricing of Credit Derivatives

    Schmid, B. / Zagst, R. / Antes, S. | BASE | 2014
  10.  

    Estimation of the Term Structure and its Application to Risk Management

    Zagst, R. / Gopalan, G. / Schmid, W. | BASE | 2014
  11.  

    The Risk Appetite of Private Equity Sponsors

    Braun, R. / Engel, N. / Hieber, P. et al. | BASE | 2014
  12.  

    Pricing of a CDO on Stochastically Correlated Underlyings

    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2014
  13.  

    Explaining Aggregated Recovery Rates

    Höcht, S. / Kroneberg, A. / Zagst, R. | BASE | 2014
  14.  

    Asset Liability Managment in Financial Planning

    Höcht, S. / Ng, K.H. / Roesch, C. et al. | BASE | 2014
  15.  

    An Intensity-based Approach for Equity Modeling

    Escobar, M. / Friederich, T. / Krayzler, M. et al. | BASE | 2016

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