Search:

1–50 of 83 hits

Sort by: Relevancy | Date newest | Title A-Z

Your search:
classificationCode:"ddc:510"

  1.  

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

    Free access
    Escobar, M. / Neykova, D. / Zagst, R. | BASE | 2017
  2.  

    An Intensity-based Approach for Equity Modeling

    Free access
    Escobar, M. / Friederich, T. / Krayzler, M. et al. | BASE | 2016
  3.  

    Option-Based Performance Participation

    Free access
    Bertrand, P. / Kraus, J. / Zagst, R. | BASE | 2019
  4.  

    Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options

    Free access
    Escobar, M. / Krause, D. / Zagst, R. | BASE | 2016
  5.  

    Optimal Portfolios with Mortgage-Backed Securities

    Free access
    Bernhardt, E. / Kolbe, A. / Zagst, R. | BASE | 2016
  6.  

    Closed form pricing of two-asset barrier options with stochastic covariance

    Free access
    Escobar, M. / Götz, B. / Zagst, R. | BASE | 2016
  7.  

    ILLIX – A New Index for Quantifying Illiquidity

    Free access
    Friederich, T. / Kraus, C. / Zagst, R. | BASE | 2016
  8.  

    Valuation of Reverse Mortgages under (limited) Default Risk

    Free access
    Kolbe, A. / Zagst, R. | BASE | 2016
  9.  

    Comparison and Robustification of Bayes and Black-Litterman Models

    Free access
    Schöttle, K. / Werner, R. / Zagst, R. | BASE | 2016
  10.  

    Pricing Distressed CDOs with Stochastic Recovery

    Free access
    Höcht, S. / Zagst, R. | BASE | 2016
  11.  

    Fit for Leverage - Modelling of Hedge Fund Returns in View of Risk Management Purposes

    Free access
    Höcht, S. / Ng, K.H. / Wiesent, J. et al. | BASE | 2014
  12.  

    The Price of Liquidity in Constant Leverage Strategies

    Free access
    Escobar, M. / A., Kiechle / L., Seco et al. | BASE | 2014
  13.  

    Inverse Portfolio Optimization under Constraints

    Free access
    Poeschik, M. / Zagst, R. | BASE | 2014
  14.  

    Vulnerable Exotic Derivatives

    Free access
    Escobar, M. / Mahlstedt, M. / Panz, S. et al. | BASE | 2017
  15.  

    Pricing of a CDO Option on Stochastically Correlated Underlyings

    Free access
    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2016
  16.  

    Portfolio Optimization in Affine Models with Markov Switching

    Free access
    Escobar, M. / Neykova, D. / Zagst, R. | BASE | 2016
  17.  

    Market Crises and the 1/N Asset-Allocation Strategy

    Free access
    Escobar, M. / Mitterreiter, M. / Saunders, D. et al. | BASE | 2016
  18.  

    Portfolio Selection under Changing Market Conditions

    Free access
    Ernst, C. / Grossmann, M. / Höcht, S. et al. | BASE | 2016
  19.  

    Portfolio Optimization Under Credit Risk

    Free access
    Zagst, R. / Kehrbaum, J. / Schmid, B. | BASE | 2016
  20.  

    Pricing of Derivatives on Commodity Indices

    Free access
    Krayzler, M. / Rauch, J. / Zagst, R. | BASE | 2014
  21.  

    Empirical Evaluation of Hybrid Defaultable Bond Pricing Models

    Free access
    Antes, S. / Ilg, M. / Schmid, B. et al. | BASE | 2014
  22.  

    What Drives PE? Analyses of Success Factors for Private Equity Funds

    Free access
    Aigner, P. / Albrecht, S. / Beyschlag, G. et al. | BASE | 2014
  23.  

    Three-Factor Defaultable Term Structure Models

    Free access
    Zagst, R. / Roth, J. | BASE | 2014
  24.  

    The Risk Appetite of Private Equity Sponsors

    Free access
    Braun, R. / Engel, N. / Hieber, P. et al. | BASE | 2014
  25.  

    Pricing of a CDO on Stochastically Correlated Underlyings

    Free access
    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2014
  26.  

    Explaining Aggregated Recovery Rates

    Free access
    Höcht, S. / Kroneberg, A. / Zagst, R. | BASE | 2014
  27.  

    Asset Liability Managment in Financial Planning

    Free access
    Höcht, S. / Ng, K.H. / Roesch, C. et al. | BASE | 2014
  28.  

    Monotonocity and Bounds for Convex Stochastic Control Models

    Free access
    Rieder, U. / Zagst, R. | BASE | 2014
  29.  

    Pricing of Spread Options on Stochastically Correlated Underlyings

    Free access
    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2014
  30.  

    Pricing of Credit Derivatives

    Free access
    Schmid, B. / Zagst, R. / Antes, S. | BASE | 2014
  31.  

    Estimation of the Term Structure and its Application to Risk Management

    Free access
    Zagst, R. / Gopalan, G. / Schmid, W. | BASE | 2014
  32.  

    Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options

    Free access
    Escobar, M. / Krause, D. / Zagst, R. | BASE | 2015
  33.  

    Structural Credit Modeling under Stochastic Volatility

    Free access
    Escobar, M. / Friederich, T. / Krayzler, M. et al. | BASE | 2014
  34.  

    Options on a CPPI Portfolio

    Free access
    Escobar, M. / Kiechle, A. / Seco, L. et al. | BASE | 2014
  35.  

    Asset Allocation with Credit Instruments

    Free access
    Menzinger, B. / Schlosser, A. / Zagst, R. | BASE | 2014
  36.  

    Integrated Modelling of Stock and Bond Markets

    Free access
    Zagst, R. / Meyer, T. / Hagedorn, H. | BASE | 2014
  37.  

    Hedging Barrier Options with Standard Products

    Free access
    Mayer, S. / Zagst, R. | BASE | 2014
  38.  

    Portfolio Optimization: Volatility versus Shortfall Constraints

    Free access
    Kalin, D. / Zagst, R. | BASE | 2014
  39.  

    A New Form of Jensen's Inequality and its Application to Statistical Experiments

    Free access
    Nonnenmacher, D., F., J. / Zagst, R. | BASE | 2014
  40.  

    Multi-Dimensional Structural Credit Modeling under Stochastic Volatility

    Free access
    Escobar, M. / Friederich, T. / Seco, L. et al. | BASE | 2014
  41.  

    Portfolio Optimization Under Liquidity Cost

    Free access
    Kalin, D. / Zagst, R. | BASE | 2014
  42.  

    Moving Window Asian Options: Sparse Grids and Least-Squares Monte Carlo

    Free access
    Dirnstorfer, S. / Grau, A. / Zagst, R. | BASE | 2014

Number of results: 10 | 20 | 50

Feedback