1–50 of 83 hits

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  1.  

    Option-Based Performance Participation

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

    Pricing of a CDO Option on Stochastically Correlated Underlyings

    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2016
  3.  

    Vulnerable Exotic Derivatives

    Escobar, M. / Mahlstedt, M. / Panz, S. et al. | BASE | 2017
  4.  

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

    Escobar, M. / Neykova, D. / Zagst, R. | BASE | 2017
  5.  

    Portfolio Optimization Under Credit Risk

    Zagst, R. / Kehrbaum, J. / Schmid, B. | BASE | 2016
  6.  

    Portfolio Optimization in Affine Models with Markov Switching

    Escobar, M. / Neykova, D. / Zagst, R. | BASE | 2016
  7.  

    Market Crises and the 1/N Asset-Allocation Strategy

    Escobar, M. / Mitterreiter, M. / Saunders, D. et al. | BASE | 2016
  8.  

    Portfolio Selection under Changing Market Conditions

    Ernst, C. / Grossmann, M. / Höcht, S. et al. | BASE | 2016
  9.  

    An Intensity-based Approach for Equity Modeling

    Escobar, M. / Friederich, T. / Krayzler, M. et al. | BASE | 2016
  10.  

    Pricing of Spread Options on Stochastically Correlated Underlyings

    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2014
  11.  

    Pricing of Credit Derivatives

    Schmid, B. / Zagst, R. / Antes, S. | BASE | 2014
  12.  

    Estimation of the Term Structure and its Application to Risk Management

    Zagst, R. / Gopalan, G. / Schmid, W. | BASE | 2014
  13.  

    Optimal Portfolios with Mortgage-Backed Securities

    Bernhardt, E. / Kolbe, A. / Zagst, R. | BASE | 2016
  14.  

    Multi-Dimensional Structural Credit Modeling under Stochastic Volatility

    Escobar, M. / Friederich, T. / Seco, L. et al. | BASE | 2014
  15.  

    Portfolio Optimization Under Liquidity Cost

    Kalin, D. / Zagst, R. | BASE | 2014
  16.  

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

    Dirnstorfer, S. / Grau, A. / Zagst, R. | BASE | 2014
  17.  

    ILLIX – A New Index for Quantifying Illiquidity

    Friederich, T. / Kraus, C. / Zagst, R. | BASE | 2016
  18.  

    Comparison and Robustification of Bayes and Black-Litterman Models

    Schöttle, K. / Werner, R. / Zagst, R. | BASE | 2016
  19.  

    Pricing Distressed CDOs with Stochastic Recovery

    Höcht, S. / Zagst, R. | BASE | 2016
  20.  

    The Price of Liquidity in Constant Leverage Strategies

    Escobar, M. / A., Kiechle / L., Seco et al. | BASE | 2014
  21.  

    Inverse Portfolio Optimization under Constraints

    Poeschik, M. / Zagst, R. | BASE | 2014
  22.  

    Pricing of Derivatives on Commodity Indices

    Krayzler, M. / Rauch, J. / Zagst, R. | BASE | 2014
  23.  

    Empirical Evaluation of Hybrid Defaultable Bond Pricing Models

    Antes, S. / Ilg, M. / Schmid, B. et al. | BASE | 2014
  24.  

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

    Aigner, P. / Albrecht, S. / Beyschlag, G. et al. | BASE | 2014
  25.  

    Three-Factor Defaultable Term Structure Models

    Zagst, R. / Roth, J. | BASE | 2014
  26.  

    The Risk Appetite of Private Equity Sponsors

    Braun, R. / Engel, N. / Hieber, P. et al. | BASE | 2014
  27.  

    Pricing of a CDO on Stochastically Correlated Underlyings

    Escobar, M. / Götz, B. / Seco, L. et al. | BASE | 2014
  28.  

    Explaining Aggregated Recovery Rates

    Höcht, S. / Kroneberg, A. / Zagst, R. | BASE | 2014
  29.  

    Asset Liability Managment in Financial Planning

    Höcht, S. / Ng, K.H. / Roesch, C. et al. | BASE | 2014
  30.  

    Structural Credit Modeling under Stochastic Volatility

    Escobar, M. / Friederich, T. / Krayzler, M. et al. | BASE | 2014
  31.  

    Options on a CPPI Portfolio

    Escobar, M. / Kiechle, A. / Seco, L. et al. | BASE | 2014
  32.  

    Asset Allocation with Credit Instruments

    Menzinger, B. / Schlosser, A. / Zagst, R. | BASE | 2014
  33.  

    Integrated Modelling of Stock and Bond Markets

    Zagst, R. / Meyer, T. / Hagedorn, H. | BASE | 2014
  34.  

    Hedging Barrier Options with Standard Products

    Mayer, S. / Zagst, R. | BASE | 2014

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