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Modeling the evolution of implied CDO correlations
Hofert, Marius; Scherer, Matthias; Zagst, Rudi - In: Financial markets and portfolio management 24 (2010) 3, pp. 289-308
Persistent link: https://www.econbiz.de/10008668595
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Forecasting market turbulence using regime-switching models
Hauptmann, Johannes; Hoppenkamps, Anja; Min, Aleksey; … - In: Financial markets and portfolio management 28 (2014) 2, pp. 139-164
Persistent link: https://www.econbiz.de/10010358884
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Behavioral portfolio insurance strategies
Escobar, Marcos; Lichtenstern, Andreas; Zagst, Rudi - In: Financial markets and portfolio management 34 (2020) 4, pp. 353-399
Persistent link: https://www.econbiz.de/10012309906
Cover Image
Modeling the evolution of implied CDO correlations
Hofert, Marius; Scherzer, Matthias; Zagst, Rudi - In: Financial markets and portfolio management 24 (2010) 3, pp. 289-308
Persistent link: https://www.econbiz.de/10008450307