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Zur Messung von Rendite und Risiko bei Private Equity-Investments

Kaserer, Christoph; Wagner, Niklas F. - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 95-108). 2006

Persistent link: https://www.econbiz.de/10003236831

Derivative securities pricing and modelling

Batten, Jonathan A. (contributor); … - 2012 - 1. ed.

Persistent link: https://www.econbiz.de/10009574776

Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns

Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64

Persistent link: https://www.econbiz.de/10011475596

Should emerging market investors buy commodities?

Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246

Persistent link: https://www.econbiz.de/10011294620

Stochastic modeling of private equity : an equilibrium based approach to fund valuation

Buchner, Axel (contributor); Kaserer, Christoph (contributor) - 2006

In this paper, we present a new approach to measure the returns of private equity investments based on a stochastic model of the dynamics of a private equity fund. Our stochastic model of a private equity fund consists of two independent stages: the stochastic model of the capital drawdowns and...

Persistent link: https://www.econbiz.de/10003751060

Autoregressive conditional tail behavior and results on government bond yield spreads

Wagner, Niklas F. - In: International review of financial analysis 14 (2005) 2, pp. 247-261

Persistent link: https://www.econbiz.de/10002738302

The Hill estimator in financial risk assessment and an application to extremal exchange rate risk

Wagner, Niklas F. - In: Financial risk and financial risk management, (pp. 173-187). 2002

Persistent link: https://www.econbiz.de/10001755640

Time for gift giving : abnormal share repurchase returns and uncertainty

Anolick, Nina; Batten, Jonathan A.; Kinateder, Harald; … - In: The journal of corporate finance : contracting, … 66 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012514639

Hedging stocks with oil

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 93 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012643309

The betting against beta anomaly : fact or fiction?

Buchner, Axel; Wagner, Niklas F. - In: Finance research letters 16 (2016), pp. 283-289

Persistent link: https://www.econbiz.de/10011656225