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Rösch, Daniel
9
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ECONIS (ZBW)
9
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1
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian
;
Mursajew, Olga
;
Rösch, Daniel
; …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
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2
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
Saved in:
3
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
4
Empirische Identifikation von Wertpapierrisiken : Faktoren-, Arbitrage- und Gleichgewichtsmodelle im Vergleich
Rösch, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000990847
Saved in:
5
Arbitrage pricing theory und empirische Bestimmung von fundamentalen und makroökonomischen Risikofaktoren an Kapitalmärkten
Hamerle, Alfred
-
1996
Persistent link: https://www.econbiz.de/10000959332
Saved in:
6
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
7
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
8
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
9
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
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