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Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model

Gürtler, Marc; Heithecker, Dirk - In: Die Betriebswirtschaft : DBW 68 (2008) 5, pp. 501-524

Persistent link: https://www.econbiz.de/10003759089

Analysts' dividend forecasts, portfolio selection, and market risk premia

Breuer, Wolfgang; Feilke, Franziska; Gürtler, Marc - In: Operations research proceedings 2007 : selected papers …, (pp. 251-256). 2008

Persistent link: https://www.econbiz.de/10003717459

Robust portfolio selection with endogenous expected returns and asset allocation timing strategies

Breuer, Wolfgang; Gürtler, Marc; Stotz, Olaf - In: Stock market volatility, (pp. 209-230). 2009

Persistent link: https://www.econbiz.de/10003830430

Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation

Breuer, Wolfgang; Gürtler, Marc - In: Kredit und Kapital 41 (2008) 4, pp. 501-539

Persistent link: https://www.econbiz.de/10003804651

Optimizing credit risk mitigation effects of collaterals under Basel II

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Operations research proceedings 2006 : selected papers …, (pp. 293-298). 2007

Persistent link: https://www.econbiz.de/10003471212

Analysts' dividend forecasts as a basis for portfolio selection and for the calculation of market risk premia

Becker, Franziska; Breuer, Wolfgang; Gürtler, Marc - In: Stock returns : cyclicity, prediction and economic …, (pp. 69-90). 2009

Persistent link: https://www.econbiz.de/10003944995

CAT Bonds

Gürtler, Marc; Rehan, Christine - In: Die Betriebswirtschaft : DBW 69 (2009) 3, pp. 415-418

Persistent link: https://www.econbiz.de/10003841317

Finanzierungsentscheidungen nach der Unternehmenssteuerreform 2008

Gürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 5, pp. 232-238

Persistent link: https://www.econbiz.de/10003842699

Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity

Gürtler, Marc; Rauh, Ronald - 2012

In this paper we analyze an econometric model for non-stationary asset returns. Volatility dynamics are modelled by nonparametric regression; consistency and asymptotic normality of a symmetric and of a one-sided kernel estimator are outlined with remarks on the bandwidth decision. Further...

Persistent link: https://www.econbiz.de/10009665465

Accuracy of premium calculation models for CAT bonds : an empirical analysis

Galeotti, Marcello; Gürtler, Marc; Winkelvos, Christine - In: The journal of risk and insurance : the journal of the … 80 (2013) 2, pp. 401-421

Persistent link: https://www.econbiz.de/10009777235