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Pricing of derivatives on comm...
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148
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38
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9
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8
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ECONIS (ZBW)
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21
Portfolio optimization under volatility and shortfall constraints
Kalin, Dieter
;
Zagst, Rudi
-
1995
Persistent link: https://www.econbiz.de/10000955547
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22
Inverse portfolio optimisation under constraints
Zagst, Rudi
;
Pöschik, Michaela
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 239-253
Persistent link: https://www.econbiz.de/10003764556
Saved in:
23
Zertifikate spielend beherrschen : der Performance-Kick für ihr Portfolio
Zagst, Rudi
;
Huber, Michael
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003788193
Saved in:
24
Zu nah an der Sonne : die größten Pleiten der Finanzgeschichte
Zagst, Rudi
;
Goldbrunner, Johann
;
Schlosser, Andreas
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003836817
Saved in:
25
Valuation of mortgage-backed securities and mortgage dervatives : a closed-form approximation
Kolbe, Andreas
;
Zagst, Rudi
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 401-427
Persistent link: https://www.econbiz.de/10003916625
Saved in:
26
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
Saved in:
27
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10008695890
Saved in:
28
Comparison and robustification of Bayes and Black-Litterman models
Schöttle, Katrin
;
Werner, Ralf
;
Zagst, Rudi
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003990389
Saved in:
29
Valuation of reverse mortgages under (limited) default risk
Kolbe, Andreas
;
Zagst, Rudi
- In:
The European journal of finance
16
(
2010
)
3/4
,
pp. 305-327
Persistent link: https://www.econbiz.de/10003996403
Saved in:
30
Zertifikate - Mehrwert für Privatanleger?
Gong, Xi
;
Huber, Michael
;
Lanzinner, Steffen
;
Zagst, Rudi
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
59
(
2006
)
22
,
pp. 1235-1239
Persistent link: https://www.econbiz.de/10003388842
Saved in:
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