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The Risk Appetite of Private E...
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Theorie
63
Theory
63
Portfolio selection
55
Portfolio-Management
55
Deutschland
53
Germany
38
Private equity
34
Private Equity
32
Option pricing theory
22
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22
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21
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21
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19
Stochastic process
17
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11
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10
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English
207
German
74
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63
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Braun, Reiner
159
Zagst, Rudi
148
Escobar, Marcos
42
Achleitner, Ann-Kristin
38
Hieber, Peter
36
Pfeiffer, Ulrich
19
Scherer, Matthias
19
Engel, Nico
18
Achleitner, Ann‐Kristin
16
Chen, An
12
Tappeiner, Florian
11
Lichtenstern, Andreas
10
Seco, Luis
10
Götz, Barbara
7
Höcht, Stephan
7
Jenkinson, Tim
7
Kolbe, Andreas
7
Stoff, Ingo
7
Bender, Marko
6
Deelstra, Griselda
6
Geidner, Annabell
6
Mense, Andreas
6
Neykova, Daniela
6
Reiner, Uwe
6
Friederich, Tim
5
Glau, Kathrin
5
Kalin, Dieter
5
Kaserer, Christoph
5
Kraus, Julia
5
Puche, Benjamin
5
Tumasjan, Andranik
5
Welter, Juliane
5
Werner, Ralf
5
Brunner, Bernhard
4
Dombret, Andreas
4
Eidenmüller, Horst
4
Engert, Andreas
4
Faller, Bernhard
4
Figge, Christian
4
Grabka, Markus M.
4
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Deutsches Institut für Altersvorsorge
6
Fakultät für Wirtschaftswissenschaften, Technische Universität München
3
Center for Entrepreneurial and Financial Studies <München>
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Stiftung Familienunternehmen
2
arXiv.org
2
Center for Entrepreneurial and Financial Studies
1
Conference "Risk Management Reloaded" <2013, Garching-Hochbrück>
1
Deutsches Institut für Altersvorsorge <Köln>
1
Friedrich-Ebert-Stiftung / Managerkreis
1
Innovations in Insurance, Risk- and Asset Management <Veranstaltung> <2017, Garching b. München>
1
International Meeting "Disarm! For a Climate of Peace" <2016, Berlin>
1
KPMG Center of Excellence in Risk Management
1
Kongress Wissenschaft in Sozialer und Ökologischer Verantwortung - Herausforderung für ein Zukunftsfähiges Europa <1996, Aachen>
1
Rat für Sozial- und Wirtschaftsdaten (RatSWD), Government of Germany
1
Risk Management Reloaded <2013, Garching>
1
Wirtschaftskammer Österreich
1
World Scientific Publishing Co. Pte. Ltd.
1
Wüstenrot Stiftung
1
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Applied mathematical finance
7
Insurance / Mathematics & economics
6
CEFS Working Paper Series
5
Journal of business economics : JBE
5
Review of derivatives research
5
Working Paper
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
4
Financial markets and portfolio management
4
Ifo-Schnelldienst
4
Review of financial economics : RFE
4
Scandinavian actuarial journal
4
The journal of private equity
4
Wirtschaftspolitische Blätter
4
Applied Mathematical Finance
3
CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
3
Center for Entrepreneurial and Financial Studies Working Paper
3
European journal of operational research : EJOR
3
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of Financial Transformation
3
Journal of applied corporate finance : JACF
3
Journal of business venturing
3
Quantitative finance
3
The journal of asset management
3
The journal of credit risk : published quarterly by Incisive Media
3
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
3
ifo Schnelldienst
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annals of operations research
2
Astin bulletin : the journal of the International Actuarial Association
2
Computational Statistics
2
Contributions to conflict management, peace economics and development
2
DIW Wochenbericht
2
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
2
Decisions in economics and finance : a journal of applied mathematics
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
Europäische Hochschulschriften / 5
2
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ECONIS (ZBW)
230
RePEc
39
OLC EcoSci
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USB Cologne (EcoSocSci)
17
EconStor
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BASE
3
USB Cologne (business full texts)
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91
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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92
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
93
Estimation of risk measures for large credit portfolios
Hauptmann, Johannes
;
Olivares, Pablo
;
Zagst, Rudi
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 3-37
Persistent link: https://www.econbiz.de/10010386001
Saved in:
94
ILLIX : a new index for quantifying illiquidity
Friederich, Tim
;
Kraus, Carolin
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
34
(
2012
),
pp. 183-193
Persistent link: https://www.econbiz.de/10010340582
Saved in:
95
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
Saved in:
96
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
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97
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
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98
Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI
Zagst, Rudi
;
Kraus, Julia
-
2011
Persistent link: https://www.econbiz.de/10009126534
Saved in:
99
Responsible investing : verantwortlich investieren
Zagst, Rudi
;
Krimm, Theresa
;
Hörter, Steffen
; …
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10008757895
Saved in:
100
Impact of factor models on portfolio risk measures : a structural approach
Escobar, Marcos
;
Frielingsdorf, Tobias
;
Zagst, Rudi
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
2
,
pp. 47-79
Persistent link: https://www.econbiz.de/10009673647
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