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Theory of Performance Particip...
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Portfolio-Management
82
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81
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68
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68
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19
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19
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16
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16
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14
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14
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14
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13
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13
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13
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12
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12
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10
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10
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English
144
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63
German
9
French
8
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Zagst, Rudi
152
Bertrand, Philippe
71
Escobar, Marcos
41
Prigent, Jean-Luc
32
Scherer, Matthias
14
Lichtenstern, Andreas
10
Seco, Luis
8
Götz, Barbara
7
Höcht, Stephan
7
Kolbe, Andreas
7
Lapointe, Vincent
6
Neykova, Daniela
6
Friederich, Tim
5
Glau, Kathrin
5
Kalin, Dieter
5
Braun, Reiner
4
Brunner, Bernhard
4
Engel, Nico
4
Hauptmann, Johannes
4
Hieber, Peter
4
Hofert, Marius
4
Kiesel, Rüdiger
4
Kraus, Julia
4
Krayzler, Mikhail
4
Min, Aleksey
4
Prigent, Jean-luc
4
Rauch, Johannes
4
Schmid, Bernd
4
Schmid, Wolfgang
4
Spies, Ben
4
Wahl, Markus
4
Huber, Michael
3
Kschonnek, Michel
3
Le Quy Duong
3
Mahlstedt, Mirco
3
Schlösser, Anna
3
Schöttle, Katrin
3
Werner, Ralf
3
Aigner, Philipp
2
Beyschlag, Georg
2
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
arXiv.org
2
Conference "Risk Management Reloaded" <2013, Garching-Hochbrück>
1
France / Convention nationale
1
Innovations in Insurance, Risk- and Asset Management <Veranstaltung> <2017, Garching b. München>
1
KPMG Center of Excellence in Risk Management
1
Risk Management Reloaded <2013, Garching>
1
World Scientific Publishing Co. Pte. Ltd.
1
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Finance : revue de l'Association Française de Finance
12
Applied mathematical finance
7
The journal of asset management
5
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
4
Financial markets and portfolio management
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of banking & finance
4
Applied Mathematical Finance
3
Finanzmarkt und Portfolio-Management
3
GREQAM Discussion Paper
3
International journal of business
3
International journal of theoretical and applied finance
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of Financial Transformation
3
Quantitative finance
3
Review of derivatives research
3
The journal of credit risk : published quarterly by Incisive Media
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annals of operations research
2
Computational Statistics
2
Decision making and risk/return optimization in financial economics
2
Decisions in economics and finance : a journal of applied mathematics
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
European journal of operational research : EJOR
2
Financial Markets and Portfolio Management
2
Financial analysts' journal : FAJ
2
International Journal of Financial Services Management
2
International Review of Financial Analysis
2
Journal of empirical finance
2
Journal of risk management in financial institutions
2
Mathematical Methods of Operations Research
2
Mathematics and financial economics
2
OR-Spektrum : quantitative approaches in management
2
Operations research perspectives
2
Papers / arXiv.org
2
Risks
2
Risks : open access journal
2
Springer Proceedings in Mathematics & Statistics
2
Springer proceedings in mathematics & statistics
2
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Source
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ECONIS (ZBW)
150
OLC EcoSci
33
RePEc
30
EconStor
5
USB Cologne (EcoSocSci)
5
Other ZBW resources
1
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151
Systemic risk
Hauptmann, Johannes
;
Zagst, Rudi
- In:
Quantitative financial risk management
,
(pp. 321-338)
.
2011
Persistent link: https://www.econbiz.de/10009301403
Saved in:
152
The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna
;
Zagst, Rudi
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
Saved in:
153
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:
154
Modeling and managing portfolios including listed private equity
Aigner, Philipp
;
Beyschlag, Georg
;
Friederich, Tim
; …
- In:
Computers & operations research : and their …
39
(
2012
)
4
,
pp. 753-764
Persistent link: https://www.econbiz.de/10010217448
Saved in:
155
A Fund of Hedge Funds Under Regime Switching
Saunders, David M.
;
Seco, Luis
;
Vogt, Christopher
; …
- In:
The journal of alternative investments
15
(
2012/13
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10009745288
Saved in:
156
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
Saved in:
157
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
Saved in:
158
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:
159
Responsible investing : verantwortlich investieren
Zagst, Rudi
;
Krimm, Theresa
;
Hörter, Steffen
; …
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10008757895
Saved in:
160
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:
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