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Theory of Performance Particip...
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Portfolio-Management
69
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68
Theorie
61
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61
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16
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16
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15
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15
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155
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English
139
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63
German
9
French
8
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Zagst, Rudi
148
Bertrand, Philippe
70
Escobar, Marcos
38
Prigent, Jean-Luc
31
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
Kraus, Julia
4
Krayzler, Mikhail
4
Min, Aleksey
4
Prigent, Jean-luc
4
Rauch, Johannes
4
Schmid, Bernd
4
Schmid, Wolfgang
4
Wahl, Markus
4
Huber, Michael
3
Mahlstedt, Mirco
3
Schlösser, Anna
3
Schöttle, Katrin
3
Werner, Ralf
3
Aigner, Philipp
2
Beyschlag, Georg
2
Deelstra, Griselda
2
Dumais, Jean
2
Ernst, Cornelia
2
Friedrich, Tim
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
11
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
Mathematics and financial economics
2
OR-Spektrum : quantitative approaches in management
2
Papers / arXiv.org
2
Risks
2
Risks : open access journal
2
Springer Proceedings in Mathematics & Statistics
2
Springer proceedings in mathematics & statistics
2
The Chinese economy
2
The European journal of finance
2
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Source
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ECONIS (ZBW)
146
OLC EcoSci
33
RePEc
30
USB Cologne (EcoSocSci)
5
EconStor
4
Other ZBW resources
1
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171
B: OPTIMAL ALLOCATION - Portfolio optimization: Volatility constraints versus shortfall constraints Bc:230
Kalin, Dieter
;
Zagst, Rudi
- In:
Operations research, Management science : OR MS ; the …
39
(
1999
)
5
,
pp. 511-512
Persistent link: https://www.econbiz.de/10006517956
Saved in:
172
Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation
Kolbe, Andreas
;
Zagst, Rudi
- In:
Applied mathematical finance
16
(
2009
)
5
,
pp. 401-428
Persistent link: https://www.econbiz.de/10008329413
Saved in:
173
Modeling the evolution of implied CDO correlations
Hofert, Marius
;
Scherzer, Matthias
;
Zagst, Rudi
- In:
Financial markets and portfolio management
24
(
2010
)
3
,
pp. 289-308
Persistent link: https://www.econbiz.de/10008450307
Saved in:
174
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-245
Persistent link: https://www.econbiz.de/10008638176
Saved in:
175
Valuation of reverse mortgages under (limited) default risk
Kolbe, Andreas
;
Zagst, Rudi
- In:
The European journal of finance
16
(
2010
)
4
,
pp. 305-328
Persistent link: https://www.econbiz.de/10008421078
Saved in:
176
Integrated portfolio management with options
Scheuenstuhl, Gerhard
;
Zagst, Rudi
- In:
European journal of operational research : EJOR
185
(
2008
)
3
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10007895496
Saved in:
177
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/10009883703
Saved in:
178
Asset liability management in financial planning
Höchst, Stephan
;
Hwa, Ng Kah
;
Rösch, Christoph G.
; …
- In:
The journal of wealth management
11
(
2008/09
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10009886566
Saved in:
179
HEDGE FUND PERFORMANCE - A FUND OF HEDGE FUNDS UNDER REGIME SWITCHING
Saunders, David
;
Seco, Luis
;
Vogt, Christofer
;
Zagst, Rudi
- In:
The journal of alternative investments
15
(
2013
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10010107450
Saved in:
180
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/10010168914
Saved in:
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