Benutzer: Gast  Login
Sortieren nach:
und:
weiter

Krause, D.; Scherer, M.; Schwinn, J.; Werner, R.
Membership testing for Bernoulli and tail-dependence matrices
Working Paper
2017
Brigo, D.; Mai, J.-F.; Scherer, M.; Sloot, H.
Consistent iterated simulation of multivariate defaults: Markov indicators, lack of memory, extreme-value copulas, and Marshall-Olkin
Working Paper
2017
Brummer, L.; Wahl, M.; Zagst, R.
Liability Driven Investments with a Link to Behavioral Finance
Working Paper, submitted for publication
2017
Durante, F.; Puccetti, G.; Scherer, M.; Vanduffel, S.
My introduction to copulas - An interview with Roger Nelsen
Dependence Modeling
2017
5
88-98
Ivanov, E.; Min, A.; Ramsauer, F.
Copula-Based Factor Models for Multivariate Asset Returns
Econometrics
2017
Bertrand, P.; Kraus, J.; Zagst, R.
Option-Based Performance Participation
Working Paper, Submitted for Publication
2017
Fernández, L.; Scherer; M.
Emil J. Gumbel’s last course on the “Statistical Theory of Extreme Values”: A conversation with Tuncel M. Yegulalp
Extremes
2017
Hoehn, V.; Escobar, M.; Seco, L.; Zagst, R.
Optimal fee structures in hedge funds
Working Paper, Submitted for Publication
2017
Bergen, V.; Escobar, M.; Rubtsov, A.; Zagst, R.
Robust Multivariate Portfolio Choice With Stochastic Covariance In Presence Of Ambiguity
Working Paper, Submitted for Publication
2017
Zagst, R; Zou, B.
Optimal investment with transaction costs under cumulative prospect theory in discrete time
Mathematics and Financial Economics, accepted for publication
2017
Sortieren nach:
und:
weiter