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Brummer, L.; Wahl, M.; Zagst, R.
Liability Driven Investments with a Link to Behavioral Finance
275 - 311
Innovations in Insurance, Risk- and Asset Management
In: Glau, K.; Linders, D.; Min, A.; Scherer, M.; Schneider, L.; Zagst, R. (Eds.)
World Scientific
2018

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Steinrücke, L.; Swishchuk, A.; Zagst, R.
The LIBOR Market Model: A Markov-switching Jump Diffusion Extension
85-116
Hidden Markov Models in Finance: Further Developments and Applications
Elliot, R.; Mamon, R.
Springer US
2014

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Ng, K.H.; Zagst, R.; Höcht, S.; Wolf, J.
Optimal Portfolio Allocation with Asian Hedge Funds and Asian Reits
-
International Conference on Management Innovation
Universe Academic Press
2007

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Mai, J.-F.; Scherer, M; Zagst, R.
CIID Default Models and Implied Copulas
201-230
Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012
Springer Verlag
2012

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Zagst, R.
Mehrstufige Konsum- und Investmentplanung
133-143
Asset Management
Frick R., P. Gantenbein and P. Reichling
Haupt-Verlag
2012

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Menzinger, B.; Schloesser, A.; Zagst, R.
Asset Allocation with Credit Instruments
-
Alternative Assets and Strategies
Kiesel R., M. Scherer, and R. Zagst
World Scientific, Singapore
2010

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Hauptmann, J.; Zagst, R.
Wu, D.D.
Systemic Risk
-
Quantitative Financial Risk Management
Springer-Verlag, Berlin
2011

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Escobar, M.; Krämer, S.; Scheibl, F.; Seco, L.; Zagst, R.
Hedge Funds as Knock-out Options
1-15
Contemporary Mathematics (Mathematics in Finance), Vol.515
Menéndez, S.C.; F Pérez, J.L.
American Mathematical Society
2010

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Hross, S.; Vogt, C.; Zagst, R.
Socially Responsible Investments
3-20
Alternative Assets and Strategies
Kiesel, R.; Scherer, M.; Zagst, R.
World Scientific, Singapore
2010

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Scherer, M.; Zagst, R.
Modeling and pricing credit derivatives
111-146
Contemporary Mathematics (Mathematics in Finance)
Menéndez, S.C.; F Pérez, J.L.
American Mathematical Society
2010