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

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

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

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

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

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

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

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

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

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