Zhang, Yifan
A GARCH-Based Framework for Optimizing Sustainable Investment Portfolios
Masterarbeit
2025

Fuchs, Lorenz
Assessing Loan Performance in Mortgage-Backed Securities: The Impact of Risk Retention Rules
Masterarbeit
2025

Wagenblast, Ludger
Practical portfolio selection based on alternative norms
Masterarbeit
2024

Smutkowski, Tobias Rachall
Target Volatility Strategies
Masterarbeit
2024

Khemka G., Lim W. and Zagst R.
Constant Proportion Performance Participation
2025

Altheimer J., Han L., Trueck S. and Zagst R.
Financial Innovation in Retail Electricity Markets: Residential Solar and Battery Power Purchase Agreements
2024

Altheimer J., S. Truck, Zagst R. and Zhang J.
A Stationary Bootstrap Approach to Simulating Rooftop Solar PV Generation and Electricity Consumption from Households
2024

Escobar M., Havrylenko Y. and R. Zagst
Value-at-Risk Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
2025

De Vecchi, C. and Scherer, M.
Pricing Insurance Contracts with an Existing Portfolio as Background Risk
Working Paper
2023

Stickling, Franziska (FIM)
Forest Carbon Sequestration Potential: The Economics of a Forest Carbon Model
2024