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

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

De Vecchi C. and Scherer M.
On Expectiles and Almost Stochastic Dominance
Working Paper
2024

Azmaipharashvili, Nikoloz
Stock Market Regime Prediction Using Generalized Binary Regression with Copula-Based Link Functions
Masterarbeit
2024

Fan, Luyao
Severity Modeling of Cyber Risks
Masterarbeit
2024