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| Publikationen 2004 |
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Hafner, R./ Bernhard B. (2004), Hedge Funds als Bestandteil der Strategischen Asset Allokation?, Working Paper, wp 04-03 |
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Schmid, B./Zagst, R./Stefan, A. (2004), Empirical Evaluation of Hybrid Defaultable Bond Pricing Models, Working Paper, wp 04-02 |
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Hafner, R. (2004): Stochastic Implied Volatility
Lecture Notes in Economics and Mathematical Systems, Vol. 545, Springer, Heidelberg |
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Rohweder, H./Hafner, R. (2004), Investmentbranche reagiert auf veränderte Anlegerbedürfnisse, Börsenzeitung, Sonderbeilage: Asset Management, 26.06.2004 |
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Rohweder, H./Hafner, R. (2004), Absolute Return-Strategien: Definition, Abgrenzung
und Klassifizierung, dbi | Allianz Dresdner Asset Management |
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Brunner, B. (2004): Marktgerechte Bewertung von Optionen,
DUV, Wiesbaden |
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Schmitt, C. (2004), Asset Liability Management in the pensions market,
Central and Eastern European pensions: Reform trends and opportunities,
Allianz Dresdner Asset Management AG (März 2004) |
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Schmid, B. (2004): Credit Risk Pricing Models
Springer Finance, Springer, Heidelberg |
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Kalin, D./Zagst, R. (2004), Portfolio Optimization Under Liquidity Costs, Working Paper, wp 04-01 |
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Improving the most general methodology to create a
valid correlation matrix,
Risk Analysis IV, Management Information Systems, Vol.9, Wessex (2004)
(Schöttle, K./ Werner, R.) |
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