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| Aktuelle Publikationen |
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Scheuenstuhl, G./Blome, S./Brunner, B./Börger, M./Krayzler, M./Artinger, H. (2012) „Longevity Risk with Pension Systems. (A Background Paper to the OECD Policy Report)”. Working Paper, Januar 2012 |
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Hörter, S. (2011), „Rendite ohne Reue reloaded - Nachhaltigkeit und Rendite sind kein Widerspruch”, in Allianz Global Investors Publikationsreihe PortfolioPraxis:Akademie
(April 2011) |
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Schlösser, A./Zagst, R. (2011), „The crash-NIG copula model: risk measurement and management of credit portfolios.”,erscheint in Journal of Risk Management in Financial Institutions, Volume 4, Number 4, 2011 |
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Menzinger, B./ Schlösser, A./ Zagst, R. (2010), „Asset allocation with credit instruments“, in “Alternative Investment and Strategies”, World Scientific Books |
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Schlösser, A. (2010), „Pricing and risk management of synthetic CDOs.” Springer, Lecture Notes in Economic and Mathematical Systems”,
ISBN-10: 3642156088 |
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Zagst, R./Krimm, T./Hörter, S./Menzinger, B. (2010), "Responsible Investing"
FinanzBuch Verlag (www.finanzbuchverlag.de) |
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Moch, M.. (2010), "Dynamic Stochastic Optimization with Applications in Finance", VDM Verlag Dr. Müller |
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Hörter, S. (2010), "Rendite ohne Reue",
in Allianz Global Investors Publikationsreihe PortfolioPraxis
(November 2010) |
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Hörter, S./Scheuenstuhl, G. (2010), "The pensions risk challenge",
in Investment & Pensions Europe (Oktober 2010) |
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Hafner, R./Mader, W.(2010), "Advanced Return-Strategien im Niedrigzinsumfeld", in Allianz Global Investors Publikationsreihe PortfolioPraxis
(Oktober 2010) |
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Hörter, S./Mader, W./Menzinger, B. (2010), "Nachhaltige Investments im Portfoliokontext", Absolut|report, Ausgabe 1, 2010, Jg. 9, S. 18-25,
(www.absolut-report.de) |
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Scheuenstuhl, G./Blome, S./Mader, W./Karim, D./Friederich, T. (2010), "Assessing Investment Strategies for Defined Contribution Pension Plans under various Payout Options", A Background Paper to the OECD Policy Report |
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El Moufatich, F./Haitof, H./Willutzky, S. (2010), "High Performance Computing and Economic Scenario Generation: Integrating Expert Forecasts into Plane Price Modeling as an Example", Working Paper |
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Mader, W./Treu, S./Willutzky, S. (2010), "Alternative Real Assets in a Portfolio Context", Working Paper |
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Hörter, S./Mader, W./Menzinger, B. (2010), "E.S.G Risk Factors in a Portfolio Context - Integrated Modeling of Environmental, Social and Governance Risk Factors", An Innovative Study for Institutional Inverstors.
Zugehöriger Artikel: "Study finds ESG Delivers Financial Benefit", in Project M, # 04, 3/2009, S. 52-54 |
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Schulz, M./Steiner, M. (2009), "Die Verfahrensheterogenität in der Performance-Messung von Anlageportfolios - Ein Überblick über traditionelle und moderne Maße sowie aktuelle Trends", in Journal für Betriebswirtschaft, Vol. 59, No. 2-3, November 2009,
S. 95-122 (Springer Verlag, Heidelberg) |
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Hörter, S. (2009), "Risk ranks top of sponsors' agendas", in Pensions Week (07.09.09) |
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Hafner, R./Korn, M./Stephan, T. (2009), "Moderne Risikomanagementkonzepte für institutionelle Anleger", in Zeitschrift für das gesamte Kreditwesen, 16, 2009, S. 36-39 (www.kreditwesen.de) |
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Brunner, B./Krayzler, M. (2009), The Variable Annuities Dilemma: How to redesign hedging strategies without deterring rising demand, Working Paper |
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Hafner, R. (2009), "Vom Umgang mit Schwarzen Schwänen", in Allianz Global Investors Publikationsreihe PortfolioPraxis
(August 2009) |
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Stephan, T./Hafner, R. (2009), "Mit Risikosteuerung durch die Finanzmarktkrise", in Börsenzeitung Nr. 148 vom 06.08.2009 auf Seite 14 |
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Hafner, R./Heiden, M. (2009), "Statistical Analysis of Commodity Futures Returns", in The Handbook of Commodity Investing (Wiley) |
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Schmid, B ./Zagst, R./Antes, St./El Moufatich, F. (2009), "Modeling and Pricing of Credit Derivatives Using Macro-Economic Information", Working Paper |
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