Supermodels

in Risk matters Edition 7; Allianz Global Investors, p. 16-21

Mader, W./ Wiehenkamp, C. (2015)

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Optimal Portfolio Allocation with Asian Hedge Funds and Asian REITs

accepted for publication in: International Journal of Services Sciences

Höcht, S./Ng, K.H./Wolf, J./Zagst, R. (2008)

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Pension Fund Regulation and Risk Management

OECD Private Pension Series, "Protecting Pensions: Policy Analysis and Examples from OECD Countries", No. 8, Chapter 4

Blome, S./Fachinger, K./Franzen, D./Scheuenstuhl, G./Yermo, J. (2007)

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Asset Allocation with Credit Instruments

Working Paper, submittet to: The Journal of Risk

Kalemanova, A./Mayer, B./Zagst, R. (2007)

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Basel II - Mindestanforderungen: Alternativen bei der Unterlegung von Verbriefungen

Zeitschrift für das gesamte Kreditwesen, 5/2006, pp. 232-237

Mader, W./Miehle, Ch. (2006)

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Hedge Funds als Bestandteil der Strategischen Asset Allokation?

Working Paper, wp 04-03

Hafner, R./ Bernhard B. (2004)

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Portfolio Optimization Under Liquidity Costs

Working Paper, wp 04-01

Kalin, D./Zagst, R. (2004)

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Portfolio Optimization under Credit Risk

Journal of Computational Statistics, Vol.18, No.3, pp. 317-338

Kehrbaum, J./Schmid, B./Zagst, R. (2003)

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