Recent Publications

Options on CPPI with guaranteed minimum equity exposure

Di Persio, L./ Olivia, I./ Wallbaum, K. (2019)

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The Volatility Target Effect in Structured Investment Products with Capital Protection

in Review of Derivatives Research, Vol. 2/2018

Albeverio, S./ Steblovskaya, V. R./ Wallbaum, K. (2018)


The Decumulation Opportunity

Analysis of today´s Retirement Income Challenges and Development of Holistic Solutions

Wallbaum, K. (2017)

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Smarter Approaches to Guarantees

Project M

Brunner, B., Krayzler, M. (2015)

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