The volatility target effect in investment-linked products with embedded American-type derivatives

Albeverio, S./ Steblovskaya, V. R./ Wallbaum, K. (2019)

Closed-End Formula for options linked to Target Volatility Strategies

Di Persio, L./ Prezioso, L./ Wallbaum, K. (2019)

Options on CPPI with guaranteed minimum equity exposure

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

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)

Linear and nonlinear market correlations: Characterizing financial crises and portfolio optimization

Haluszczynski, A. (2017)

Wir müssen in möglichst vielen Jahren gut aussehen

FONDS exklusiv

R. Hafner (2016)

Interview; Tail risk: Dark clouds on the horizon

RISK matters, Edition 8

Hafner, R. (2015)

Integration of climate risk into portfolio strategy

EGS matters, Issue 11

Hörter, S. (2015)

Smarter Approaches to Guarantees

Project M

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