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Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig

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Showing items 1-21 of 42.

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DateTitle Authors
2013 Insured loss inflation: How natural catastrophes affect reconstruction costsDöhrmann, David / Gürtler, Marc / Hibbeln, Martin
2013 An econometric analysis of the demand surge effectDöhrmann, David / Gürtler, Marc / Hibbeln, Martin
2013 The optimality of heterogeneous tournamentsGürtler, Marc / Gürtler, Oliver
2013 Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returnsGürtler, Marc / Rauh, Ronald
2012 Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticityGürtler, Marc / Rauh, Ronald
2012 The impact of the financial crisis and natural catastrophes on CAT bondsGürtler, M. / Hibbeln, M. / Winkelvos, C.
2012 How smart are investors after the subprime mortgage crisis? Evidence from the securitization marketGürtler, Marc / Hibbeln, Martin
2012 The interaction of explicit and implicit contracts: A signaling approachGürtler, Marc / Gürtler, Oliver
2011 Piecewise continuous cumulative prospect theory and behavioral financial engineeringGürtler, Marc / Stolpe, Julia
2011 Pitfalls in modeling loss given default of bank loansHibbeln, Martin / Gürtler, Marc
2011 Inequality aversion and externalitiesGürtler, Marc / Gürtler, Oliver
2010 Implied rates of return, the discount rate effect, and market risk premiaBreuer, Wolfgang / Gürtler, Marc
2010 Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx IndicesEhlers, Stefan / Gürtler, Marc / Olboeter, Sven
2009 Markowitz versus Michaud: Portfolio optimization strategies reconsideredBecker, Franziska / Gürtler, Marc / Hibbeln, Martin
2009 A non-stationary approach for financial returns with nonparametric heteroscedasticityGürtler, Marc / Kreiss, Jens-Peter / Rauh, Ronald
2009 Accuracy of premium calculation models for CAT bonds: An empirical analysisGaleotti, Marcello / Gürtler, Marc / Winkelvos, Christine
2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series modelGürtler, Marc / Rauh, Ronald
2008 Preisbildende Faktoren von privaten ImmobilienGürtler, Marc / Rehan, Christine
2008 Quantitative forecast model for the application of the Black-Litterman approachBecker, Franziska / Gürtler, Marc
2007 Measuring concentration risk for regulatory purposesGürtler, Marc / Hibbeln, Martin / Vöhringer, Clemens
2007 Analysts' dividend forecasts, portfolio selection, and market risk premiaBreuer, Wolfgang / Feilke, Franziska / Gürtler, Marc
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