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Technische Universität Braunschweig >
Institut für Finanzwirtschaft, Technische Universität Braunschweig >
Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig
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Showing items 1-21 of 41.
| Date | Title |
Authors |
| 2013 | An econometric analysis of the demand surge effect | Döhrmann, David / Gürtler, Marc / Hibbeln, Martin |
| 2013 | The optimality of heterogeneous tournaments | Gürtler, Marc / Gürtler, Oliver |
| 2013 | Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns | Gürtler, Marc / Rauh, Ronald |
| 2012 | Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity | Gürtler, Marc / Rauh, Ronald |
| 2012 | The impact of the financial crisis and natural catastrophes on CAT bonds | Gürtler, M. / Hibbeln, M. / Winkelvos, C. |
| 2012 | How smart are investors after the subprime mortgage crisis? Evidence from the securitization market | Gürtler, Marc / Hibbeln, Martin |
| 2012 | The interaction of explicit and implicit contracts: A signaling approach | Gürtler, Marc / Gürtler, Oliver |
| 2011 | Piecewise continuous cumulative prospect theory and behavioral financial engineering | Gürtler, Marc / Stolpe, Julia |
| 2011 | Pitfalls in modeling loss given default of bank loans | Hibbeln, Martin / Gürtler, Marc |
| 2011 | Inequality aversion and externalities | Gürtler, Marc / Gürtler, Oliver |
| 2010 | Implied rates of return, the discount rate effect, and market risk premia | Breuer, Wolfgang / Gürtler, Marc |
| 2010 | Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices | Ehlers, Stefan / Gürtler, Marc / Olboeter, Sven |
| 2009 | Markowitz versus Michaud: Portfolio optimization strategies reconsidered | Becker, Franziska / Gürtler, Marc / Hibbeln, Martin |
| 2009 | A non-stationary approach for financial returns with nonparametric heteroscedasticity | Gürtler, Marc / Kreiss, Jens-Peter / Rauh, Ronald |
| 2009 | Accuracy of premium calculation models for CAT bonds: An empirical analysis | Galeotti, Marcello / Gürtler, Marc / Winkelvos, Christine |
| 2009 | Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model | Gürtler, Marc / Rauh, Ronald |
| 2008 | Preisbildende Faktoren von privaten Immobilien | Gürtler, Marc / Rehan, Christine |
| 2008 | Quantitative forecast model for the application of the Black-Litterman approach | Becker, Franziska / Gürtler, Marc |
| 2007 | Measuring concentration risk for regulatory purposes | Gürtler, Marc / Hibbeln, Martin / Vöhringer, Clemens |
| 2007 | Analysts' dividend forecasts, portfolio selection, and market risk premia | Breuer, Wolfgang / Feilke, Franziska / Gürtler, Marc |
| 2006 | Coherent banking capital and optimal credit portfolio structure | Breuer, Wolfgang / Gürtler, Marc |
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