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DateTitle Authors
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and VolatilityCakmakli, Cem / van Dijk, Dick
2010 Risk Aversion under Preference UncertaintyKraeussl, Roman / Lucas, Andre / Siegmann, Arjen
2011 CDOs and the Financial Crisis: Credit Ratings and Fair PremiaWojtowicz, Marcin
2007 Modelling volatilities and conditional correlations in futures markets with a multivariate t distributionPesaran, Bahram / Pesaran, Mohammad Hashem
2014 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix / Kempf, Alexander / Korn, Olaf
2014 Portfolio optimization using forward-looking informationKempf, Alexander / Korn, Olaf / Saßning, Sven
2011 Hedge ratios for short and leveraged ETFsSchubert, Leo
2014 Life insurance demand under health shock riskKraft, Holger / Schendel, Lorenz S. / Steffensen, Mogens
2004 The Wealth of Mexican AmericansHildebrand, Vincent A. / Cobb-Clark, Deborah A.

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