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DateTitle Authors
2010 The uncertain mortality intensity framework: Pricing and hedging unit-linked life insurance contractsLi, Jing / Szimayer, Alexander
2009 Representations for optimal stopping under dynamic monetary utility functionalsKrätschmer, Volker / Schoenmakers, John G. M.
2010 Do Firms sell forward for Strategic Reasons? An Application to the Wholesale Market for Natural Gasvan Eijkel, Remco / Moraga, Jose Luis
2008 Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?Naszódi, Anna
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
2012 Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátilesCorona Dueñas, José Asunción
2009 Credit risk transfer and bank competitionHakenes, Hendrik / Schnabel, Isabel
2011 Testing the asset pricing model of exchange rates with survey dataNaszódi, Anna
2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: Test based on EUR/HUF option-implied densitiesCsávás, Csaba

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