Browsing All of EconStor by Author Gürtler, Marc


Showing results 21 to 40 of 45
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Year of PublicationTitleAuthor(s)
2006Einsatz inflationsindexierter Anleihen im Asset-Liability-ManagementFeilke, Franziska; Gürtler, Marc; Hibbeln, Martin
2007Analysts' dividend forecasts, portfolio selection, and market risk premiaBreuer, Wolfgang; Feilke, Franziska; Gürtler, Marc
2007Measuring concentration risk for regulatory purposesGürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens
2008Preisbildende Faktoren von privaten ImmobilienGürtler, Marc; Rehan, Christine
2008Crunch time: A policy to avoid the announcement effect when terminating a subsidyGürtler, Marc; Sieg, Gernot
2008Quantitative forecast model for the application of the Black-Litterman approachBecker, Franziska; Gürtler, Marc
2009A non-stationary approach for financial returns with nonparametric heteroscedasticityGürtler, Marc; Kreiss, Jens-Peter; Rauh, Ronald
2009Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series modelGürtler, Marc; Rauh, Ronald
2009Accuracy of premium calculation models for CAT bonds: An empirical analysisGaleotti, Marcello; Gürtler, Marc; Winkelvos, Christine
2009Markowitz versus Michaud: Portfolio optimization strategies reconsideredBecker, Franziska; Gürtler, Marc; Hibbeln, Martin
2010Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx IndicesEhlers, Stefan; Gürtler, Marc; Olboeter, Sven
2010Implied rates of return, the discount rate effect, and market risk premiaBreuer, Wolfgang; Gürtler, Marc
2011Pitfalls in modeling loss given default of bank loansHibbeln, Martin; Gürtler, Marc
2011Piecewise continuous cumulative prospect theory and behavioral financial engineeringGürtler, Marc; Stolpe, Julia
2011Inequality aversion and externalitiesGürtler, Marc; Gürtler, Oliver
2012How smart are investors after the subprime mortgage crisis? Evidence from the securitization marketGürtler, Marc; Hibbeln, Martin
2012Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticityGürtler, Marc; Rauh, Ronald
2012The interaction of explicit and implicit contracts: A signaling approachGürtler, Marc; Gürtler, Oliver
2013An econometric analysis of the demand surge effectDöhrmann, David; Gürtler, Marc; Hibbeln, Martin
2013Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returnsGürtler, Marc; Rauh, Ronald