Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 42
Year of PublicationTitleAuthor(s)
2013 Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returnsGürtler, Marc; Rauh, Ronald
2013 The optimality of heterogeneous tournamentsGürtler, Marc; Gürtler, Oliver
2013 An econometric analysis of the demand surge effectDöhrmann, David; Gürtler, Marc; Hibbeln, Martin
2013 Insured loss inflation: How natural catastrophes affect reconstruction costsDöhrmann, David; Gürtler, Marc; Hibbeln, Martin
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 The interaction of explicit and implicit contracts: A signaling approachGürtler, Marc; Gürtler, Oliver
2012 How smart are investors after the subprime mortgage crisis? Evidence from the securitization marketGürtler, Marc; Hibbeln, Martin
2011 Pitfalls in modeling loss given default of bank loansHibbeln, Martin; Gürtler, Marc
2011 Piecewise continuous cumulative prospect theory and behavioral financial engineeringGürtler, Marc; Stolpe, Julia
2011 Inequality aversion and externalitiesGürtler, Marc; Gürtler, Oliver
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
2010 Implied rates of return, the discount rate effect, and market risk premiaBreuer, Wolfgang; Gürtler, Marc
2009 Markowitz versus Michaud: Portfolio optimization strategies reconsideredBecker, Franziska; Gürtler, Marc; Hibbeln, Martin
2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series modelGürtler, Marc; Rauh, Ronald
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
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
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 42
Also listed in RePEc / EconPapers