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Content
2013
- IF44V2 Insured loss inflation: How natural catastrophes affect reconstruction costs
by Döhrmann, David & Gürtler, Marc & Hibbeln, Martin
- IF44V1 An econometric analysis of the demand surge effect
by Döhrmann, David & Gürtler, Marc & Hibbeln, Martin
- IF43V1 Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns
by Gürtler, Marc & Rauh, Ronald
- IF42V1 The optimality of heterogeneous tournaments
by Gürtler, Marc & Gürtler, Oliver
2012
2011
2010
2009
- IF32V2 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
by Gürtler, Marc & Rauh, Ronald
- IF31V2 A non-stationary approach for financial returns with nonparametric heteroscedasticity
by Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald
- IF30V3 Markowitz versus Michaud: Portfolio optimization strategies reconsidered
by Becker, Franziska & Gürtler, Marc & Hibbeln, Martin
- IF29V4 Accuracy of premium calculation models for CAT bonds: An empirical analysis
by Galeotti, Marcello & Gürtler, Marc & Winkelvos, Christine
2008
2007
2006
- FW24V2 Crunch time: The optimal policy to avoid the "Announcement Effect" when terminating a subsidy
by Gürtler, Marc & Sieg, Gernot
- FW23V1 Einflussfaktoren von Immobilienpreisen bei Renditeobjekten
by Fest, Martin & Gürtler, Marc & Heithecker, Dirk
- FW22V2 Einsatz inflationsindexierter Anleihen im Asset-Liability-Management
by Feilke, Franziska & Gürtler, Marc & Hibbeln, Martin
- FW21V2 Coherent banking capital and optimal credit portfolio structure
by Breuer, Wolfgang & Gürtler, Marc
- FW20V4 Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?
by Gürtler, Marc & Heithecker, Dirk & Hibbeln, Martin
2005
- FW19V2 Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model
by Gürtler, Marc & Heithecker, Dirk
- FW18V1 Der Haftungsbeitrag des Eigenkapitals bei Kreditgeschäften im Rahmen der Marktzinsmethode
by Gürtler, Marc & Heithecker, Dirk
- FW17V4 Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation
by Breuer, Wolfgang & Gürtler, Marc
- FW16V2 Sicherheitenoptimierung im IRB-Modell von Basel II: Die adäquate Anrechnung von Bürgschaften
by Gürtler, Marc & Heithecker, Dirk
- FW15V2 Systematic credit cycle risk of financial collaterals: Modelling and evidence
by Gürtler, Marc & Heithecker, Dirk
- FW13V3 Das Qualitätsmanagement und Ratingindikatoren von SDAX Unternehmen
by Gürtler, Marc & Schunck, Stefan
2004
- FW11V3 Two-Fund separation and positive marginal utility
by Breuer, Wolfgang & Gürtler, Marc
- FW10V3 The equity premium puzzle and emotional asset pricing
by Gürtler, Marc & Hartmann, Nora
- FW09V1 Gründungsfinanzierung und beschränkte Rationalität
by Gürtler, Marc & Hartmann, Nora
- FW08V3 Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II
by Gürtler, Marc & Heithecker, Dirk
- FW07V1 Der Loss Given Default und die Behandlung erwarteter Verluste im Baseler IRB-Ansatz
by Gürtler, Marc & Heithecker, Dirk
- FW06V4 Investors' direct stock holdings and performance evaluation for mutual funds
by Breuer, Wolfgang & Gürtler, Marc
2003
2002
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