Buchbeiträge

  1. K. Schöttle, R. Werner, R. Zagst, 2010. Robustification of Bayesian Portfolio Allocation. In K. Böcker (ed.), Rethinking Risk Measurement and Reporting: Volume I, Risk Books.
  2. M. Spangler, R. Werner, 2010. Potential future market risk. In D. Rösch, H. Scheule (eds.), Model Risk – Identification, Measurement and Management, pp 315 – 337, Risk Books.
  3. K. Schöttle, R. Werner, 2010. On the benefits of robust asset allocation for CPPI strategies. In R. Kiesel, M. Scherer, R. Zagst (eds.), Alternative Investments and Strategies, pp 289 – 320, World Scientific.
  4. R. Hafner, A. Pütz, R. Werner, 2003. Index tracking under transaction costs: rebalancing passive portfolios. The Euromoney, Global Portfolio Trading Handbook.
  5. R. Werner, 2002. A First Approach to Robust Parameter Estimation in the Hull-White Model. RiskLab Germany Solutions Series 3/2002.

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