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Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory
Viebig, Jan; Poddig, Thorsten - In: Journal of risk 13 (2010/11) 2, pp. 23-55
Persistent link: https://www.econbiz.de/10008807871
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Relative performance persistence of financial forecasting models and its economic implications
Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten - In: Journal of risk 18 (2016) 6, pp. 71-106
Persistent link: https://www.econbiz.de/10011620659
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Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael; Lüdemann, Stefan; Poddig, Thorsten - In: Journal of risk 18 (2016) 5, pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
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Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407