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Market pricing of credit-linked notes : the case of structured products in Germany
Rathgeber, Andreas W.; Wang, Yun - In: The journal of credit risk : published quarterly by … 7 (2011/12) 4, pp. 73-101
Persistent link: https://www.econbiz.de/10009424788
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Modeling share returns : an empirical study on the Variance Gamma model
Rathgeber, Andreas W.; Stadler, Johannes; Stöckl, Stefan - In: Journal of economics and finance 40 (2016) 4, pp. 653-682
Persistent link: https://www.econbiz.de/10011659065
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Do stock markets react to soccer games? : a meta-regression analysis
Geyer-Klingeberg, Jerome; Hang, Markus; Walter, Matthias; … - In: Applied economics 50 (2018) 19, pp. 2171-2189
Persistent link: https://www.econbiz.de/10011850114
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Optionsbewertung unter Lévy-Prozessen : eine Analyse für den deutschen Aktienindex
Rathgeber, Andreas W. - In: Kredit und Kapital 40 (2007) 3, pp. 451-484
Persistent link: https://www.econbiz.de/10003564452
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Determinanten erwarteter Renditen am deutschen Aktienmarkt : eine empirische Untersuchung anhand ausgewählter Kennzahlen
Wallmeier, Martin - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 52 (2000) 1, pp. 27-57
Persistent link: https://www.econbiz.de/10001473949
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Unternehmensbewertung mit Discounted Cash-Flow-Methoden und dem Economic Value-Added-Konzept
Steiner, Manfred; Wallmeier, Martin - In: Finanz-Betrieb : FB ; Zeitschrift für … 1 (1999) 5, pp. 1-10
Persistent link: https://www.econbiz.de/10001416553
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Portfolio Overlapping Bias in Tests of the Fama and French Three-Factor Model
Wallmeier, Martin - 2014
In the three-factor model of Fama and French (1993), portfolio returns are explained by the factors Small Minus Big (SMB) and High Minus Low (HML) which capture returns related to firm capitalization (size) and the book-to-market ratio (B/M). In the standard approach of the model, both the test...
Persistent link: https://www.econbiz.de/10013065157
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A high-frequency investigation of the interaction between volatility and DAX returns
Masset, Philippe; Wallmeier, Martin - In: European financial management : the journal of the … 16 (2010) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10003989790
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Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin; Diethelm, Martin - In: The journal of futures markets 32 (2012) 5, pp. 431-458
Persistent link: https://www.econbiz.de/10010218781