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A simple measure of bond convexity with applications
Zimmermann, Heinz - 1988
Persistent link: https://www.econbiz.de/10000764883
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On surplus shortfall constraints
Jaeger, Stefan; Zimmermann, Heinz - 1995
Persistent link: https://www.econbiz.de/10000577706
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On the credibility of the Euro/Swiss Franc floor : a financial market perspective
Zimmermann, Heinz; Hertrich, Markus - 2015
The sheer existence of EUR/CHF put options with strike prices below the EUR/CHF 1.20 floor, trading at non-zero cost, challenged the full credibility of the Swiss National Bank (SNB) in enforcing the lower barrier implemented in September 6, 2011 and abandoned on January 15, 2015. We estimate...
Persistent link: https://www.econbiz.de/10011569649
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Corporate Governance, Unternehmensbewertung und Wettbewerb : eine Untersuchung für die Schweiz ; Diskussionsbeitrag für das Ottobeuren-Seminar, 13.-15. September 2004
Beiner, Stefan; Drobetz, Wolfgang; Schmid, Markus M.; … - Wirtschaftswissenschaftliches Seminar <34, 2004, Ottobeuren> - 2004
Persistent link: https://www.econbiz.de/10011570425
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Correcting alpha misattribution in portfolio sorts
Hoechle, Daniel; Schmid, Markus M.; Zimmermann, Heinz - 2018 - This version: June 2018
Persistent link: https://www.econbiz.de/10011905975
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Measuring long-term performance : a regression based generalization of the calendar time portfolio approach
Hoechle, Daniel; Schmid, Markus M.; Zimmermann, Heinz - 2012
Persistent link: https://www.econbiz.de/10010409214
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The relationship between risk-premium and convenience-yield models
Markert, Viola (contributor); Zimmermann, Heinz (contributor) - 2007
Persistent link: https://www.econbiz.de/10003666365
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On surplus shortfall constraints
Jaeger, Stefan - 1995
Persistent link: https://www.econbiz.de/10013452482