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Working Papers
from Technische Universität Braunschweig, Institute of Finance EDIRC .
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IF44V1: An econometric analysis of the demand surge effect
David Döhrmann , Marc Gürtler and Martin Hibbeln IF43V1: Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns
Marc Gürtler and Ronald Rauh IF42V1: The optimality of heterogeneous tournaments
Marc Gürtler and Oliver Gürtler IF41V1: Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity
Marc Gürtler and Ronald Rauh IF40V1: The impact of the financial crisis and natural catastrophes on CAT bonds
M. Gürtler , M. Hibbeln and C. Winkelvos IF39V1: How smart are investors after the subprime mortgage crisis? Evidence from the securitization market
Marc Gürtler and Martin Hibbeln IF38V1: The interaction of explicit and implicit contracts: A signaling approach
Marc Gürtler and Oliver Gürtler IF37V1: Piecewise continuous cumulative prospect theory and behavioral financial engineering
Marc Gürtler and Julia Stolpe IF36V1: Inequality aversion and externalities
Marc Gürtler and Oliver Gürtler IF35V1: Pitfalls in modeling loss given default of bank loans
Martin Hibbeln and Marc Gürtler IF34V1: Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices
Stefan Ehlers , Marc Gürtler and Sven Olboeter IF33V3: Implied rates of return, the discount rate effect, and market risk premia
Wolfgang Breuer and Marc Gürtler IF32V2: Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
Marc Gürtler and Ronald Rauh IF31V2: A non-stationary approach for financial returns with nonparametric heteroscedasticity
Marc Gürtler , Jens-Peter Kreiss and Ronald Rauh IF30V3: Markowitz versus Michaud: Portfolio optimization strategies reconsidered
Franziska Becker , Marc Gürtler and Martin Hibbeln IF29V4: Accuracy of premium calculation models for CAT bonds: An empirical analysis
Marcello Galeotti , Marc Gürtler and Christine Winkelvos IF28V1: Preisbildende Faktoren von privaten Immobilien
Marc Gürtler and Christine Rehan IF27V2: Quantitative forecast model for the application of the Black-Litterman approach
Franziska Becker and Marc Gürtler IF26V4: Measuring concentration risk for regulatory purposes
Marc Gürtler , Martin Hibbeln and Clemens Vöhringer FW25V2: Analysts' dividend forecasts, portfolio selection, and market risk premia
Wolfgang Breuer , Franziska Feilke and Marc Gürtler FW24V2: Crunch time: The optimal policy to avoid the "Announcement Effect" when terminating a subsidy
Marc Gürtler and Gernot Sieg FW23V1: Einflussfaktoren von Immobilienpreisen bei Renditeobjekten
Martin Fest , Marc Gürtler and Dirk Heithecker FW22V2: Einsatz inflationsindexierter Anleihen im Asset-Liability-Management
Franziska Feilke , Marc Gürtler and Martin Hibbeln FW21V2: Coherent banking capital and optimal credit portfolio structure
Wolfgang Breuer and Marc Gürtler FW20V4: Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?
Marc Gürtler , Dirk Heithecker and Martin Hibbeln FW19V2: Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model
Marc Gürtler and Dirk Heithecker FW18V1: Der Haftungsbeitrag des Eigenkapitals bei Kreditgeschäften im Rahmen der Marktzinsmethode
Marc Gürtler and Dirk Heithecker FW17V4: Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation
Wolfgang Breuer and Marc Gürtler FW16V2: Sicherheitenoptimierung im IRB-Modell von Basel II: Die adäquate Anrechnung von Bürgschaften
Marc Gürtler and Dirk Heithecker FW15V2: Systematic credit cycle risk of financial collaterals: Modelling and evidence
Marc Gürtler and Dirk Heithecker FW13V3: Das Qualitätsmanagement und Ratingindikatoren von SDAX Unternehmen
Marc Gürtler and Stefan Schunck FW11V3: Two-Fund separation and positive marginal utility
Wolfgang Breuer and Marc Gürtler FW10V3: The equity premium puzzle and emotional asset pricing
Marc Gürtler and Nora Hartmann FW09V1: Gründungsfinanzierung und beschränkte Rationalität
Marc Gürtler and Nora Hartmann FW08V3: Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II
Marc Gürtler and Dirk Heithecker FW07V1: Der Loss Given Default und die Behandlung erwarteter Verluste im Baseler IRB-Ansatz
Marc Gürtler and Dirk Heithecker FW06V4: Investors' direct stock holdings and performance evaluation for mutual funds
Wolfgang Breuer and Marc Gürtler FW05V1: IAS 39: Verbesserte Messung der Hedge-Effektivität
Marc Gürtler FW04V1: Behavioral dividend policy
Marc Gürtler and Nora Hartmann FW02V1: Basel II und Auswirkungen auf den Mittelstand: Total Quality Management und das Bewertungsrisiko von KMU
Marc Gürtler and Stefan Schunck FW01V4: Performance evaluation, portfolio selection, and HARA utility
Wolfgang Breuer and Marc Gürtler
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