Details about Thomas Heidorn
Access statistics for papers by Thomas Heidorn.
Last updated 2020-10-16. Update your information in the RePEc Author Service.
Short-id: phe427
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Working Papers
2020
- Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
2019
- Investigating the cross currency basis in EURUSD and EURGBP
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
2017
- An integrated shortfall measure for Basel III
Discussion Papers, Deutsche Bundesbank
- The effectiveness of seasonal investments in European Share Portfolios
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- The long- and short-run impact of oil price changes on major global economies
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
2014
- The impact of fundamental and financial traders on the term structure of oil
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management 
See also Journal Article in Energy Economics (2015)
- The liquidity reserve funding and management strategies
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (1)
2013
- Functions and characteristics of corporate and sovereign CDS
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
2010
- Determinanten von Banken-Spreads während der Finanzmarktkrise
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (3)
- Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (4)
- Implied correlations of iTraxx tranches during the financial crisis
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (5)
- The value-added of investable hedge fund indices
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (4)
2009
- Einführung in das Kapitalstrukturmanagement
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (4)
- Empirische Analyse der Drawdowns von Dach-Hedgefonds
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (9)
- Interne Transferpreise für Liquidität
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (6)
2008
- Determinanten europäischer CMBS spreads: ein empirisches Modell zur Bestimmung der Risikoaufschläge von commercial mortgage-backed securities (CMBS)
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (8)
- Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver)
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (8)
- Loss Given Default - Modelle zur Schätzung von Recovery Rates
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (10)
- The dynamics of short- and long-term CDS-spreads of banks
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (6)
2007
- Commodities in asset management
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Gold in the investment portfolio
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (15)
- Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (11)
2006
- Heterogenität von Hedgefondsindizes
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (10)
2005
- Möglichkeiten der Strukturierung von Hedgefondsportfolios
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (14)
- Niederschlagsderivate
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (1)
2004
- Die Anwendbarkeit der Behavioral Finance im Devisenmarkt
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (12)
- Investitionen und Emissionen von Convertible Bonds (Wandelanleihen)
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (11)
- Performance-Effekte nach Directors' Dealings in Deutschland, Italien und den Niederlanden
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (16)
2003
- Investitionen in Collateralized Debt Obligations
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Temperaturderivate zur strategischen Absicherung von Beschaffungs- und Absatzrisiken
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (11)
2002
- Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (1)
2001
- Bewertung von Kreditprodukten und Credit Default Swaps
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (4)
- Einführung in die fundamentale Aktienanalyse
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Event risk covenants
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
2000
- Economic value added zur Prognose der Performance europäischer Aktien
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (2)
- Entscheidungsorientierte Mindestmargenkalkulation
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Hybrides Kernkapital für Kreditinstitute
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management View citations (1)
- Neue Möglichkeiten durch die Namensaktie
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
1999
- CatBonds: Möglichkeiten der Verbriefung von Katastrophenrisiken
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Gründung einer deutschen Strombörse für Elektrizitätsderivate
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Kreditderivate
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- Kreditrisiko (CreditMetrics)
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
1998
- Die Umstellung auf die Stückaktie für deutsche Aktiengesellschaften
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
- LIBOR in Arrears (Nachträgliche LIBOR-Feststellung)
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
Journal Articles
2018
- Distance to compliance portfolios: An integrated shortfall measure for basel III
Journal of Banking & Finance, 2018, 87, (C), 87-101
2017
- Diskussion um Basel IV: Übermäßige Belastung für europäische Banken oder noch zu lax?
ifo Schnelldienst, 2017, 70, (03), 03-22
2015
- The impact of fundamental and financial traders on the term structure of oil
Energy Economics, 2015, 48, (C), 276-287 View citations (6)
See also Working Paper (2014)
2014
- Characteristics and development of corporate and sovereign CDS
Journal of Risk Finance, 2014, 15, (5), 482-509
- How to make regulators and shareholders happy under Basel III
Journal of Banking & Finance, 2014, 46, (C), 311-325 View citations (12)
2013
- The value added of hedge fund styles in multi-asset portfolios: A new approach based on bull and bear market betas
Review of Accounting and Finance, 2013, 12, (1), 44-59
2002
- Basel II: Führen die neuen Anforderungen an die Kreditinstitute zu einer Benachteiligung des Mittelstands?
ifo Schnelldienst, 2002, 55, (03), 03-19
1987
- Book reviews
Review of World Economics (Weltwirtschaftliches Archiv), 1987, 123, (4), 739-789
Books
2017
- Finanzmathematik in der Bankpraxis
Springer Books, Springer
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