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Details about Thomas Heidorn

Homepage:http://fs.de/heidorn
Workplace:Frankfurt School of Finance and Management, (more information at EDIRC)

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

  1. Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

2019

  1. Investigating the cross currency basis in EURUSD and EURGBP
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

2017

  1. An integrated shortfall measure for Basel III
    Discussion Papers, Deutsche Bundesbank Downloads
  2. The effectiveness of seasonal investments in European Share Portfolios
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  3. 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 Downloads

2014

  1. The impact of fundamental and financial traders on the term structure of oil
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
    See also Journal Article in Energy Economics (2015)
  2. The liquidity reserve funding and management strategies
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (1)

2013

  1. Functions and characteristics of corporate and sovereign CDS
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

2010

  1. Determinanten von Banken-Spreads während der Finanzmarktkrise
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (3)
  2. Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (4)
  3. Implied correlations of iTraxx tranches during the financial crisis
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (5)
  4. The value-added of investable hedge fund indices
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (4)

2009

  1. Einführung in das Kapitalstrukturmanagement
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (4)
  2. Empirische Analyse der Drawdowns von Dach-Hedgefonds
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (9)
  3. Interne Transferpreise für Liquidität
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (6)

2008

  1. 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 Downloads View citations (8)
  2. Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver)
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (8)
  3. Loss Given Default - Modelle zur Schätzung von Recovery Rates
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (10)
  4. The dynamics of short- and long-term CDS-spreads of banks
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (6)

2007

  1. Commodities in asset management
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  2. Gold in the investment portfolio
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (15)
  3. Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (11)

2006

  1. Heterogenität von Hedgefondsindizes
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (10)

2005

  1. Möglichkeiten der Strukturierung von Hedgefondsportfolios
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (14)
  2. Niederschlagsderivate
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (1)

2004

  1. Die Anwendbarkeit der Behavioral Finance im Devisenmarkt
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (12)
  2. Investitionen und Emissionen von Convertible Bonds (Wandelanleihen)
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (11)
  3. Performance-Effekte nach Directors' Dealings in Deutschland, Italien und den Niederlanden
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (16)

2003

  1. Investitionen in Collateralized Debt Obligations
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  2. Temperaturderivate zur strategischen Absicherung von Beschaffungs- und Absatzrisiken
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (11)

2002

  1. 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 Downloads View citations (1)

2001

  1. Bewertung von Kreditprodukten und Credit Default Swaps
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (4)
  2. Einführung in die fundamentale Aktienanalyse
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  3. Event risk covenants
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

2000

  1. Economic value added zur Prognose der Performance europäischer Aktien
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (2)
  2. Entscheidungsorientierte Mindestmargenkalkulation
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  3. Hybrides Kernkapital für Kreditinstitute
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads View citations (1)
  4. Neue Möglichkeiten durch die Namensaktie
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

1999

  1. CatBonds: Möglichkeiten der Verbriefung von Katastrophenrisiken
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  2. Gründung einer deutschen Strombörse für Elektrizitätsderivate
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  3. Kreditderivate
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  4. Kreditrisiko (CreditMetrics)
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

1998

  1. Die Umstellung auf die Stückaktie für deutsche Aktiengesellschaften
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads
  2. LIBOR in Arrears (Nachträgliche LIBOR-Feststellung)
    Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management Downloads

Journal Articles

2018

  1. Distance to compliance portfolios: An integrated shortfall measure for basel III
    Journal of Banking & Finance, 2018, 87, (C), 87-101 Downloads

2017

  1. Diskussion um Basel IV: Übermäßige Belastung für europäische Banken oder noch zu lax?
    ifo Schnelldienst, 2017, 70, (03), 03-22 Downloads

2015

  1. The impact of fundamental and financial traders on the term structure of oil
    Energy Economics, 2015, 48, (C), 276-287 Downloads View citations (6)
    See also Working Paper (2014)

2014

  1. Characteristics and development of corporate and sovereign CDS
    Journal of Risk Finance, 2014, 15, (5), 482-509 Downloads
  2. How to make regulators and shareholders happy under Basel III
    Journal of Banking & Finance, 2014, 46, (C), 311-325 Downloads View citations (12)

2013

  1. 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 Downloads

2002

  1. Basel II: Führen die neuen Anforderungen an die Kreditinstitute zu einer Benachteiligung des Mittelstands?
    ifo Schnelldienst, 2002, 55, (03), 03-19 Downloads

1987

  1. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 1987, 123, (4), 739-789 Downloads

Books

2017

  1. Finanzmathematik in der Bankpraxis
    Springer Books, Springer
 
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