Zagst Rudi

Rudi Zagst

Information about the author Rudi Zagst will soon be added to the site.
Found 4 papers in total
Modeling and managing portfolios including listed private equity
Modeling and managing portfolios including listed private equity
2012
Listed private equity (LPE) provides investors with a liquid means of considering...
Stochastic dominance of portfolio insurance strategies
Stochastic dominance of portfolio insurance strategies
2011
The purpose of this article is to analyze and compare two standard portfolio insurance...
Comparison and robustification of Bayes and Black-Litterman models
Comparison and robustification of Bayes and Black-Litterman models
2010
For determining an optimal portfolio allocation, parameters representing the...
Portfolio optimization under credit risk
Portfolio optimization under credit risk
2003
Based on the models of Hull & White for the pricing of non-defaultable bonds and...
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