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Contributions published at Financial Engineering (Markus Leippold)
| Contribution | |
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Luca Barlocchi, Signal Weighting Schemes in Portfolio Allocation: An Empirical Investigation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Patrick Wyss, A GARCH Option Pricing Model with Johnson-Su Innovations, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Patrick Quensel, Price discovery in the International Monetary Market currency futures and the currency spot market, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Fatima Manaa, Application of Filtering Methods in Finance, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Benjamin Haltinner, Asset Allocation with Parametric Portfolio Weights: An empirical out-of-sample investigation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Kevin Soobratty, Pricing of Variable Annuities, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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Thomas Eichenberger, Alternative Risk Transfer of Life Risks - An Investment Opportunity for Swiss Pension Funds?, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Dominik Studer, Leveraged Exchange Traded Funds, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Bachelor's Thesis) |
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| Philippe Stäheli, Resampling in Asset Allocation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Andreas Vogel, Optimal Portfolio Allocation Under Higher Moments in the Black-Litterman Framework, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Fabian Lutz, Analysis of the performance of turbulence indicators in the prediction of financial crisis, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Enqi Liang, American Option Pricing using Filtering, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Basile Maire, Essays on Banking, Ratings, and Regulation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Dissertation) |
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| Elise Gourier, Affine and quadratic models for volatility and interest rates markets, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Dissertation) |
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| Markus Leippold, Lujing Su, Collateral Smile, In: Swiss Finance Institute Research Paper Series, No. 11-51, 2013. (Working Paper) |
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| Markus Leippold, Andreas Bloechlinger, Basile Maire, Are ratings the worst form of credit assessment apart from all the others?, In: Swiss Finance Institute Research Paper, No. 12-09, 2013. (Working Paper) |
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| Markus Leippold, Meriton Ibraimi, The Fundamental Theorem of Asset Pricing on Measurable Spaces under Uncertainty, In: SSRN, No. 2257882, 2013. (Working Paper) |
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 Laurent E Calvet, Adlai J Fisher, Markus Leippold, What's Beneath the Surface? Option Pricing with Multifrequency Latent States, In: HEC Paris Research Paper, No. 969/2013, 2013. (Working Paper) |
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| Florian Reeh, Performance of the Black-Litterman model compared to alternative portfolio construction methods. An empirical investigation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2012. (Bachelor's Thesis) |
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| Giulia Fumagalli, Business Cycle Predictions: An Empirical Investigation of the Swiss Business Cycle, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2012. (Master's Thesis) |