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Contributions published at Financial Engineering (Markus Leippold)
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Markus Leippold, Alpha, In: Encylopedia of Alternative Investments, Chapman & Hall, Boca Raton, p. 13, 2011. (Book Chapter) |
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Markus Leippold, Fabio Trojani, Paolo Vanini, Multiperiod mean-variance efficient portfolios with endogenous liabilities, Quantitative Finance, Vol. 11 (10), 2011. (Journal Article) |
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Chimey Nelung, Realized Volatility: Modeling Volatility under Microstructure Noise and Direct Forecasting of Realized Volatility, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Matthias Schnare, Credit Default Swap contracts and credit risk during the financial crisis, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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Dino Lüssi, The Value of Roll-Return and Momentum Strategies in Commodity Futures, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Fabian Wiederkehr, Home bias and the international mobility of capital - the influence of the European Economic and Monetary union on the degree of capital mobility, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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Benjamin Haltinner, Socially Responsible Investments: A Performance Analysis during the Financial Market Crisis of 2008, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Fabian Kunz, The negative basis trade: How to measure the CDS basis adequately, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Stefan Grossmann, Einfluss von legalem Insider Trading auf die Entwicklung von Aktienkursen, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Edgar Mathis, Assessing implied correlations for FX options, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Maarten Jan Manders, Pairs Trading in Europe: Understanding the Dynamics of Profitability, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Bachelor's Thesis) |
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Michel Fellmann, Leading Indicators of Past Financial Crises - Do they Apply to the Current Financial Crisis?, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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Daniel Egloff, Markus Leippold, Liuren Wu, The term structure of variance swap rates and optimal variance swap investments, Journal of Financial and Quantitative Analysis, Vol. 45 (5), 2010. (Journal Article) |
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Markus Leippold, Daniel Egloff, Quantile Estimation with Adaptive Importance Sampling, Annals of Statistics, Vol. 38 (2), 2010. (Journal Article) |
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Markus Leippold, Daniel Egloff, American Options with Stochastic Stopping Time Constraints, Applied Mathematical Finance, Vol. 16 (3), 2009. (Journal Article) |
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Philippe Rohner, Asset pricing implications of delegated portfolio management and benchmarking, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2009. (Dissertation) |
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Markus Ludwig, Volatility Modeling with Neural Networks, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2009. (Master's Thesis) |
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Stephan Skaanes, Andreas Reichlin, Neue Anlagevorschriften für Vorsorgewerke bringen weniger Regulierung: mehr Eigenverantwortung für die Stiftungsräte von Schweizer Pensionskassen, In: Neue Zürcher Zeitung, 259, p. 29, 5 November 2008. (Newspaper Article) |
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Markus Leippold, Fabio Trojani, Asset Pricing with Matrix Jump Diffusions, In: SSRN, No. 1274482, 2008. (Working Paper) |
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Markus Leippold, Information Ratio, In: Encylopedia of Alternative Investments, Chapman & Hall, Boca Raton, p. 237, 2008. (Book Chapter) |