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Trueck, Stefan


 SSRN Author Rank: 4,618 by Downloads
 Professor iof Finance
 

Macquarie University Sydney - Department of Applied Finance and Actuarial Studies


 North Ryde
 Sydney, New South Wales 2109
 Australia
 61298508483 (Phone)
 61298508483 (Fax)
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au

 

Centre for International Finance and Regulation (CIFR)


 Level 7, UNSW CBD Campus
 1 O'Connell Street
 Sydney, NSW 2000
 Australia
 email address


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. Trueck, Stefan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,596
Total
Citations
49
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Benz, Eva A.
University of Bonn - Bonn Graduate School of Economics
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
19 May 06
Last Revised:
17 Feb 14
1,560
(5,874)
38

2.  
Capital Requirements for SMEs under the Revised Basel II Framework | Show Abstract | Download This Paper |
Banks and Bank Systems, Vol. 1, 2006
Number of Pages in PDF File: 20
Henneke, Jan S.
University of Karlsruhe (TH)
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
14 May 06
743
(19,018)
 

3.  
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Emrah, Oezturkmen
University of Karlsruhe - Institute of Statistics and Mathematical Economics
Posted:
30 Mar 05
606
(25,407)
 

4.  
Chernobai, Anna
University of California, Santa Barbara
Menn, Christian
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
11 Mar 05
547
(29,297)
7

5.   Incl. Electronic Paper
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
19 May 06
Last Revised:
21 Mar 11
442
(38,586)
 

6.  
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS | Show Abstract | Download This Paper |
in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
Number of Pages in PDF File: 24
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Hardle, Wolfgang
Humboldt University of Berlin - School of Business and Economics
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
29 Aug 12
Last Revised:
08 Apr 14
329
(55,500)
 

7.  
The Term Structure of Credit Spreads and Credit Default Swaps - An Empirical Investigation | Show Abstract | Download This Paper |
Investment Management and Financial Innovations, Vol. 3, 2004
Number of Pages in PDF File: 36
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Laub, Matthias
Universität Karlsruhe - Inst. für Statistik und math. Wirtschaftstheorie
Rachev, Svetlozar
Stony Brook University
Posted:
07 Sep 08
Last Revised:
08 Apr 14
281
(66,285)
1

8.  
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
28 Feb 05
223
(84,756)
 

9.  
Style Analysis and Value at Risk of Asia-Focused Hedge Funds | Show Abstract | Download This Paper |
22nd Australasian Finance and Banking Conference 2009
Number of Pages in PDF File: 34
Weng, Haijie
Macquarie University
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Aug 09
Last Revised:
15 Sep 10
217
(87,128)
 

10.  
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
17 Feb 09
140
(130,392)
 

11.  
Gronwald, Marc
University of Aberdeen
Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
27 Apr 11
134
(135,254)
2

12.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
25 Jan 12
Last Revised:
09 Nov 14
99
(169,603)
 

13.  
Modelling Catastrophe Claims with Left-Truncated Severity Distributions (Extended Version) | Show Abstract | Download This Paper |
Hugo Steinhaus Center for Stochastic Methods Research Report No. HSC/05/1
Number of Pages in PDF File: 31
Chernobai, Anna
University of California, Santa Barbara
Burnecki, Krzysztof
Hugo Steinhaus Center
Rachev, Svetlozar
Stony Brook University
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
04 Sep 08
58
(232,166)
 

14.  
The Diversification Delta: A Different Perspective | Show Abstract | Download This Paper |
CIFR Paper No. 047/2014
Number of Pages in PDF File: 36
Salazar, Yuri
University of Essex - Centre for Computational Finance and Economic Agents
Bianchi, Robert J.
Griffith University - Griffith Business School
Drew, Michael E.
Griffith University
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
05 Nov 14
54
(240,271)
 

15.  
Nowotarski, Jakub
Wroclaw University of Technology - Institute of Organization and Management
Raviv, Eran
APG Asset Management
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
22 Aug 13
54
(240,271)
 

16.  
Janczura, Joanna
Hugo Steinhaus Center
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Wolff, Rodney
Queensland University of Technology - School of Economics and Finance
Posted:
11 Jun 12
50
(248,834)
1

17.  
Handika, Rangga
Department of Applied Finance and Actuarial Studies
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
17 Jun 13
36
(283,620)
 

18.  
Sheen, Jeffrey
Macquarie University
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Wang, Ben Zhe
Macquarie University
Posted:
30 May 14
23
(328,395)
 

19.  
Modelling Electricity Prices: Jump Diffusion and Regime Switching | Show Abstract |
Physica A: Statistical Methods and It's Applications, Vol. 336, pp. 39-48, 2004
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Michael, Bierbrauer
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
07 Sep 08
Last Revised:
13 Sep 08
 

20.  
Rachev, Svetlozar
Stony Brook University
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Schindlmayr, Gero
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Oct 07
 


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