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Mahayni, Antje Brigitte's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,546 |
Total
Citations
25 |
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Balder, Sven University of Duisburg-Essen - Mercator School of Management Brandl, Michael University of Bonn - Department of Banking and Finance Mahayni, Antje Brigitte Mercator School of Management
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776
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Portfolio insurance, discrete-time trading, return guarantees, gap risk, volatility risk
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2.
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Mahayni, Antje Brigitte Mercator School of Management Schlogl, Erik University of Technology, Sydney (UTS) - School of Finance and Economics
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569
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Minimum return guarantee, defined-contribution pension plans, life-insurance, uncertain volatility, conservative pricing, robust hedging, model misspecification, model risk
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3.
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Mahayni, Antje Brigitte Mercator School of Management
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502
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Hedging, Model Misspecification, Trading Restrictions, Superhedging
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Mahayni, Antje Brigitte Mercator School of Management Schlogl, Erik University of Technology, Sydney (UTS) - School of Finance and Economics Schlögl, Lutz University of Bonn - Institute of Statistics
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415
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5.
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Mahayni, Antje Brigitte Mercator School of Management
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367
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Portfolio insurance, discrete-time trading, return guarantees, gap risk, volatility risk.
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6.
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Branger, Nicole University of Muenster - Finance Center Muenster Mahayni, Antje Brigitte Mercator School of Management
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301
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2
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Uncertain volatility, stochastic volatility, robust hedging, tractable hedging, model misspecication, incomplete markets
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7.
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Zieling, Daniel University of Duisburg-Essen - Mercator School of Management Mahayni, Antje Brigitte Mercator School of Management Balder, Sven University of Duisburg-Essen - Mercator School of Management
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01 Dec 12
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Last Revised:
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04 Dec 12
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145
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portfolio insurance, performance evaluation, S&P 500, semiparametric simulation, transaction costs, trigger trading
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Mahayni, Antje Brigitte Mercator School of Management Schneider, Judith C. University of Muenster - Finance Center Muenster
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05 Jul 10
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Last Revised:
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24 Apr 12
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128
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Guaranteed accumulation benefits, fair contracts, feasible contracts, background risk diversification, utility losses
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9.
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Sandmann, Klaus University of Bonn - The Bonn Graduate School of Economics Mahayni, Antje Brigitte Mercator School of Management
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103
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Periodic return guarantees, life insurance, robust hedging
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10.
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Branger, Nicole University of Muenster - Finance Center Muenster Mahayni, Antje Brigitte Mercator School of Management
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86
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Stochastic Volatility, Robust Hedging, Tractable Hedging, Uncertain Volatility Model, Additional Hedge Instrument
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11.
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Branger, Nicole University of Muenster - Finance Center Muenster Mahayni, Antje Brigitte Mercator School of Management Schneider, Judith C. University of Muenster - Finance Center Muenster
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01 Jul 10
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Last Revised:
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04 Jul 10
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62
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Interest Rate Guarantee, Optimal Portfolio Choice, Utility Loss, Guarantee Scheme, CPPI
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12.
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Mahayni, Antje Brigitte Mercator School of Management Schneider, Judith C. University of Muenster - Finance Center Muenster
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59
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variable annuities, guarantee contracts, investment cap, portfolio planning, information asymmetries, uncertain volatility model
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13.
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Branger, Nicole University of Muenster - Finance Center Muenster Mahayni, Antje Brigitte Mercator School of Management Schneider, Judith C. University of Muenster - Finance Center Muenster
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33
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Certificates, Barrier Option, Price Bounds
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14.
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Mahayni, Antje Brigitte Mercator School of Management Suchanecki, Michael HSBC Bank plc
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Turbo-Certificates, put-call-symmetry, static hedging, barrier options, product design
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Records 1 -
14
of 14 matches
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