Peter Albrecht

University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance

Schloss

Mannheim, D-68131

Germany

SCHOLARLY PAPERS

5

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Top 41,537

in Total Papers Downloads

1,047

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Tail Risk Hedging and Regime Switching

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 40 Posted: 17 Oct 2011 Last Revised: 05 Aug 2016
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
Downloads 748 (33,479)

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Value-at-Risk, Conditional-Value-at-Risk, regime-switching models, elliptical distributions, futures hedging

2.

Investment Risks and Returns of Hybrid Pension Plans: Sponsor and Member Perspectives

Number of pages: 34 Posted: 21 Sep 2006
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, European Central Bank - Risk Management Division, Goethe University Frankfurt - Finance Department and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science
Downloads 189 (163,741)
Citation 2

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Pension Plans, Investment Risks

3.

Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives

Pension Research Council WP2005-11
Number of pages: 34 Posted: 02 Nov 2005
Goethe University Frankfurt - Finance Department, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, European Central Bank - Risk Management Division and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science
Downloads 65 (350,493)

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4.

Not a Fallacy of the Law of Large Numbers: Pooling Risks and the Utility of Insurance

Number of pages: 21 Posted: 30 Oct 2015 Last Revised: 03 Nov 2015
Peter Albrecht
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
Downloads 45 (415,083)

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5.

Shortfall-Risks of Stocks in the Long Run

Financial Markets and Portfolio Management, Vol. 15, No. 4, 2001
Posted: 03 Sep 2005
Raimond Maurer, Peter Albrecht and Ulla Ruckpaul
Goethe University Frankfurt - Finance Department, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of Mannheim

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