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Kai Wallbaum

Allianz Global Investors - RiskLab

SCHOLARLY PAPERS

2

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82

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0

Scholarly Papers (2)

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1.

Improving Retirement Coverage Durability with Target Volatility Strategy for Changing Interest Rate Environment

Number of pages: 41 Posted: 12 Sep 2024
Zefeng Bai, Victoria Steblovskaya and Kai Wallbaum
The University of Tampa, Bentley University and Allianz Global Investors - RiskLab
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pension decumulation stage, portfolio durability, target volatility strategy, changing interest rate environment, the Hybrid Heston-Vasicek model

2.

Volatility Forecasting with Hybrid Neural Networks Methods for Risk Parity Investment Strategies

Posted: 21 Aug 2024
Luca Di Persio, Matteo Garbelli, Fatemeh (Nazanin) Mottaghi and Kai Wallbaum
University of Verona - Department of Computer Science, University of Trento - Department of Mathematics, KTH Royal Institute of Technology and Allianz Global Investors - RiskLab

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