Mario Strassberger

Zittau Goerlitz University of Applied Sciences

Professor of Finance and Financial Services

Theodor-Koerner-Allee 16

Zittau, DE-02763

Germany

http://f-w.hszg.de/start-f-w/professoren/prof-dr-rer-pol-mario-strassberger.html

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

1.

Risk Limit Systems and Capital Allocation in Financial Institutions

Banks and Bank Systems, Vol. 1, No. 4, pp. 22-37, 2006
Number of pages: 21 Posted: 04 Jul 2006
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 768 (31,722)

Abstract:

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Market risk, Risk capital allocation, Risk limits, Value-at-Risk

2.

Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting

Investment Management and Financial Innovations, Vol. 3, No. 1, pp. 78-88, 2006
Number of pages: 13 Posted: 06 Jul 2006
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 394 (74,650)

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Capital requirement, Conditional-value-at-risk, Portfolio insurance, Risk budgeting, Value-at-risk

3.

The Estimation of Market Risk in Portfolios of Stocks and Stock Options

Schmalenbach Business Review, Special Issue, Vol. 54, No. 1-02, pp. 171-189, 2002
Number of pages: 25 Posted: 06 Jul 2006
Hermann Locarek-Junge, Ralf Prinzler and Mario Strassberger
Dresden University of Technology, KfW Banking Group and Zittau Goerlitz University of Applied Sciences
Downloads 199 (153,636)

Abstract:

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delta-gamma Approximation, Gaussian mixture density model, Hierarchical Mixtures of Experts, market risk, Mixture Density Networks, option portfolio, forecast, Value-at-Risk

4.

The Institutional Developments of the European Banking Supervision

European Journal of Economics and Management Sciences, 3, 2015, pp. 43-46
Number of pages: 9 Posted: 10 Nov 2015
Mario Strassberger and Larysa Sysoyeva
Zittau Goerlitz University of Applied Sciences and Sumy State University
Downloads 85 (296,262)

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Central bank independence, banking supervision, financial market

5.

Yield Spreads, Value of Bonds, and Implications for Liquidity Management – An Empirical Analysis During the Crisis

Investment Management and Financial Innovations, Vol. 9, No. 2, pp. 146-154
Number of pages: 16 Posted: 10 Sep 2012
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 62 (353,415)

Abstract:

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Bond Value, Financial Market Crisis, Haircuts, Liquidity, Risk Management, Yield Spreads

6.

Die aktuellen Entwicklungen der Bankenaufsicht im Lichte der Stabilität des Finanzsystems (The Current Developments in Banking Supervision with Regards to Financial Stability)

Wirtschaftsdienst: Zeitschrift für Wirtschaftspolitik (Wirtschaftsdienst: Journal of Economic Policy), Vol. 96(7), pp. 486-491, 2016
Number of pages: 18 Posted: 18 Aug 2016
Mario Strassberger and Larysa Sysoyeva
Zittau Goerlitz University of Applied Sciences and Sumy State University
Downloads 36 (443,959)

Abstract:

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Banking Supervision, Financial Stability

Other Papers (7)

Total Downloads: 460
1.

Risk Limit Systems and Capital Allocation in Financial Institutions

Number of pages: 21 Posted: 07 Feb 2007
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 242

Abstract:

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Market risk, Risk capital allocation, Risk limits, Value-at-Risk

2.

Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting

Number of pages: 22 Posted: 24 Feb 2005
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 67

Abstract:

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Capital requirement, conditional-value-at-risk, portfolio insurance, risk budgeting, value-at-risk

3.

Yield Spreads and Bond Values During the Crisis - An Empirical Analysis

Number of pages: 9 Posted: 25 Mar 2012
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 37

Abstract:

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Bond Value, Financial Market Crisis, Haircuts, Liquidity, Risk Management, Yield Spread

4.

Der Bankensektor Russlands im Kontext des WTO-Beitritts: Entwicklungstendenzen und Perspektiven (The Russian Banking Sector after Russias Admission to WTO: Tendencies and Perspectives)

Number of pages: 7 Posted: 25 Jun 2016
Grigori Feiguine and Mario Strassberger
Saint-Petersburg State University of Economics and Zittau Goerlitz University of Applied Sciences
Downloads 33

Abstract:

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Banking sector, Russia, WTO

5.

Thoughts on Foundations of the Modern Theory of Finance

Number of pages: 3 Posted: 22 Aug 2015 Last Revised: 29 Aug 2015
Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Downloads 29

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Theory of Finance

6.

Die aktuellen Entwicklungen der Bankenaufsicht im Lichte der Stabilität des Finanzsystems (The Current Developments in Banking Supervision in Due Consideration of Financial Stability)

Number of pages: 17 Posted: 21 Jun 2016
Mario Strassberger and Larysa Sysoyeva
Zittau Goerlitz University of Applied Sciences and Sumy State University
Downloads 26

Abstract:

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Banking Supervision, Financial Stability

7.

The Institutional Developments of the European Banking Supervision

Number of pages: 8 Posted: 22 Aug 2015
Mario Strassberger and Larysa Sysoyeva
Zittau Goerlitz University of Applied Sciences and Sumy State University
Downloads 26

Abstract:

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Central bank independence, banking supervision, financial market