Ehemalige Mitarbeiter

Dr. Sven Balder

ehem. Akademischer Rat

Dr. Sven Balder

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Publikationen:

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  • Balder, Sven: Model-Free Implied Variance Measures, 2015. BIB Download Details
  • Zieling, Daniel; Mahayni, Antje; Balder, Sven: Performance evaluation of optimized portfolio insurance strategies. In: Journal of Banking and Finance, Jg. 43 (2014), S. 212-225. BIB Download Details
  • Balder, Sven; Gramatke, Wolf C.; Mahayni, Antje: Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung - Über den separaten Ausweis von Margen- und Kursschäden. In: Zeitschrift für betriebswirtschaftliche Forschung, Jg. 66 (2014), S. 3-36. BIB Download Details
  • Balder, Sven; Mahayni, Antje; Schoenmakers, John G. M.: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps. In: Quantitative Finance, Jg. 13 (2013) Nr. 7, S. 1003-1013. BIB Download Details
  • Balder, Sven; Feldman, Ruben; Mahayni, Antje: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, 2012. BIB Download Details
  • Sven Balder, Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 362. Duisburg-Essen, Universität (Hrsg.), 2010. BIB Download Details
  • Sven Balder, Antje Mahayni: How good are portfolio insurance strategies. In: Kiesel, R.; Zagst, R. (Hrsg.): Alternative Investments and Strategies. World Scientific, 2010, S. 229-256. BIB Download Details
  • Sven Balder, Daniel Schwake: Delta Hedging of Interest Rate Risks in Long-term Contracts-An Application of the Cairns Model, 2010. BIB Download Details
  • Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading. In: Journal of Economic Dynamics and Control , Jg. 33 (2009), S. 204-220. BIB Download Details
  • Balder, Sven: Handelsstrategien mit Mindestgarantien (1). BIB Download Details

    URN: urn:nbn:de:hbz:5-17184

    URL: http://nbn-resolving.de/urn:nbn:de:hbz:5-17184

  • Sven Balder, Antje Mahayni: Robust Hedging with Short-Term Options. In: Wilmott Magazine, Jg. 9 (2006). BIB Download Details

Vorträge:

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  • Balder, S.: Model-Free Implied Variance Measures, Conference of the Swiss Society for Financial Market Research, 01.01.2015, Zürich. Details
  • D. Zieling, A. Mahayni, S. Balder: Performance evaluation of optimized portfolio insurance strategies, Conference of the Swiss Society for Financial Market Research, 01.01.2014, Zürich. Details
  • S. Balder, R. Feldman, A. Mahayni: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, Conference of the Swiss Society for Financial Market Research, 01.01.2013, Zürich. Details
  • D. Zieling, A. Mahayni, S. Balder: Performance evaluation of optimized portfolio insurance strategies, 20th Annual Meeting of the German Finance Association, 01.01.2013, Wuppertal. Details
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 12th Conference of the Swiss Society for Financial Market Research, 01.01.2009, Geneva. Details
  • Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies, AFIR/Life Colloqium, 01.01.2009, München. Details
  • Sven Balder, Michael Brandl, Antje Mahayni (Vortragende): Effectiveness of CPPI Strategies under Discrete-Time Trading, Frankfurt MathFinance Conference, 01.01.2008, Frankfurt. Details
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 11th Symposium on Finance, Banking and Insurance, 01.01.2008, Karlsruhe. Details
  • Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading, Campus for Finance, 01.01.2007, Vallendar. Details
  • Sven Balder, Michael Brandl, Antje Mahayni (Vortragender): Effectiveness of CPPI Strategies under Discrete-Time Trading, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2007, Dresden. Details
  • Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe. Details