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Sven Balder

Observed names: Balder, Sven, SVEN BALDER
OpenAlex ID: A5035650385
Effectiveness of CPPI strategies under discrete-time trading
2008 · Sven Balder, Michael Brandl, et al. · Journal of Economic Dynamics and Control · 66
Performance evaluation of optimized portfolio insurance strategies
2014 · Daniel Zieling, Antje Mahayni, et al. · Journal of Banking & Finance · 40
Risk aversion vs. the Omega ratio: Consistency results
2016 · Sven Balder, Nikolaus Schweizer · Finance research letters · 27
How Good Are Portfolio Insurance Strategies?
2010 · SVEN BALDER, ANTJE MAHAYNI · WORLD SCIENTIFIC eBooks · 19
Performance Evaluation of Optimized Portfolio Insurance Strategies
2012 · Daniel Zieling, Antje B. Mahayni, et al. · SSRN Electronic Journal · 10
Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps
2013 · SVEN BALDER, ANTJE MAHAYNI, et al. · Quantitative Finance · 8
Primal-dual linear Monte Carlo algorithm for multiple stopping --- An application to flexible caps
2011 · Balder, Sven, Mahayni, Antje, et al. · 2
The crisis management framework for banks in the EU. How can we deal with the crisis of small and medium-sized banks?
2021 · Nicolas Véron, Anna Gelpern, et al. · RePEc: Research Papers in Economics · 1
Delta-Hedging of Interest Rate Risk in Longterm Contracts - An Application of the Cairns-Model
2011 · Daniel Schwake, Sven Balder · SSRN Electronic Journal · 1
Handelsstrategien mit Mindestgarantien : Eine analytische Beschreibung
2009 · Balder, Sven · bonndoc (University of Bonn) · 1
Model-Free Implied Variance Measures
2015 · Sven Balder · SSRN Electronic Journal
Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung — Über den separaten Ausweis von Margen- und Kursschäden
2014 · Sven Balder, Wolf Christoph Gramatke, et al. · Schmalenbach Journal of Business Research
Performance evaluation of optimized portfolio insurance strategies
2014 · Zieling, Daniel, Mahayni, Antje, et al. · RePEc: Research Papers in Economics
Works count: 14
Citation count: 175
H-index: 6
I10-index: 5
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