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Investor's direct stock holdings and performance evaluation for mutual funds [working paper]

Author(s): Breuer, Wolfgang; Gürtler, Marc.- 2004. 27p.

Accuracy of premium calculation models for CAT bonds: an empirical analysis [working paper]

Author(s): Galeotti, Marcello; Gürtler, Marc; Winkelvos, Christine.- 2009. 36p.

Sicherheitenoptimierung im IRB-Modell von Basel II: die adäquate Anrechnung von Bürgschaften [working paper]

Author(s): Gürtler, Marc; Heithecker, Dirk.- 2005. 17p.

Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model [working paper]

Author(s): Gürtler, Marc; Heithecker, Dirk.- 2005. 48p.

Measuring concentration risk for regulatory purposes [working paper]

Author(s): Gürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens.- 2007. 49p.

Systematic credit cycle risk of financial collaterals: modelling and evidence [working paper]

Author(s): Gürtler, Marc; Heithecker, Dirk.- 2005. 58p.