Inflation Protected Investment Strategies by Mirco Mahlstedt, Rudi Zagst

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Forecasting turbulence in the Asian and European stock market using regime-switching models by Janina Engel, Markus Wahl, Rudi Zagst

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A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices by Daniel Leonhardt, Antony Ware, Rudi Zagst

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Closed-form portfolio optimization under GARCH models by Marcos Escobar-Anel, Maximilian Gollart, Rudi Zagst

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Explaining Aggregated Recovery Rates by Stephan Höcht, Aleksey Min, Jakub Wieczorek, Rudi Zagst

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Stock Market Crisis Forecasting Using Neural Networks with Input Factor Selection by Felix Fuchs, Markus Wahl, Rudi Zagst, Xinyi Zheng

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Modeling Recovery Rates of Small- and Medium-Sized Entities in the US by Aleksey Min, Matthias Scherer, Amelie Schischke, Rudi Zagst

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COVIX—An Index Allowing for the Assessment of the Pandemic Situation Based on Infections and Hospitalisation Data by Michel Kschonnek, Iryna Dobrovolska, Ulrike Protzer, Rudi Zagst

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Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs by Marcos Escobar, Mikhail Krayzler, Franz Ramsauer, David Saunders, Rudi Zagst

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Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data by Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini, Rudi Zagst

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