White Paper
Übersicht über den Order to Cash Prozess im (Online-) Handel, mit T. Rätscher. Order to Cash Teil 1 (Antragsprüfung – Bonität), 2021. Order to Cash Teil 2 (Antragsprüfung – Betrug), 2022. Order to Cash Teil 3 (Zahlarten und Rechnungsprozesse), 2023.
Blogs
Die Top Cyber Security Prognosen 2022. Splunk – 20220215
Selected Articles (Refereed Journals)
Deep learning for modeling the collection rate for third-party buyers, mit Abdolreza Nazemi, Hani Rezazadeh und Frank J. Fabozzi (International Journal of Forecasting, 2021).
Epidemiological Spreading Of Mortgage Default, mit Jochen Schweikert (International Journal of Housing Markets and Analysis, 2018).
International Stock Market Comovement and News, mit Ryan Riordan und Andreas Storkenmaier (Journal of Financial Research, 2015).
Multi-Tail Elliptical Distributions, with S. Kring, S.T. Rachev, F. Fabozzi (The Econometrics Journal).
Price Calibration and Hedging of Correlation Dependent Credit Derivatives using a Structural Model with alpha-Stable Distributions, mit J. Papenbrock, S.T. Rachev, F. Fabozzi (Applied Financial Economics).
Estimation of Alpha-Stable Sub-Gaussian Distributions for Asset Returns, mit S. Kring, S. T. Rachev, F. Fabozzi, 2009, in Risk Assessment, Bol, G. et al, Physica-Verlag.
Distributional Analysis of the Stocks Comprising the DAX 30, mit S.Rachev, F.J.Fabozzi, 2005 (Probability and Mathematical Statistics).
Analysis of Loss Given Default, mit A. Nazemi (Investment Management and Financial Innovations).
Fachbücher
Probability and Statistics for Finance, mit S.T. Rachev, F.J. Fabozzi und S.M. Focardi, 2010 (Wiley).
Zeitungsartikel
Jenseits der Normalverteilung. Finanzanalytik. Frankfurter Allgemeine Zeitung. Benedikt Fehr. 16.03.2006.
Konferenzen und Tagungen
20th Conference of the International Federation of Operational Research Societies, IFORS, 2014.
13th Industrial Conference on Data Mining, ICDM 2013.
SIAM Conference on Financial Mathematics and Engineering (FM12).
Credit Scoring and Credit Control XII conference, 2011.
International Conference on Credit Analysis and Risk Management, 2011.