Concepedia

Rudi Zagst

RZ

Statistics

Publications

33

Citations

606

H-Index

15

Active since

1994

Affiliations

Technical University of Munich(Current)

Western University

Toronto Metropolitan University

Rudi Zagst is an author at Technical University of Munich specializing in financial economics, business, and finance.

Publications per year

1994–2021

33

Publications

33

Stochastic dominance of portfolio insurance strategies

Rudi Zagst, Julia Kraus · Annals of Operations Research · 2009 · 60 citations

Business, Finance, Insurance +14

Forecasting market turbulence using regime-switching models

Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min et al. · Financial markets and portfolio management · 2014 · 40 citations

Business, Business Economics, Economics +12

What Drives PE? Analyses of Success Factors for Private Equity Funds

Philipp Aigner, Stefan Albrecht, Georg Beyschlag et al. · The Journal of Private Equity · 2008 · 35 citations

Business, Finance, Financial Management +15

Hawkes processes in insurance: Risk model, application to empirical data and optimal investment

Anatoliy Swishchuk, Rudi Zagst, Gabriela Zeller · Insurance Mathematics and Economics · 2021 · 29 citations · Full text

Business, Insurance, Risk Management +17

PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING

Marcos Escobar, Daniela Neykova, Rudi Zagst · International Journal of Theoretical and Applied Finance · 2015 · 27 citations

Engineering, Economics, Finance +17

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