Schmitt, C./Zagst, R. (2007), VaR and Risk Measures, accepted for publication in: Melnicke, E. and Everitt, B.: Encyclopedia of Quantitative Risk Assessment,
John Wiley

Kalin, D./Zagst, R. (2007), Portfolio Optimization Under Liquidity Cost, accepted for publication in: International Journal of Pure and Applied Mathematics

Escobar, M./Götz, B./Seco, L./Zagst, R. (2007), Pricing of Spread Options on Stochastically Correlated Underlyings, Working Paper, submitted to: The Journal of Computational Finance

Escobar, M./Götz, B./Seco, L./Zagst, R. (2007), Pricing of a CDO on Stochastically Correlated Underlyings, Working Paper, submitted to: Quantitative Finance

Fachinger, K./Mader, W. (2007), Life Cycle Asset Allocation - A suitable approach for Defined Contribution Pension Plans, Central and Eastern European Pensions 2007, Allianz Global Investors

Kolbe, A./Zagst, R. (2007), Valuation of Mortgage-Backed-Securities and Mortgage Derivatives: A Closed-Form Approximation, Working Paper, submitted to: Journal of Banking and Finance

Kalemanova, A./Mayer, B./Zagst, R. (2007), Asset Allocation with Credit Instruments, Working Paper, submittet to: The Journal of Risk

Höcht, S./Wiesent, J./Zagst, R. (2007), Fit for Leverage, Working Paper

Kolbe, A./Zagst, R. (2007), Valuation and Pricing of Reverse Mortgages with a View Towards the German Market, Working Paper

Escobar, M./Kiechle, A./Seco, L./Zagst, R. (2007), CPPI Option, Working Paper

Zagst, R./Kraus, J. (2007), CPPI versus OBPI, Working Paper

Höcht, S./Rösch, C./Zagst, R. (2007), Asset Liability Management in Financial Planning, Working Paper

Dirnstorfer, S./Grau, A./Zagst, R. (2007), Interest Rate Operators, Working Paper

Hafner, R./Wallmeier, M. (2007), Volatility as an Asset Class: European Evidence,
The European Journal of Finance, Volume 13, Issue 7 October 2007, pp. 621 -644

Hafner, R./Mader, W. (2007), How to deal with longevity risk: A capital market perspective, Allianz Global Investors Asia-Pacific Pensions 2007, pp. 27 - 30

Blome, S./Fachinger, K./Franzen, D./Scheuenstuhl, G./Yermo, J., (2007),
Pension Fund Regulation and Risk Management, OECD Private Pension Series, "Protecting Pensions: Policy Analysis and Examples from OECD Countries", No. 8, Chapter 4

Kalemanova, A./Schmid, B./Werner, R. (2007), The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing, The Journal of Derivatives, Volume 14, Number 3, Spring 2007