Hörter, S. (2011), „Responsible Investing reloaded - Sustainability Criteria Matter”, in Allianz Global Investors publication series PortfolioPractice:Academy (April 2011)

Schlösser, A./Zagst, R. (2011), „The crash-NIG copula model: risk measurement and management of credit portfolios.”, to appear in Journal of Risk Management in Financial Institutions, Volume 4, Number 4, 2011

Menzinger, B./ Schlösser, A./ Zagst, R. (2010), „Asset allocation with credit instruments“, in “Alternative Investment and Strategies”, World Scientific Books

Schlösser, A. (2010), „Pricing and risk management of synthetic CDOs.” Springer, Lecture Notes in Economic and Mathematical Systems”,
ISBN-10: 3642156088

Zagst, R./Krimm, T./Hörter, S./Menzinger, B. (2010), "Responsible Investing"
FinanzBuch Verlag, www.finanzbuchverlag.de

Moch, M.. (2010), "Dynamic Stochastic Optimization with Applications in Finance", VDM Verlag Dr. Müller

Hörter, S. (2010), "Rendite ohne Reue", in Allianz Global Investors publication series PortfolioPraxis (November 2010)

Hörter, S./Scheuenstuhl, G. (2010), "The pensions risk challenge", in Investment & Pensions Europe (October 2010)

Hafner, R./Mader, W.(2010), "Advanced Return-Strategien im Niedrigzinsumfeld", in Allianz Global Investors publication series PortfolioPraxis (October 2010)

Hörter, S./Mader, W./Menzinger, B. (2010), "Nachhaltige Investments im Portfoliokontext", Absolut|report, issue 1, 2010, vol. 9, pp. 18-25,
(www.absolut-report.de)

Scheuenstuhl, G./Blome, S./Mader, W./Karim, D./Friederich, T. (2010), "Assessing Investment Strategies for Defined Contribution Pension Plans under various Payout Options", A Background Paper to the OECD Policy Report

El Moufatich, F./Haitof, H./Willutzky, S. (2010), "High Performance Computing and Economic Scenario Generation: Integrating Expert Forecasts into Plane Price Modeling as an Example", Working Paper

Mader, W./Treu, S./Willutzky, S. (2010), "Alternative Real Assets in a Portfolio Context", Working Paper

Hörter, S./Mader, W./Menzinger, B. (2010), "E.S.G Risk Factors in a Portfolio Context - Integrated Modeling of Environmental, Social and Governance Risk Factors", An Innovative Study for Institutional Inverstors.
Related article: "Study finds ESG Delivers Financial Benefit", in Project M, # 04, 3/2009, pp.52-54

Schulz, M./Steiner, M. (2009), "Die Verfahrensheterogenität in der Performance-Messung von Anlageportfolios - Ein Überblick über traditionelle und moderne Maße sowie aktuelle Trends", in Journal für Betriebswirtschaft, Vol. 59, No. 2-3, November 2009, pp. 95-122 (Springer Verlag, Heidelberg)

Hörter, S. (2009), "Risk ranks top of sponsors' agendas" in Pensions Week (07.09.09)

Hafner, R./Korn, M./Stephan, T. (2009), "Moderne Risikomanagementkonzepte für institutionelle Anleger", in Zeitschrift für das gesamte Kreditwesen, 16, 2009, S. 36-39 (www.kreditwesen.de)

Brunner, B./Krayzler, M. (2009), "The Variable Annuities Dilemma: How to redesign hedging strategies without deterring rising demand", Working Paper

Hafner, R. (2009), "Dealing with Black Swans", in Allianz Global Investors publication series PortfolioPraxis (August 2009)

Stephan, T./Hafner, R. (2009), "Mit Risikosteuerung durch die Finanzmarktkrise", in Börsenzeitung No. 148, 06.08.2009, page 14

Hafner, R./Heiden, M. (2009), "Statistical Analysis of Commodity Futures Returns", in The Handbook of Commodity Investing (Wiley)

Schmid, B ./Zagst, R./Antes, St./El Moufatich, F. (2009), "Modeling and Pricing of Credit Derivatives Using Macro-Economic Information", Working Paper