| Interest rate management R Zagst Springer, 2002 | 156 | 2002 |
| Stochastic dominance of portfolio insurance strategies: OBPI versus CPPI R Zagst, J Kraus Annals of Operations Research 185, 75-103, 2011 | 78 | 2011 |
| What drives PE? Analyses of success factors for private equity funds P Aigner, S Albrecht, G Beyschlag, TIM Friederich, M Kalepky, R Zagst The Journal of Private Equity, 63-85, 2008 | 71 | 2008 |
| Pricing distressed CDOs with stochastic recovery S Höcht, R Zagst Review of Derivatives Research 13, 219-244, 2010 | 68 | 2010 |
| Forecasting market turbulence using regime-switching models J Hauptmann, A Hoppenkamps, A Min, F Ramsauer, R Zagst Financial Markets and Portfolio Management 28, 139-164, 2014 | 60 | 2014 |
| Comparison and robustification of Bayes and Black-Litterman models K Schöttle, R Werner, R Zagst Mathematical Methods of Operations Research 71, 453-475, 2010 | 41 | 2010 |
| Portfolio optimization: volatility constraints versus shortfall constraints: Portfolio Optimierung: Volatilitätsbeschränkungen im Vergleich zu Shortfall-Beschränkungen D Kalin, R Zagst OR-Spektrum 21, 97-122, 1999 | 37 | 1999 |
| Pricing a CDO on stochastically correlated underlyings M Escobar, B Götz, L Seco, R Zagst Quantitative Finance 10 (3), 265-277, 2010 | 31 | 2010 |
| Asset correlations in turbulent markets and the impact of different regimes on asset management G Bernhart, S Höcht, M Neugebauer, M Neumann, R Zagst Asia-Pacific Journal of Operational Research 28 (01), 1-23, 2011 | 27 | 2011 |
| A three-factor defaultable term structure model B Schmid, B Schmid Credit Risk Pricing Models: Theory and Practice, 179-325, 2004 | 27 | 2004 |
| Hawkes processes in insurance: Risk model, application to empirical data and optimal investment A Swishchuk, R Zagst, G Zeller Insurance: Mathematics and Economics 101, 107-124, 2021 | 25 | 2021 |
| A hybrid-form model for the prepayment-risk-neutral valuation of mortgage-backed securities A Kolbe, R Zagst International Journal of Theoretical and Applied Finance 11 (06), 635-656, 2008 | 25 | 2008 |
| Forecasting turbulence in the Asian and European stock market using regime-switching models J Engel, M Wahl, R Zagst Quantitative Finance and Economics 2 (2), 388-406, 2018 | 24 | 2018 |
| CIID frailty models and implied copulas JF Mai, M Scherer, R Zagst Copulae in Mathematical and Quantitative Finance: Proceedings of the …, 2013 | 24 | 2013 |
| Monotonicity and bounds for convex stochastic control models U Rieder, R Zagst Zeitschrift für Operations Research 39, 187-207, 1994 | 22 | 1994 |
| Integrated portfolio management with options G Scheuenstuhl, R Zagst European Journal of Operational Research 185 (3), 1477-1500, 2008 | 21 | 2008 |
| Optimal portfolio allocation with Asian hedge funds and Asian REITs S Hocht, KH Ng, J Wolf, R Zagst International Journal of Services Sciences 1 (1), 36-68, 2008 | 18 | 2008 |
| Portfolio optimization under Solvency II M Escobar, P Kriebel, M Wahl, R Zagst Annals of Operations Research 281 (1), 193-227, 2019 | 17 | 2019 |
| Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity V Bergen, M Escobar, A Rubtsov, R Zagst Quantitative Finance 18 (8), 1265-1294, 2018 | 17 | 2018 |
| Modeling and managing portfolios including listed private equity P Aigner, G Beyschlag, T Friederich, M Kalepky, R Zagst Computers & Operations Research 39 (4), 753-764, 2012 | 16 | 2012 |
