Valentin Braun

Goethe University Frankfurt

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

773

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

CAPM & Co. Revisited - Modeling Risk and Return of Private Equity Funds

Number of pages: 27 Posted: 25 Aug 2009
Timo Litty and Valentin Braun
affiliation not provided to SSRN and Goethe University Frankfurt
Downloads 364 (97,765)

Abstract:

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private equity, risk, return, copula

2.

Modeling Asymmetric Dependence of Financial Returns with Multivariate Dynamic Copulas

Number of pages: 33 Posted: 02 May 2011
Valentin Braun and Martin Grizska
Goethe University Frankfurt and Ludwig Maximilian University of Munich (LMU)
Downloads 193 (186,534)
Citation 1

Abstract:

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Time Series Analysis, GARCH, Copula, Dynamic Copula, Forecasting

3.

Portfolio Risk Forecasting

Number of pages: 37 Posted: 25 Aug 2009 Last Revised: 01 May 2011
Valentin Braun
Goethe University Frankfurt
Downloads 146 (236,694)

Abstract:

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Time Series Analysis, Copula, Risk, Portfolio Allocation

4.

Modelling Asymmetric Dependence of Financial Returns with Multivariate Dynamic Copulas

Number of pages: 36 Posted: 02 Feb 2016
Valentin Braun and Martin Grziska
Goethe University Frankfurt and Ludwig Maximilian University of Munich (LMU)
Downloads 70 (386,996)

Abstract:

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Time Series Analysis, GARCH, Copula, Dynamic Copula, Dynamic Correlation