| Publikationen: |
| Monografien |
|---|
|
Antje Mahayni: The Risk Management of Embedded Options and Return Guarantees (Habilitation),
Verlag: Rheinische Friedrich-Wilhelms-Universität,
Bonn
2006.
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Antje Mahayni: Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen (Dissertation),
Verlag: Rheinische Friedrich-Wilhelms-Universität,
Bonn
2001.
|
| Beiträge in Sammelwerken |
|---|
|
Sven Balder, Antje Mahayni: How good are portfolio insurance strategies.
In:
Kiesel, R. und Zagst, R. (Hrsg.):
Alternative Investments and Strategies.
World Scientific,
2010, S. 229-256.
|
| Beiträge in Zeitschriften |
|---|
|
Nicole Branger, Antje Mahayni: Tractable Hedging with Additional Instruments.
In:
Review of Derivatives Research (forthcoming)
(2011)
.
|
|
Nicole Branger, Antje Mahayni, Judith C. Schneider: Pricing and Upper Price Bounds of Relax Certificates.
In:
Review of Managerial Science (forthcoming)
2011
(2011)
.
|
|
Nicole Branger, Antje Mahayni, Judith C. Schneider: On the Optimal Design of Insurance Contracts with Guarantees.
In:
Insurance:Mathematics and Economics
(2010)
4
, S. 485-492.
|
|
Sven Balder, Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading.
In:
Journal of Economic Dynamics and Control
(2009)
33
, S. 204-220.
|
|
Antje Mahayni, Klaus Sandmann: Return Guarantees with Delayed Payment.
In:
German Economic Review
(2008)
9
, S. 207-231.
|
|
An Chen, Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk.
In:
Asia - Pacific Journal of Risk and Insurance
(2008)
2
, S. 47-74.
|
|
Antje Mahayni, Erik Schlögl: The Risk Management of Minimum Return Guarantees.
In:
Business Research
(2008)
1
, S. 55-76.
|
|
Nicole Branger, Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies.
In:
Journal of Economic Dynamics & Control
(2006)
30
, S. 1937-1962.
|
|
Sven Balder, Antje Mahayni: Robust Hedging with Short-Term Options.
In:
Wilmott Magazine
(2006)
9
.
|
|
Antje Mahayni; Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten.
In:
Zeitschrift für Betriebswirtschaftslehre
(2006)
4
, S. 347-372.
|
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Antje Mahayni: How to Avoid a Hedging Bias.
In:
Willmott Magazine
(2003)
.
|
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Antje Mahayni: Effectiveness of Hedging Strategies under Model Misspecifications and Trading Restrictions.
In:
International Journal of Theoretical and Applied Finance
(2003)
6
, S. 521-552.
|
| Vorträge |
|---|
|
Branger, N., Mahayni, A., Schneider, J.C.: On the Optimal Design of Insurance Contracts with Guarantees,
Campus for Finance,
Vallendar
2010.
|
|
Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
Campus for Finance ,
Vallendar
2009.
|
|
Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies,
12th Conference of the Swiss Society for Financial Market Research,
Geneva
2009.
|
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Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
12th Conference of the Swiss Society of Financial Research ,
Geneva
2009.
|
|
Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies,
AFIR/Life Colloqium,
München
2009.
|
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Antje Mahayni, Daniel Steuten (Vortragender): Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk,
Cologne Workshop on Actuarial Mathematics,
Köln
2008.
|
|
An Chen, Antje Mahayni (Votragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk,
Him Workshop on Finance, Stochastics and Insurance,
Bonn
2008.
|
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Sven Balder, Michael Brandl, Antje Mahayni (Vortragende): Effectiveness of CPPI Strategies under Discrete-Time Trading,
Frankfurt MathFinance Conference,
Frankfurt
2008.
|
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An Chen, Antje Mahayni (Vortragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk,
Conference of the Swiss Society for Financial Market Research ,
Zürich
2008.
|
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An Chen (Vortragende), Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk,
Fifth World Congress Bachelier Finance Society,
London
2008.
|
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N. Branger, H. Kraft, A. Mahayni (Votragende), C. Schlag: Reconciling Smiles for Index and Stock Options ,
International Conference on Price, Liquidity, and Credit Risk,
Konstanz
2008.
|
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N. Branger (Vortragende), H. Kraft, A. Mahayni, C. Schlag: Reconciling Smiles for Index and Stock Options,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Münster
2008.
|
|
Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Münster
2008.
|
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Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
11th Symposium on Finance, Banking and Insurance,
Karlsruhe
2008.
|
|
Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies,
11th Symposium on Finance, Banking and Insurance,
Karlsruhe
2008.
|
|
Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading,
Campus for Finance,
Vallendar
2007.
|
|
Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments,
Conference of the Swiss Society for Financial Market Research,
Zürich
2007.
|
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments,
Verein für Socialpolitik Jahrestagung,
München
2007.
|
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An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk,
Actuarial and Financial Mathematics Day,
Brüssel
2007.
|
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An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk,
International AFIR Colloqium,
Stockholm, Schweden
2007.
|
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Sven Balder, Michael Brandl, Antje Mahayni (Vortragender): Effectiveness of CPPI Strategies under Discrete-Time Trading,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Dresden
2007.
|
|
An Chen (Votragende), Antje Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk,
5th Actuarial and Financial Mathematics Day,
Brüssel
2007.
|
|
Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging with Additional Instruments,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Oestrich Winkel
2006.
|
|
Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies,
Campus for Finance ,
Vallendar
2005.
|
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Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment,
Verein für Sozialpolitik Jahrestagung,
Bonn
2005.
|
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Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Augsburg
2005.
|
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Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment,
10th Symposium on Finance, Banking and Insurance,
Karlsruhe
2005.
|
|
Antje Mahayni, Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo Zertifikaten,
10th Symposium on Finance, Banking and Insurance,
Karlsruhe
2005.
|
|
Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading,
10th Symposium on Finance, Banking and Insurance,
Karlsruhe
2005.
|
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Rubust Hedging Strategies,
European Finance Association,
Maastricht
2004.
|
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Rubust Hedging Strategies,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Tübingen
2004.
|
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies,
Financial Management Association European Meeting,
Zürich
2004.
|
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies,
European Financial Management Association,
Basel
2004.
|
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies,
Third World Congress Bachelier Finance Society,
Chicago
2004.
|
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Robust Hedging Strategies,
29th AFFI International Conference,
Lyon
2003.
|
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Antje Mahayni, Erik Schlögl (Vortragender): The Riskmanagement of Minimum Return Guarantees,
11th Australian Colloqium of Superannuation Researchers,
Sydney
2003.
|
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Antje Mahayni (Vortragende), Erik Schlögl: The Riskmanagement of Minimum Return Guarantees,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Mainz
2003.
|
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Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Minimum Return Guarantees,
Quantitative Methods in Finance,
Sydney
2003.
|
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Antje Mahayni (Vortragende), Erik Schlögl: The Risk Management of Power Options Embedded in Life-Insurance Contracts,
International Symposium on Finance and Insurance,
Bergen
2003.
|
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Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Power Options Embedded in Life-Insurance Contracts,
29th AFFI International Conference,
Lyon
2003.
|
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Antje Mahayni (Vortragende): Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions,
Deutsche Gesellschaft für Finanzwissenschaft Jahrestagung,
Köln
2002.
|
|
Antje Mahayni (Vortragende): Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions,
European Finance Association,
Berlin
2002.
|
| Berichte |
|---|
|
Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?,
2010.
|
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Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem,
2010.
|
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N. Branger, H. Kraft, A. Mahayni, C. Schlag: Reconciling Smiles for Index and Stock Options,
2008.
|
|
An Chen, Antje Mahayni,: Variance Minimal Hedging under Model Risk-A Discrete-Time Approach,
2008.
|
|
Sven Balder, Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies,
2008.
|
|
Antje Mahayni, Daniel Steuten: Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk,
2007.
|
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Sven Balder, Antje Mahayni: Superhedging with Short-Term Options und Model Risk,
2006.
|
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Antje Mahayni, Klaus Sandmann: Asset Liability Management fondsgebundener Versicherungsverträge,
2005.
|
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Antje Mahayni, Lutz Schlögl: An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds,
Bonn
2002.
|
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Antje Mahayni, Erik Schlögl, Lutz Schlögl: Robustness of Gaussian Hedges und the Hedging of Fixed Income Derivatives,
1999.
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