team

E-Finance Lab Team

Dipl.-Kfm., MMF Valentin Braun

Organizations:

  • E-Finance Lab

Projects:

  • E-Finance Lab - Layer 3

E-Mail: Send email

Homepage: www.efinancelab.de

Publications | Presentations

Publications:

2013

Braun, V.; Hackethal, A. (2013)

Portfolio Risk Forecasting

In: Journal of Risk, Vol. 16(1), pp. 35-68

Category: Publications in scientific journals [Find it]

Reference No.: 2013-2110

2011

Braun, V. (2011)

Dynamic Copulas for Finance: An Application to Portfolio Risk Calculation

Category: Dissertation thesis

Reference No.: 2011-1931

2008

Braun, V.; Litty, T. (2008)

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

In: Working Paper; Frankfurt am Main

Category: Miscellaneous

Reference No.: 2008-1440

Braun, V. (2008)

Portfolio Choice in the Presence of Background Risk - An Approach considering Higher Moments of Risk

In: Working Paper; Frankfurt am Main

Category: Miscellaneous

Reference No.: 2008-1247

Presentations:

2009

06. June

Braun, V.; Litty, T.

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

In: E-Finance Lab Jour Fixe; Frankfurt am Main

02. March

Braun, V.

Portfolio Choice in the Presence of Background Risk - An Approach considering Higher Moments of Risk

In: E-Finance Lab Jour Fixe; Frankfurt am Main

2008

15. September

Braun, V.

Can Housing Explain Stock Market Participation?

In: E-Finance Lab Herbsttagung; Darmstadt