Publications


  • Articles
  • Books
  • Wissenschaft und Spiritualität: Universum, Leben, Geist – Zwei Wege zu den großen Geheimnissen (Springer-Spektrum, 2017)

    Wissenschaft und Spiritualität: Universum, Leben,

    Wissenschaft und Spiritualität: Universum, Leben, Geist – Zwei Wege zu den großen Geheimnissen (Springer-Spektrum, 2017)

    Wissenschaft und Spiritualität: Universum, Leben, Geist – Zwei Wege zu den großen Geheimnissen (Springer-Spektrum, 2017)

    Die Naturwissenschaften – Eine Biographie (Springer-Spektrum, 2014)

    Die Naturwissenschaften - Eine Biographie (Springe

    Die Naturwissenschaften – Eine Biographie (Springer-Spektrum, 2014)

    Die Naturwissenschaften – Eine Biographie (Springer-Spektrum, 2014)

    Through the Alpha Smokescreen: A guide to hedge fund return sources (Institutional Investors, 2005; second edition 2012)

    Through the Alpha Smokescreen: A guide to hedge fu

    Through the Alpha Smokescreen: A guide to hedge fund return sources (Institutional Investors, 2005; second edition 2012)

    Through the Alpha Smokescreen: A guide to hedge fund return sources (Institutional Investors, 2005; second edition 2012)

    Insurance-Linked Securities (ILS): How to construct an Investable Performance Benchmark, Journal of Alternative Investments, Fall 2011

    Insurance-Linked Securities (ILS): How to construc

    Insurance-Linked Securities (ILS): How to construct an Investable Performance Benchmark, Journal of Alternative Investments, Fall 2011

    Insurance-Linked Securities (ILS): How to construct an Investable Performance Benchmark, Journal of Alternative Investments, Fall 2011

    Insurance-Linked Securities (ILS): What Drives Their Returns?, Journal of Alternative Investments, Fall 2010

    Insurance-Linked Securities (ILS): What Drives The

    Insurance-Linked Securities (ILS): What Drives Their Returns?, Journal of Alternative Investments, Fall 2010

    Insurance-Linked Securities (ILS): What Drives Their Returns?, Journal of Alternative Investments, Fall 2010

    The Road to Hedge Fund Replication: The Very First Steps, Proceedings to the Karlsruhe Workshop in Econometrics: Risk Assessement: Decisions in Banking and Finance, PhysicaVerlag (2008)

    The Road to Hedge Fund Replication: The Very First

    The Road to Hedge Fund Replication: The Very First Steps, Proceedings to the Karlsruhe Workshop in Econometrics: Risk Assessement: Decisions in Banking and Finance, PhysicaVerlag (2008)

    The Road to Hedge Fund Replication: The Very First Steps, Proceedings to the Karlsruhe Workshop in Econometrics: Risk Assessement: Decisions in Banking and Finance, PhysicaVerlag (2008)

    Alternative Beta Strategies and Hedge Fund Replication (Wiley, 2008)

    Alternative Beta Strategies and Hedge Fund Replica

    Alternative Beta Strategies and Hedge Fund Replication (Wiley, 2008)

    Alternative Beta Strategies and Hedge Fund Replication (Wiley, 2008)

    Can Hedge Fund Returns Be Replicated Inexpensively?, CFA Institute Conference Proceedings Quarterly, Summer 2007

    Can Hedge Fund Returns Be Replicated Inexpensively

    Can Hedge Fund Returns Be Replicated Inexpensively?, CFA Institute Conference Proceedings Quarterly, Summer 2007

    Can Hedge Fund Returns Be Replicated Inexpensively?, CFA Institute Conference Proceedings Quarterly, Summer 2007

    The new discussion: Replication of hedge fund strategies, AIMA Journal, Summer 2007

    The new discussion: Replication of hedge fund stra

    The new discussion: Replication of hedge fund strategies, AIMA Journal, Summer 2007

    The new discussion: Replication of hedge fund strategies, AIMA Journal, Summer 2007

    Factor Modelling and Benchmarking of Hedge Funds: Can passive investments in hedge funds strategies deliver?, Journal of Alternative Investments (2005); awarded with the Martello award “Best paper of the year”

    Factor Modelling and Benchmarking of Hedge Funds:

    Factor Modelling and Benchmarking of Hedge Funds: Can passive investments in hedge funds strategies deliver?, Journal of Alternative Investments (2005); awarded with the Martello award “Best paper of the year”

    Factor Modelling and Benchmarking of Hedge Funds: Can passive investments in hedge funds strategies deliver?, Journal of Alternative Investments (2005); awarded with the Martello award “Best paper of the year”

    Sources of Hedge Fund returns, Handbuch Hedge Funds, UhlenbruchVerlag (2004)

    Sources of Hedge Fund returns, Handbuch Hedge Fund

    Sources of Hedge Fund returns, Handbuch Hedge Funds, UhlenbruchVerlag (2004)

    Sources of Hedge Fund returns, Handbuch Hedge Funds, UhlenbruchVerlag (2004)

    Sources of Return for Hedge Funds and Managed Futures, The Capital Guide to Hedge Funds, published by ISIpublications (2004)

    Sources of Return for Hedge Funds and Managed Futu

    Sources of Return for Hedge Funds and Managed Futures, The Capital Guide to Hedge Funds, published by ISIpublications (2004)

    Sources of Return for Hedge Funds and Managed Futures, The Capital Guide to Hedge Funds, published by ISIpublications (2004)

    The New Generation of Risk Management for Hedge Funds and Private Equity (Euromoney, 2003)

    The New Generation of Risk Management for Hedge Fu

    The New Generation of Risk Management for Hedge Funds and Private Equity (Euromoney, 2003)

    The New Generation of Risk Management for Hedge Funds and Private Equity (Euromoney, 2003)

    The Significance of Liquidity and Transparency for Multi-Manager Portfolios of Alternative Investment Strategies, Fund of funds, Euromoney Publications (2003)

    The Significance of Liquidity and Transparency for

    The Significance of Liquidity and Transparency for Multi-Manager Portfolios of Alternative Investment Strategies, Fund of funds, Euromoney Publications (2003)

    The Significance of Liquidity and Transparency for Multi-Manager Portfolios of Alternative Investment Strategies, Fund of funds, Euromoney Publications (2003)

    Sources of Return for Hedge Funds and Managed Futures, AIMA Newsletter, September 2002

    Sources of Return for Hedge Funds and Managed Futu

    Sources of Return for Hedge Funds and Managed Futures, AIMA Newsletter, September 2002

    Sources of Return for Hedge Funds and Managed Futures, AIMA Newsletter, September 2002

    The Significance of Liquidity and Transparency for Multi-Manager Portfolios of Alternative Investment Strategies”, published in S. Jaffer, Fund of Funds, Euromoney , 2002

    The Significance of Liquidity and Transparency for

    The Significance of Liquidity and Transparency for Multi-Manager Portfolios of Alternative Investment Strategies”, published in S. Jaffer, Fund of Funds, Euromoney , 2002

    The Significance of Liquidity and Transparency for Multi-Manager Portfolios of Alternative Investment Strategies”, published in S. Jaffer, Fund of Funds, Euromoney , 2002

    Risk Management of Alternative Investment Strategies (Financial Times Prentice Hall, 2002)

    Risk Management of Alternative Investment Strategi

    Risk Management of Alternative Investment Strategies (Financial Times Prentice Hall, 2002)

    Risk Management of Alternative Investment Strategies (Financial Times Prentice Hall, 2002)

    Risk Management and Transparency in the Construction and Monitoring of a Fund of Hedge Funds Portfolio”, Global Pension, July 2002

    Risk Management and Transparency in the Constructi

    Risk Management and Transparency in the Construction and Monitoring of a Fund of Hedge Funds Portfolio”, Global Pension, July 2002

    Risk Management and Transparency in the Construction and Monitoring of a Fund of Hedge Funds Portfolio”, Global Pension, July 2002

    The sGFI Futures Index”, Journal of Alternative Investments, Summer 2002

    The sGFI Futures Index", Journal of Alternative In

    The sGFI Futures Index”, Journal of Alternative Investments, Summer 2002

    The sGFI Futures Index”, Journal of Alternative Investments, Summer 2002

    Risk Management for Multi-Manager portfolios of Alternative Investment Strategies- Part II”, Alternative Investment Quarterly (November 2001 and January 2002)

    Risk Management for Multi-Manager portfolios of Al

    Risk Management for Multi-Manager portfolios of Alternative Investment Strategies- Part II”, Alternative Investment Quarterly (November 2001 and January 2002)

    Risk Management for Multi-Manager portfolios of Alternative Investment Strategies- Part II”, Alternative Investment Quarterly (November 2001 and January 2002)

    Transparency and liquidity needs of alternative investment strategies”, IPE publications, November 2001

    Transparency and liquidity needs of alternative in

    Transparency and liquidity needs of alternative investment strategies”, IPE publications, November 2001

    Transparency and liquidity needs of alternative investment strategies”, IPE publications, November 2001

    Risk Management for Multi-Manager Portfolios of Alternative Investment Strategies”, AIMA Newsletter, April 2001

    Risk Management for Multi-Manager Portfolios of Al

    Risk Management for Multi-Manager Portfolios of Alternative Investment Strategies”, AIMA Newsletter, April 2001

    Risk Management for Multi-Manager Portfolios of Alternative Investment Strategies”, AIMA Newsletter, April 2001

    Experimental Verification of Noise Induced Attractor Deformation,” Physical Review Letters, No. 82 (11), p. 2274, March 1999.

    Experimental Verification of Noise Induced Attract

    Experimental Verification of Noise Induced Attractor Deformation,” Physical Review Letters, No. 82 (11), p. 2274, March 1999.

    Experimental Verification of Noise Induced Attractor Deformation,” Physical Review Letters, No. 82 (11), p. 2274, March 1999.

    New Results on Generating Partitions of Two-Dimensional Maps,” Journal of Physics A, No. 30, p. L567, November 1997.

    New Results on Generating Partitions of Two-Dimens

    New Results on Generating Partitions of Two-Dimensional Maps,” Journal of Physics A, No. 30, p. L567, November 1997.

    New Results on Generating Partitions of Two-Dimensional Maps,” Journal of Physics A, No. 30, p. L567, November 1997.

    Improved Cost Function for Modeling of Noisy Chaotic Time Series,” Physica D, No. 109, p. 59, November 1997.

    Improved Cost Function for Modeling of Noisy Chaot

    Improved Cost Function for Modeling of Noisy Chaotic Time Series,” Physica D, No. 109, p. 59, November 1997.

    Improved Cost Function for Modeling of Noisy Chaotic Time Series,” Physica D, No. 109, p. 59, November 1997.

    Homoclinic Tangencies and Non-Normal Jacobians – Effects of Noise in Non-Hyperbolic Chaotic Systems,” Physica D, No. 105: p. 79, 15 June 1997.

    Homoclinic Tangencies and Non-Normal Jacobians - E

    Homoclinic Tangencies and Non-Normal Jacobians – Effects of Noise in Non-Hyperbolic Chaotic Systems,” Physica D, No. 105: p. 79, 15 June 1997.

    Homoclinic Tangencies and Non-Normal Jacobians – Effects of Noise in Non-Hyperbolic Chaotic Systems,” Physica D, No. 105: p. 79, 15 June 1997.

    Effective Deterministic Models for Chaotic Motion Perturbed by Interactive Noise,” Physical Review E, No. 55: p. 5234, May 1997.

    Effective Deterministic Models for Chaotic Motion

    Effective Deterministic Models for Chaotic Motion Perturbed by Interactive Noise,” Physical Review E, No. 55: p. 5234, May 1997.

    Effective Deterministic Models for Chaotic Motion Perturbed by Interactive Noise,” Physical Review E, No. 55: p. 5234, May 1997.

    Unbiased Reconstructing of the Dynamics Underlying a Noisy Chaotic Time Series,” Chaos, No. 6: p. 440, September 1996.

    Unbiased Reconstructing of the Dynamics Underlying

    Unbiased Reconstructing of the Dynamics Underlying a Noisy Chaotic Time Series,” Chaos, No. 6: p. 440, September 1996.

    Unbiased Reconstructing of the Dynamics Underlying a Noisy Chaotic Time Series,” Chaos, No. 6: p. 440, September 1996.

    Molecules Interacting with Start Intense Laser Pulses: the Dynamical Role of Quasistationary States,” Journal of Chemical Physics, No. 104: p. 8943, 8 June 1996.

    Molecules Interacting with Start Intense Laser Pul

    Molecules Interacting with Start Intense Laser Pulses: the Dynamical Role of Quasistationary States,” Journal of Chemical Physics, No. 104: p. 8943, 8 June 1996.

    Molecules Interacting with Start Intense Laser Pulses: the Dynamical Role of Quasistationary States,” Journal of Chemical Physics, No. 104: p. 8943, 8 June 1996.

    Shape Dependencies in Pulsed Laser Matter Interactions”, Journal of Chemical Physics, No. 102: p. 7124, 8 May 1995.

    Shape Dependencies in Pulsed Laser Matter Interact

    Shape Dependencies in Pulsed Laser Matter Interactions”, Journal of Chemical Physics, No. 102: p. 7124, 8 May 1995.

    Shape Dependencies in Pulsed Laser Matter Interactions”, Journal of Chemical Physics, No. 102: p. 7124, 8 May 1995.