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51	Modelling Financial Risks Fat Tails, Volatility Clustering and Copulae Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:41:17 Volatility Financial economics Market risk Finance Economics Financial risk Mathematical finance Invesco
52	Diversification Reconsidered: Minimum Tail Dependency Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:40:16 Estimation theory Statistical inference Actuarial science Diversification Copula Variance Invesco Estimator Correlation and dependence Statistics Statistical dependence Financial risk
53	Vincent McCarthy, CFA MACRO & MARKETS WEEKLY S e n Add to Reading List Source URL: www.invesco.ie Language: English - Date: 2015-04-07 10:52:18 Macroeconomics Money Finance Quantitative easing Bond Foreign exchange market VIX Interest rate Inflation Economics Monetary policy Mathematical finance
54	Pfaff_Financial_ppc_V2.pdf Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2013-07-10 18:27:04 Finance Investment Mathematical finance Actuarial science Modern portfolio theory Portfolio optimization Invesco Expected shortfall Risk Financial economics Financial risk Economics
55	Vincent McCarthy, CFA MACRO & MARKETS WEEKLY 96YNWA S e n Add to Reading List Source URL: www.invesco.ie Language: English - Date: 2015-04-14 09:46:43 Bond Euro Monetary policy Central bank Interest rate Deflation Foreign exchange market Economics Fixed income market Inflation
56	Corporate Pensions Monthly Fund Performance Update 31 March 2015 Active Managed Fund Returns to 31 Mar 2015 The following funds aim to provide long-term capital growth for pension investors. The funds are actively manage Add to Reading List Source URL: www.invesco.ie Language: English - Date: 2015-04-14 09:53:59 Funds Passive management Collective investment scheme Active management Absolute return Financial economics Investment Financial services
57	Interfacing NEOS from R The R package rneos Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:40:28 Theoretical computer science AMPL Linear programming Semidefinite programming Global optimization Combinatorial optimization General Algebraic Modeling System Operations research Mathematical optimization Applied mathematics
58	Interfacing NEOS from R The R package rneos Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:38:29 Applied mathematics Linear programming AMPL MOSEK Semidefinite programming Invesco Semi-infinite Global optimization Operations research Mathematical optimization Mathematics
59	Package Development in R: Implementing GO-GARCH models Dr. Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:38:17 Time series analysis Autoregressive conditional heteroskedasticity Data analysis Covariance matrix Normal distribution Matrix Covariance Statistics Covariance and correlation Econometrics
60	Portfolio Selection with Probabilistic Utility: Revisited Dr. Bernhard Pfaff bernhard Invesco Asset Management GmbH Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2013-05-05 05:59:54 Markov chain Utility Statistics Markov models Probability and statistics