Thomas G. Stephan

Single-factor immunizing duration of an interest rate swap

P. Albrecht, Thomas G. Stephan, 1994 .

A multiple factor model for European stocks

R. Maurer, Thomas G. Stephan, M. Dürr, 2000 .

A multiple factor model for European stocks Working

R. Maurer, Thomas G. Stephan, M. Dürr, 2000 .

A Time Series Analysis of an Asset Class Returns Model for the German Capital Market-Proceedings AFIR 1996-Nürnberg, Germany

Thomas G. Stephan, 2002 .