Tim Bangemann - Academia.edu (original) (raw)

Papers by Tim Bangemann

Research paper thumbnail of Basis management

Palgrave Macmillan UK eBooks, 2002

Research paper thumbnail of Credit management

Palgrave Macmillan UK eBooks, 2002

Research paper thumbnail of Volatility management

Palgrave Macmillan UK eBooks, 2002

Research paper thumbnail of Yield curve management

Palgrave Macmillan UK eBooks, 2002

The German IFO Index is a general business-climate index compiled monthly by consulting approxima... more The German IFO Index is a general business-climate index compiled monthly by consulting approximately 10,000 companies throughout Germany. In the October 2001 IFO survey, German business confidence showed the largest monthly decline since November 1973. A fall of this magnitude was partly attributable to the terrorist attacks of 11 September 2001.

Research paper thumbnail of Nonlinear finite element treatment of bifurcation in the post-buckling analysis of thin elastic plates and shells

for introducing me into and teaching me about the field of finite elements and its engineering ap... more for introducing me into and teaching me about the field of finite elements and its engineering applications. Many thanks for the superb guidance, continuous encouragement and optimistic attitude which I enjoyed throughout the course of research work as well as the huge amount of freedom I was given in order to lead it to a successful completion. My deep appreciation is directed to Professor J. R. Whiteman for making all necessary arrangements for the completion of this thesis. Special acknowledgements are directed to Dr D. J. Allman of the Defence Research Agency in his role as a technical coordinator and for the interesting discussions and his helpful cooperation. Thanks to Dr M. K. War by and Dr S. Shaw as well as other colleagues at BleOM for the time, companionship and help they have given me. Also, I would like to thank Dr N. Herrmann from the University of Hanover for enabling my trip to the UK in the first place and Dr S. A. Matar for giving me the idea and convincing me to do a PhD. A thousand thanks for the support I have received from Jack, Michael, Giovanni and other friends over the last few years. A special thank you goes to Roshi. A simple thank you is not sufficient for expressing my gratitude towards my family who always stood behind me and without whose support it would never have been possible for me to accomplish this work.

Research paper thumbnail of Yield curve management

Active Fixed Income and Credit Management, 2002

The German IFO Index is a general business-climate index compiled monthly by consulting approxima... more The German IFO Index is a general business-climate index compiled monthly by consulting approximately 10,000 companies throughout Germany. In the October 2001 IFO survey, German business confidence showed the largest monthly decline since November 1973. A fall of this magnitude was partly attributable to the terrorist attacks of 11 September 2001.

Research paper thumbnail of Basis management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Volatility management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Duration management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Credit management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Nonlinear finite element treatment of bifurcation in the post-buckling analysis of thin elastic plates and shells

for introducing me into and teaching me about the field of finite elements and its engineering ap... more for introducing me into and teaching me about the field of finite elements and its engineering applications. Many thanks for the superb guidance, continuous encouragement and optimistic attitude which I enjoyed throughout the course of research work as well as the huge amount of freedom I was given in order to lead it to a successful completion. My deep appreciation is directed to Professor J. R. Whiteman for making all necessary arrangements for the completion of this thesis. Special acknowledgements are directed to Dr D. J. Allman of the Defence Research Agency in his role as a technical coordinator and for the interesting discussions and his helpful cooperation. Thanks to Dr M. K. War by and Dr S. Shaw as well as other colleagues at BleOM for the time, companionship and help they have given me. Also, I would like to thank Dr N. Herrmann from the University of Hanover for enabling my trip to the UK in the first place and Dr S. A. Matar for giving me the idea and convincing me to do a PhD. A thousand thanks for the support I have received from Jack, Michael, Giovanni and other friends over the last few years. A special thank you goes to Roshi. A simple thank you is not sufficient for expressing my gratitude towards my family who always stood behind me and without whose support it would never have been possible for me to accomplish this work.

Research paper thumbnail of Active Fixed Income and Credit Management

Research paper thumbnail of Active diversification of fixed-income portfolios

Active Fixed Income and Credit Management, 2002

Portfolio management is a structured investment process which comprises the following sections: s... more Portfolio management is a structured investment process which comprises the following sections: strategic asset allocation (fundamental, long-term perspective) tactical asset allocation (short-term assessment, and hence tactical) performance and risk analysis (performance measurement).

Research paper thumbnail of Basis management

Palgrave Macmillan UK eBooks, 2002

Research paper thumbnail of Credit management

Palgrave Macmillan UK eBooks, 2002

Research paper thumbnail of Volatility management

Palgrave Macmillan UK eBooks, 2002

Research paper thumbnail of Yield curve management

Palgrave Macmillan UK eBooks, 2002

The German IFO Index is a general business-climate index compiled monthly by consulting approxima... more The German IFO Index is a general business-climate index compiled monthly by consulting approximately 10,000 companies throughout Germany. In the October 2001 IFO survey, German business confidence showed the largest monthly decline since November 1973. A fall of this magnitude was partly attributable to the terrorist attacks of 11 September 2001.

Research paper thumbnail of Nonlinear finite element treatment of bifurcation in the post-buckling analysis of thin elastic plates and shells

for introducing me into and teaching me about the field of finite elements and its engineering ap... more for introducing me into and teaching me about the field of finite elements and its engineering applications. Many thanks for the superb guidance, continuous encouragement and optimistic attitude which I enjoyed throughout the course of research work as well as the huge amount of freedom I was given in order to lead it to a successful completion. My deep appreciation is directed to Professor J. R. Whiteman for making all necessary arrangements for the completion of this thesis. Special acknowledgements are directed to Dr D. J. Allman of the Defence Research Agency in his role as a technical coordinator and for the interesting discussions and his helpful cooperation. Thanks to Dr M. K. War by and Dr S. Shaw as well as other colleagues at BleOM for the time, companionship and help they have given me. Also, I would like to thank Dr N. Herrmann from the University of Hanover for enabling my trip to the UK in the first place and Dr S. A. Matar for giving me the idea and convincing me to do a PhD. A thousand thanks for the support I have received from Jack, Michael, Giovanni and other friends over the last few years. A special thank you goes to Roshi. A simple thank you is not sufficient for expressing my gratitude towards my family who always stood behind me and without whose support it would never have been possible for me to accomplish this work.

Research paper thumbnail of Yield curve management

Active Fixed Income and Credit Management, 2002

The German IFO Index is a general business-climate index compiled monthly by consulting approxima... more The German IFO Index is a general business-climate index compiled monthly by consulting approximately 10,000 companies throughout Germany. In the October 2001 IFO survey, German business confidence showed the largest monthly decline since November 1973. A fall of this magnitude was partly attributable to the terrorist attacks of 11 September 2001.

Research paper thumbnail of Basis management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Volatility management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Duration management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Credit management

Active Fixed Income and Credit Management, 2002

Research paper thumbnail of Nonlinear finite element treatment of bifurcation in the post-buckling analysis of thin elastic plates and shells

for introducing me into and teaching me about the field of finite elements and its engineering ap... more for introducing me into and teaching me about the field of finite elements and its engineering applications. Many thanks for the superb guidance, continuous encouragement and optimistic attitude which I enjoyed throughout the course of research work as well as the huge amount of freedom I was given in order to lead it to a successful completion. My deep appreciation is directed to Professor J. R. Whiteman for making all necessary arrangements for the completion of this thesis. Special acknowledgements are directed to Dr D. J. Allman of the Defence Research Agency in his role as a technical coordinator and for the interesting discussions and his helpful cooperation. Thanks to Dr M. K. War by and Dr S. Shaw as well as other colleagues at BleOM for the time, companionship and help they have given me. Also, I would like to thank Dr N. Herrmann from the University of Hanover for enabling my trip to the UK in the first place and Dr S. A. Matar for giving me the idea and convincing me to do a PhD. A thousand thanks for the support I have received from Jack, Michael, Giovanni and other friends over the last few years. A special thank you goes to Roshi. A simple thank you is not sufficient for expressing my gratitude towards my family who always stood behind me and without whose support it would never have been possible for me to accomplish this work.

Research paper thumbnail of Active Fixed Income and Credit Management

Research paper thumbnail of Active diversification of fixed-income portfolios

Active Fixed Income and Credit Management, 2002

Portfolio management is a structured investment process which comprises the following sections: s... more Portfolio management is a structured investment process which comprises the following sections: strategic asset allocation (fundamental, long-term perspective) tactical asset allocation (short-term assessment, and hence tactical) performance and risk analysis (performance measurement).