R Code & Data

• Huber, C. (2023):  Asset Allocation Hands-On, with Examples in R, Wilmott Magazine, iss. 124, 78–87.
• Huber, C. (2023): Data files and R code for above article.

• Huber, C. (2019): R Tutorial on Machine Learning: How to Visualize Option-Like Hedge Fund Returns for Risk Analysis. R Code accompanying the article Huber, C. (2019): R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis, Wilmott Magazine, January 2019, 36-40.
• Huber, C. (2019): Data for the above R tutorial.
  

White Papers

• Huber, C. (2015): Return and Drawdown Similarities of Hedge Funds.
• Huber, C. (2015): Managers’ Drawdown Similarities and Robust Returns of Fund-of-Hedge Funds.
• Huber, C. (2015): Tail Risk Insurance with Trend-Followers for Hedge Fund Portfolios.

Presentations

• Huber, C. (2018): Machine Learning for Hedge Fund Selection, talk presented  at the conference “AI, ML and Sentiment Analysis applied to Finance”, June 2018, London.
• Huber, C. (2012): Synthetic Options and Protection for Inflation-/Deflation, presentation at IFZ Zug / Switzerland.

Articles

• Huber, C. (2019): Machine Learning for Visual Risk Analysis and Hedge Fund Selection, Q2 2019 AIAR Vol. 8 Issue 2, 37-40.
• Huber, C. (2019): Machine Learning for Hedge Fund Selection, Wilmott Magazine, March 2019, 74-81.
• Huber, C. (2019): R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis, Wilmott Magazine, January 2019, 36-40.
• Huber, C. (2018): In Free Fall and Yet Attractive? Short Volatility ETFs, Alternative Investment Analyst Review [CAIA], Q3 2018, volume 7, issue 3, 50-53.
• Huber, C. (2018): Machine Learning for Visual Risk Analysis and Hedge Fund Selection, The Hedge Fund Journal, issue 134, July/August. Also available on SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3289979.
• Huber, C. (2018): Im freien Fall und doch attraktiv? Short Volatility-ETFs, in: Risiko Manager, 04/2018, pp. 34-37.
• Huber, C. (2017): Target Volatility: Are There Benefits for Domestic and International Investors?, Working Paper on SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2977841.
• Huber, C., Imfeld, D. (2017): Operational Risk Management for Hedge Funds: Implementation, Success Factors, and Pitfalls, in: Baker, H.K., Filbeck, G. (Eds): Hedge Funds: Structure, Strategies, and Performance, Oxford University Press, pp. 320-343.
• Huber, C., Gasser, F., Bürkler, N. (2015): Inflation Risk, in: Baker, K., Filbeck, G. (Eds): Investment Risk Management, Oxford University Press, pp. 237-260.
• Huber, C., Imfeld, D. (2013): Operational Risk Management in Practice: Implementation, Success Factors and Pitfalls, in: Alternative Investment Analyst Review [CAIA], Q3 2013, Vol. 2, Iss. 2, 6-22. Working Paper version also on SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=1319942#
• Huber, C., Imfeld, D. (2012): ORM: Erfolgsfaktoren und Stolpersteine, in: Die Bank, September, pp. 14-20.
• Huber, C. (2011): Managed Accounts – A Rocky Path to Transparency – And Then?, The Hedge Fund Journal, March 2011, iss. 65, p. 60.
• Huber, C., Imfeld, D. (2011): Operational Risk Management in Practice, Working Paper.
• Huber, C. (2011): Purchasing Power Protection with a Simple Trend-Following Strategy in Different Inflation Regimes, Working Paper.
• Huber, C. (2010): Steiniger Weg zur Transparenz – und dann? Managed Accounts für Hedge Funds; Finanz und Wirtschaft, 13.10.2010, p. 22.
• Huber, C. (2008): Bondholder Value vs. Shareholder Value; in: Fabozzi, F. (Ed.): The Handbook of Finance, Vol. II, John Wiley & Sons, pp. 623-629.
• Huber, C. (2006): Hedgefonds in Mischportfolios (Hedge Funds in Mutual Portfolios); in: Absolut Report, Nr. 33, 08/2006, pp. 36-43.
• Huber, C. (2005): Konstruktion stressresistenter Portfolios aus Hedge Funds-Strategien mit optionsähnlichen Renditestrukturen (Construction of stress-resistent Portfolios from Hedge Fund Strategies with option-like Return Structures); in: Dichtl, H., Kleeberg, J., Schlenger, C. (Eds.): Handbuch Hedge Funds (Handbook Hedge Funds), Uhlenbruch Verlag, Bad Soden/Ts., pp. 321-361.
• Huber, C. (2005): Hedge Funds: Risikofaktoren und Stilallokation (Risk Factors and Style Allocation for Hedge Funds); in: Peetz, D. (Ed.): Investment Management, Schäffer Poeschel Verlag, Stuttgart, pp. 261-290.
• Huber, C. (2005): Bondholder Value versus Shareholder Value, in: Eller, R., Heinrich, M., Perrot, R., Reif, M. (Eds.): Handbuch Derivativer Instrumente, Schäffer Poeschel Verlag, Stuttgart, pp. 261-290.
• Huber, C. (2004): Bondholder Value vs. Shareholder Value; in: Fabozzi, F., Choudry, M. (Eds.): The Handbook of European Fixed Income Securities, John Wiley & Sons, pp. 23-39.
• Huber, C. (2003): Bondholder Value vs. Shareholder Value; in: Diegelmann, M., Deter, H. (Eds.): Creditor Relations, Bankakademie Verlag, pp. 205-229.
• Huber, C. (2003): Der Johansen-Test auf Kointegration (The Johansen-Test for Cointegration); in: WiSt – Wirtschaftswissenschaftliches Studium, pp. 363-364.
• Huber, C. (2002): Quantitative Modelle zur Prognose von High Yield Spreads (Quantitative Models for the Prediction of High Yield Spreads); in: Die Bank, Issue 2, February 2002, pp. 126-131.
• Huber, C. (2002): Shareholder Value versus Bondholder Value im Asset Management; in: Kaiser H., Voecking, T. (Eds.): Strategische Anlageberatung (Strategic Asset Consulting), Gabler Verlag, pp. 385-406.
• Huber, C. (2001): Die Bewertung ratingsensitiver Anleihen (Evaluation of rating-sensitive Bonds); in: Die Bank, Issue 2/2001, pp. 147-149.
• Huber, C. (2000): Wendepunkte in Finanzmärkten: Prognose und Asset Allocation (Turning Points in Financial Markets: Forecasting and Asset Allocation), PhD dissertation, Uhlenbruch Verlag, Bad Soden/Ts.
• Huber, C., Kaiser, H. (2004): Hedge Fund Risk Factors With Option-like Structures: Examples and Explanations, in: Journal of Wealth Management, Winter 2004, pp. 49-60.
• Huber, C., Kaiser, H. (2004): Credit in Bond Portfolios; in: Fabozzi, F., Choudry, M. (Eds.): The Handbook of European Fixed Income Securities, John Wiley & Sons, pp. 835-848.
• Huber, C., Kaiser, H. (2003): Absolute Return Strategie und Shortfall Risk, in: Die Bank, issue 7/2003, pp. 492-495.
• Huber, C., Kaiser, H. (2003): Asset Allocation für Privatanleger (Asset Allocation for the Private Investor); in Dichtl, H., Kleeberg, J., Schlenger, C. (Eds.): Handbuch Asset Allocation, Uhlenbruch Verlag, pp. 623-646.
• Huber, C., Kaiser, H. (2003): Asset Allocation Recommendations of Financial Advisors: Are They Risk/Return Optimal?, in: Journal of Wealth Management, Vol. 6, No. 2 (Fall 2003), pp. 21–33.
• Huber, C., Kaiser, H. (2002): Asset Allocation for Private Investors, in: Economic & Financial Computing, Vol. 12, No. 3, Autumn 2002, pp. 103-137.
• Huber, C., Kaiser, H. (2002): Corporate Bonds im Rentenportfolio (Corporates in Bond Portfolios); in Kleeberg, J.; Rehkugler H. (Eds.): Handbuch Portfoliomanagement, Uhlenbruch Verlag, 2^nd ed., pp. 525-544.
• Huber, C., Kaiser, H., Klein, C. (2002): Unternehmensanleihen – High Yield; in: Kaiser H., Voecking, T. (Eds.): Strategische Anlageberatung (Strategic Asset Consulting), Gabler Verlag, pp. 251-278.
• Huber, C., Kaiser, H., Klein, C. (2002): Unternehmensanleihen – Investmentgrade; in: Kaiser H., Voecking, T. (Eds.): Strategische Anlageberatung (Strategic Asset Consulting), Gabler Verlag, pp. 219-249.
• Huber, C., Kaiser, H., Klein, C. (2001): High Yield-Anleihen – Eine attraktive Depotbeimischung für Privatanleger (High Yield Bonds – An attractive Addition to a Private Investor’s Portfolio), Deutsche Bank Research Study, Private Banking Investment Strategy.
• Huber, C., Kaiser, H., Klein, C. (2001): Analysis and Evaluation of Corporate Bonds, in: Economic & Financial Review, Vol. 8, No. 1, Spring 2001, pp. 3-44.
• Huber, C., Kaiser, H., Klein, C. (2000): Analyse und Bewertung von Unternehmensanleihen (Analysis and Evaluation of Corporate Bonds); Deutsche Bank Research Paper, Private Banking Investment Strategy.
• Huber, C., Kaiser, H., Vöcking, T. (2003): Absolute Return mit Alternativen Investments, in: Westphal, I. Horstkotte, C., Ripper, K. (Eds.): Asset Management: Investmentkonzepte, Produkte, Vertriebswege und Standortfragen der Fondsbranche (Investment Concepts, Products, Distribution Channels, and Location of the Fund Industry), Schäffer-Poeschel Verlag Stuttgart, pp. 139-151.
• Poddig, Th.; Huber, C. (2004): Einheitswurzeln in ökonomischen Zeitreihen (Unit Roots in Economic Time Series), wisu – Das Wirtschaftsstudium, Issue 8-9/04, pp. 1034-1038.
• Huber, C. (2002): Corporates als Alternative zu Aktien (Corporates as an Alternative to Equities); Börsenzeitung, 21.9.2002, p. 5.
• Huber, C. (2002): Im Reich der „Fallen Angels“ ist Diversifikation Trumpf (Diversification is required in the Realm of “Fallen Angels“); Börsenzeitung, 19.9.2002, p. 4.
• Huber, C. (2002): Turbulenzen erhöhen Renditeaufschläge (Turbulences increase Spreads); Börsenzeitung, 29.6.2002, p. 5.
• Huber, C. (2002): „Gefallene Engel“ locken mit hoher Rendite (“Fallen Angels“ lure with Yield); Börsenzeitung, 6.4.2002, p. 5.
• Huber, C. (2002): Corporate Bonds sind 2002 attraktiv (Corporate Bonds attractive in 2002); Börsenzeitung, 5.1.2002, p. 5.
• Huber, C. (2001): Kurze und mittlere Laufzeiten am sichersten (Short and medium Maturities are the safest); Börsenzeitung, 13.10.2001, p. 5.
• Huber, C. (2001): Klassische Wandler bieten Vorteile (Classical Convertibles yield Advantages); Börsenzeitung, 15.9.2001, p. 5.
• Huber, C. (2001): Wandelanleihe von SGL Carbon ist attraktiv (SGL Carbon-Convertible attractive); Börsenzeitung, 18.8.2001, p. 5.
• Huber, C. (2001): KPN-Wandelanleihe mit Übernahmefantasie (KPN-Convertible with Takeover Fantasy); Börsenzeitung, 25.6.2001, p. 5.
• Huber, C. (2001): Kreditrisiken verbessern Renditeoptimierung (Credit Risks enhance Return Optimisation); Börsenzeitung, 24.3.2001, p. 5.
• Huber, C. (2000): Finanzinnovation Covenants: Anleihen mit eingebautem Anlegerschutz (Covenants: Bonds with included Bondholder Protection), in: Handelsblatt 23.8.2000, p. 33.
• Huber, C.; Sulzer, M. (2000): Vom Frosch zum Prinzen? Euroland endeckt Anleiheeigner als Kapitalkunden (Euroland discovers Bondholders as Capital Providers); in: Finance, October
• Poddig, Th.; Huber, C. (2000): Trendeigenschaften ökonomischer Zeitreihen (Trend Properties of Economic Time Series), wisu – Das Wirtschaftsstudium, Issue 2/00, pp. 186-189.
• Poddig, Th.; Huber, C. (1999): A Comparison of Model Selection Procedures for Predicting Turning Points in Financial Time Series. Presentation at the conference Principles and Practice of Knowledge Discovery in Databases, Prague. Paper published in: Zytkow, J.; Rauch, J. (Eds.): Principles and Practice of Knowledge Discovery in Databases, Lecture Notes in Computer Science Vol. 1704, pp. 432-437, Springer-Verlag.
• Poddig, Th.; Huber, C. (1999): Data Mining for the Detection of Turning Points in Financial Time Series. Presentation at the conference Intelligent Data Analysis, Amsterdam. Paper published in: Hand, D.J.; Kok, J.N.; Berthold, M.R. (Eds.): Advances in Intelligent Data Analysis, Proceedings, Lecture Notes in Computer Science Vol. 1642, pp. 427-436, Springer Verlag.
• Poddig, Th.; Huber, C. (1999): Data Mining und Knowledge Discovery in Databases, in: WiSt – Wirtschaftswissenschaftliches Studium, Issue 12/1999, pp. 663-666.
• Poddig, Th.; Huber, C. (1998): A Data Mining Approach for Detection of Turning Points in Financial Time Series. Paper presented at the conference EuFit98, Aachen. Paper published in Proceedings of EuFit98, pp. 1947-1949.
• Poddig, Th.; Huber, C. (1998): Renditeprognose mit Neuronalen Netzen (Return Forecasts with Artificial Neural Networks); in: Kleeberg, J.; Rehkugler H. (Eds.): Handbuch Portfoliomanagement, Uhlenbruch Verlag, 1^st ed., pp. 349-384.