Bajra, U.Q., Wagner, N. (2024):
Analyzing the Impact of Eco-Friendly Bonds on Economic Growth and Environmental Sustainability, Borsa Istanbul Review 24: 722-731.

Kleine, J., Peschke, T., Wagner, N. (2024):
Beyond Financial Wealth: The Experienced Utility of Collectibles, Quarterly Review of Economics and Finance 97: 101865.

Batten, J.A., Boubaker, S., Kinateder, H., Choudhury, T., Wagner, N. (2023):
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War, Journal of Economic Behavior & Organization 215: 325-350.

Bouri, E., Gabauer, D., Gupta, R., Kinateder, H. (2023):
Global Geopolitical Risk and Inflation Spillovers across European and North American Economies, Research in International Business and Finance 66: 102048.

Bouri, E., Nekhili, R., Kinateder, H., Choudhury, T. (2023):
Expected Inflation and U.S. Stock Sector Indices: A dynamic time-scale Tale from inflationary and deflationary Crisis Periods, Finance Research Letters 55: 103845.

Batten, J.A., Choudhury, T., Kinateder, H., Wagner, N. (2023):
Volatility Impacts on the European Banking Sector: GFC and COVID-19, Annals of Operations Research 330: 335-360.

Bouri, E., Kamal, E., Kinateder, H. (2023):
FTX Collapse and systemic Risk Spillovers from FTX Token to Major Cryptocurrencies, Finance Research Letters 56: 104099.

Lv, Z., Tsang, C.-K., Wagner, N., Wong, W.-K. (2023):
What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Monetary Markets? Emerging Markets Finance and Trade 59: 1554-1571.

Batten, J.A., Kinateder, H., Wagner, N. (2022):
Beating the Average: Equity Premium Variations, Uncertainty and Liquidity, Abacus 58: 567-588.

Kinateder, H., Wagner, N. (2022):
Oil and Stock Market Returns: Direction, Volatility or Liquidity? in: Klein, T., Loßagk, S., Straßberger, M., Walther, T. (eds.): Modern Finance and Risk Management, World Scientific Publishing, Chapter 15, pp. 335-351.

Batten, J.A., Kinateder, H., Szilagyi, P.G., Wagner, N. (2021):
Hedging Stocks with Oil, Energy Economics 93: 104422.

Anolick, N., Batten, J.A., Kinateder, H., Wagner, N. (2021):
Time for Gift Giving: Abnormal Share Repurchase Returns and Uncertainty, Journal of Corporate Finance 66: 101787.

Kleine, J., Peschke, T., Wagner, N. (2021):
Collectors: Personality between consumption and investment. Journal of Behavioral and Experimental Finance 32, 100566. 

Perras, P., Wagner, N. (2020):
Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out. Journal of Economic Dynamics and Control 121, 104009.

Perras, P., Wagner, N. (2020):
On the Pricing of Overnight Market Risk, Empirical Economics 59: 1307-1327.

Perras, P., Reberger, A., Wagner, N. (2020):
The Low-volatility Anomaly Revisited, Credit and Capital Markets: 221-244. 

Chu, A., Lv, Z., Wagner, N., Wong, W.-K. (2020):
Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China, Emerging Markets Review 43: 100693.

Kleine, J., Peschke, T., Wagner, N. (2020):
Rich Men’s Hobby or Question of Personality: Who Considers Collectibles as Alternative Investment?, Finance Research Letters 35: 101307.

Geuder, J., Kinateder, H., Wagner, N. (2019):
Cryptocurrencies as financial Bubbles: The Case of Bitcoin, Finance Research Letters 31: 179-184.

Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2019):
Liquidity, Surprise Volume and Return Premia in the Oil Market, Energy Economics 77: 93-104.

Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2019):
Time-Varying Energy and Stock Market Integration in Asia, Energy Economics 80: 777–792.

Buchner A., Mohamed A., Wagner N. (2019): 
Are Venture Capital and Buyout Backed IPOs any Different?, Journal of International Financial Markets, Institutions and Money 60: 39-49.

Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2018):
Addressing COP21 using a Stock and Oil Market Integration Index, Energy Policy116: 127-136.

Blisse H., Kinateder, H., Wagner, N. (2017):
Strukturwandel bei Genossenschaftsbanken und Sparkassen - die soziale Bedeutung der Bankreserven, Zeitschrift für das gesamte Kreditwesen 70, Heft 21: 1088-1089.

Kinateder H., Fabich, M., Wagner, N. (2017):
Domestic Mergers and Acquisitions in BRICS Countries: Acquirers and Targets, Emerging Markets Review 32: 190-199.

Kinateder H., Wagner, N. (2017):
Quantitative Easing and the Pricing of EMU Sovereign Debt, Quarterly Review of Economics and Finance 66: 1-12.

Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2017):
Can Stock Market Investors hedge Energy Risk? Evidence from Asia, Energy Economics 66: 559-570.

Kinateder H., Hofstetter, B., Wagner, N. (2017):
Do Liquidity Variables Improve Out-of-Sample Prediction of Sovereign Spreads during Crisis Periods?, Finance Research Letters 21: 144-150.

Buchner, A., Wagner, N., (2017):
Rewarding Risk-Taking or Skill? The Case of Private Equity Fund Managers, Journal of Banking and Finance 80: 14-32.

Narayan, P., Thuraisamy, K., Wagner, N. (2017):
How do bond, equity and commodity cycles interact?, Finance Research Letters 21: 151-156.

Buchner A., Wagner N. (2016):
The Betting against Beta Anomaly: Fact or Fiction? Finance Research Letters 16: 283-289.

Aboura S., Wagner N. (2016):
Extreme Asymmetric Volatility: Stress and Aggregate Asset Prices, Journal of International Financial Markets, Institutions and Money 41: 47-59.

Kleine, J., Wagner, N., Weller, T. (2016):
Openness Endangers your Wealth: Noise Trading and the Big Five, Finance Research Letters 16: 239-247.

Czauderna K., Riedel C., Wagner N. (2015):
Liquidity and conditional market returns: Evidence from German exchange traded funds, Economic Modelling 51: 454-459.

Riedel C., Wagner N. (2015):
Is Risk Higher During Non-Trading Periods? The Risk Trade-Off for Intraday versus Overnight Market Returns, Journal of International Financial Markets, Institutions and Money 39: 53-64.

Batten, J., Szilagyi, P., Wagner, N. (2015):
Should Emerging Market Investors buy Commodities?, Applied Economics 47: 4228-4246.

Kinateder H., Oppolzer L., Wagner, N. (2015):
Determinanten der Credit Spread Veränderungen von deutschen Mittelstandsanleihen, Credit and Capital Markets 48: 121-147.

Kahlert D., Wagner N. (2015):
Are Eurozone Banks Undercapitalized? A Stress Testing Approach to Financial Stability, Working Paper.

Riedel C., Wagner N. (2014): 
Is Risk higher during Non-Trading Periods? Tail Risk Evidence from Overnight Market Returns, Working Paper.

Kinateder H., Wagner N. (2014):
Fundamentals and Unobservables in the Pricing of Sovereign Debt, Working Paper.

Aboura, S., Valeyre, S., Wagner, N. (2014):
Option Pricing with a Dynamic Fat-Tailed Model, Journal of Hedge Funds and Derivatives: 131-155.

Wagner, N. (2014):
Introducing the New Editorial Team and Scope of Studies in Finance and Economics, Studies in Economics and Finance 31: 1-2.

Batten, J., Wagner, N. (eds.) (2014):
A Risk Management Post Financial Crisis: A Period of Monetary Easing, Contemporary Studies in Economic and Financial Analysis, Volume 96, Emerald, Bingley.

Batten, J., Kinateder, H., Wagner, N. (2014):
Multifractality and Value-at-Risk Forecasting of Exchange Rates, Physica A 401: 71-81.

Kinateder, H., Wagner, N. (2014):
Multiple-period Market Risk Prediction under Long Memory: When VaR is Higher than Expected, Journal of Risk Finance 15: 4-32.

Batten, J.A., MacKay, P., Wagner, N. (eds.) (2013):
Advances in Financial Risk Management—Corporates, Intermediaries and Portfolios, Finance and Capital Markets Series, Palgrave MacMillan, Houndmills.

Riedel, C., Thuraisamy, Wagner, N. (2013):
Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets, Emerging Markets Review: 17: 209-223.

Kinateder, H. (2013):
Mittelstandsanleihen - Eine kritische Betrachtung aus der Sicht von KMU und Investoren, Corporate Finance biz, Heft 4/2013: 190-194.

Buchner, A., Wagner, N. (2013):
Portfolio and Risk Management for Private Equity Fund Investments, in: Baker, H. K., Filbeck, G. (eds.): Portfolio Theory and Management, Oxford University Press, New York, pp. 638–653.

Wagner, N., Winter, E. (2013):
A New Family of Equity Style Indices and Mutual Fund Performance: Do Liquidity and Idiosyncratic Risk Matter?, Journal of Empirical Finance 21: 69–85.

Klüppelberg, C., Müller, G., Schreiber, I., Wagner, N. (2012):
Equities, Credits and Volatilities: A Multivariate Analysis of the European Market during the Subprime Crisis, International Review of Financial Analysis 22: 57–65.

Wagner, N., Buchner, A., Kinateder, H., Riedel, C., Wenger, T. (2012):
Aktuelle Herausforderungen des modernen Finanzcontrollings, Controlling 24, Heft 8/9: 440-444.

Buchner, A., Mohamed, A., Wagner, N. (2012):
An Option-Pricing Framework for the Valuation of Fund Management Compensation, in: Batten J., Wagner N. (eds.): Derivative Securities Pricing and Modelling, Contemporary Studies in Economic and Financial Analysis, Volume 94, Emerald, Bingley, pp. 331-350.

Batten, J., Wagner, N. (eds.) (2012):
Derivative Securities Pricing and Modelling, Contemporary Studies in Economic and Financial Analysis, Volume 94, Emerald, Bingley.

Breitenfellner, B., Wagner, N. (2012):
Explaining Aggregate Credit Default Swap Spreads, International Review of Financial Analysis 22, pp. 18-29.

Sälzle, R., Wagner, N. (2011):
Anforderungen an ein ETF-Rating in: Everling, O., Kirchhoff, G. J. (Hrsg.): Exchange Traded Fund-Rating, Bank-Verlag, Köln, pp. 151-164.

Buchner, A., Kaserer, C., Wagner, N. (2011):
Towards a Cash Flow Model for Private Equity Funds, BAI-Newsletter, Juli 2011, pp. 28-35.

Buchner, A.(2011):
New Insights on Asset Pricing and Illiquidity, in: Hu, B., Morasch, K., Pickl, S., Siegle, M. (eds.): Operations Research Proceedings 2010, Springer, Berlin, pp. 93-98.

Kinateder, H., Wagner, N.(2011):
VaR Prediction under Long Memory in Volatility, in: Hu, B., Morasch, K., Pickl, S., Siegle, M. (eds.): Operations Research Proceedings 2010, Springer, Berlin, pp. 123-128.

Rothböck, K., Wagner, N., Winter, E. (2011):
Illiquidität und DAX-Rendite, in: Corporate Finance biz (5-2011), Fachverlag der Verlagsgruppe Handelsblatt GmbH, Düsseldorf, pp. 314-323.

Breitenfellner, B., Wagner, N. (2010):
Government Intervention in Response to the Subprime Financial Crisis: The Good into the Pot, the Bad into the Crop, International Review of Financial Analysis 19, pp. 289-297.

Buchner, A., Kaserer, C., Wagner, N. (2010):
Modeling the Cash Flow Dynamics of Private Equity Funds: Theory and Empirical Evidence, Journal of Alternative Investments 13: 41–54.

Breitenfellner, B., Wagner, N. (2010):
Coping with the Financial Crisis: Illiquidity and the Role of Government Intervention, in Kolb R.W. (ed.): Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future, Wiley, Hoboken, pp. 579-586.

Breitenfellner, B., Wagner, N. (2010):
Credit Derivatives and What Happened Next: Analysis and Recommendations, in: Gregoriou, G. N. (ed.): The Banking Crisis Handbook, Chapman & Hall/CRC Press, Boca Raton, pp. 477-488.

Breitenfellner, B., Wagner, N. (2009):
Market Illiquidity Premia in iTraxx Index Spreads, Working Paper, Passau University

Wagner, N., Wenger, T. (2009):
Integrating Operational Risk into Total VaR, in: Gregoriou, G. N. (ed.) Operational Risk Towards Basel III: Best Practices and Issues in Modeling, Management and Regulation, Wiley, Hoboken, pp. 131-154.

Breitenfellner, B., Wagner, N. (2009):
Explaining Cross-Sectional Differences in CDS Spreads: An Alternative Approach using Value-at-Risk, in: Gregoriou, G. N. (ed.): The VaR Implementation Handbook, McGraw-Hill, New York, pp. 121-138.

Aboura, S., Wagner, N. (2009):
Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices, Working Paper, Paris IX Dauphine University, Passau University

Wagner, N. (2009):
(Forward Volatility Agreement, Stressed Markets), in Gregoriou, G. N. (ed.): Encyclopedia of Alternative Investments, Chapman & Hall, Boca Raton

Stocker, E. (2009):
(Absolute Return Index, Equal-Weighted Strategies Index, Global Hedge Fund Index), in: Gregoriou G.N. (ed.): Encyclopedia in Venture Capital and Private Equity, Chapman & Hall CRC, Boca Raton

Wagner, N. (ed.) (2008):
Credit Risk – Models, Derivatives and Management, Financial Mathematics Series Volume 12, Chapman & Hall CRC, Boca Raton, London, New York

Wagner, N., Wolpers, T. (2008):
Vermögensanlage im Private Banking: Globale Minimum-Varianz-Strategien 1997 bis 2006, Zeitschrift für das gesamte Kreditwesen 61: 301-305.

Wagner, N. (2008):
On the Dynamics of Market Illiquidity,  in: Lhabitant F. S., Gregoriou, G. N. (eds.): Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, Wiley, Hoboken, pp. 349-357.

Stewart, S., Wagner, N.  (2008):
Pricing CDX Credit Default Swaps with CreditMetrics and Trinomial Trees,  in: Wagner N. (ed.): Credit Risk – Models, Derivatives and Management, Chapman & Hall CRC, Boca Raton, pp. 181-196.

Hofberger, B., Wagner, N.  (2008):
Pricing CDX Credit Default Swaps using the Hull/White Intensity Model, in: Wagner N. (ed.): Credit Risk – Models, Derivatives and Management, Chapman & Hall CRC, Boca Raton, pp. 197-208

Aboura, S., Wagner, N. (2008):
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence, in: Wagner N. (ed.): Credit Risk – Models, Derivatives and Management, Chapman & Hall CRC, Boca Raton, pp. 377-390.

Buchner A., Kaserer C., Wagner N. (2008):
Private Equity Fund Valuation and Systematic Risk: An Equilibrium Approach and Empirical Evidence, CEFS Working Paper

Wagner N., Stocker E., Sälzle R. (2007):
Quantitatives Fondsrating – Ein persistentes Signal für langfristige Fondsqualität?, Finanz Betrieb 9: 461-472

Achleitner A.-K., Kasererer C., Wagner, N., Poech A., Brixner M. (2007):
German Business Ventures – Enterpreneurs, Success Factors and Financing, in: Gregoriou G. N., Kooli M., Kräussel R. (eds.): Venture Capital:A European Perspective, Elsevier Butterworth-Heinemann, Amsterdam, pp. 199-216

Wagner N., Kaiser W., Sälzle R. (2007):
Auf der Suche nach „unkorrelierten“ Investments, Honorarberatung 03/2007: 36-38

Wagner N. (2007):
Financial Statement Analysis and Security Valuation, Penman S.H., 3rd ed., International Journal of Accounting 42: 450-453

Junker M., Szimayer A., Wagner N. (2006):
Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications, Journal of Banking and Finance 30: 1171-1199

Achleitner A.-K. , Wagner N. (2006):
Real Estate Private Equity und seine Bedeutung aus der Kapitalmarktperspektive, in: Rottke, N., Rebitzer, D. (ed.): Handbuch Real Estate Private Equity, Müller, Köln, pp. 65-76

Ben-Zion U., Wagner N.  (2006):
Trading versus Non-Trading Returns: Evidence from Russia and the U.K., in: Batten, J. A., Kearney, C. (eds.): Emerging European Financial Markets: Independence and Integration Post Enlargement, Elsevier Science, Amsterdam, pp. 415-427

Achleitner A.-K., Wagner N. (2006):
Real Estate Private Equity – Funktion und Bedeutung einer Anlageklasse, in: Bone-Winkel, S. et al. (eds.): Stand und Entwicklungstendenzen der Immobilienökonomie, Müller, Köln, pp. 137-151

Wagner N. (2006):
Nasdaq IPOs around the Market Peak in 2000, in: Gregoriou, G. N. (ed.): Initial Public Offerings: An International Perspective, Elsevier Butterworth-Heinemann, Amsterdam, pp. 3-12

Kaserer C., Wagner N.  (2006):
Zur Messung von Rendite und Risiko bei Private Equity Investments, in: Kürsten, W., Nietert, B. (eds.): Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen, Springer, Berlin, S. 163-176

Wagner N., Marsh T.A. (2005):
Surprise Volume and Heteroskedasticity in Equity Market Returns, Quantitative Finance 5: 153-168

Wagner N., Hogan W., Batten J.A. (2005):
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds, Economic Notes 34: 35-50

Wagner N. (2005):
Autoregressive Conditional Tail Behavior and Results on Government Bond Yield Spreads, International Review of Financial Analysis 14: 247-261

Wagner N., Diller C., Brück B. (2005):
Optimale Nachbildungs- und Umschichtungsstrategien imManagement europäischer Aktienportfolios, Finanz Betrieb 7: 56-67

Wagner N., Marsh T.A. (2005):
Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes, Journal of Empirical Finance 12: 165-185

Wagner N. (2005):
Aktienmarktrisiko im Wandel der Zeit – Volatilität und unteres Verteilungsende am Beispiel des deutschen Aktienmarktes, in: Spremann, K. (ed.): Versicherungen im Umbruch, Springer, Berlin, S. 251-268

Kaserer C., Wagner N., Achleitner, A.K. (2005):
Managing Investment Risks of Institutional Private Equity Investors, in: Frenkel, M., Hommel, U., Rudolf, M. (eds.): Risk Management, Springer, Berlin, pp. 259-277

Wagner N. (2005):
Quantitatives Fondsrating, FondsConsult Mimeo, September 2005

Dash S., Wagner N. , Brück B., Diller C. (2005):
Managing Efficient Equity Baskets, Journal of Indexes 7: 20-24

Kaserer C. , Wagner N. (2004):
Determinanten der Vorstandsvergütung: Paradigmenwechsel oder Versagen in der Unternehmenskontrolle?, CEFS Working Paper No. 2004-6

Wagner N. (2004):
Time-Varying Moments, Idiosyncratic Risk, and an Application to Hot-Issue IPO Aftermarket Returns, Research in International Business and Finance 18: 59-72

Wagner N., Szimayer A. (2004):
Local and Spillover Shocks in Implied Market Volatility: Evidence for the U.S. and Germany, Research in International Business and Finance 18: 237-251

Wagner N., Marsh T.A. (2004):
Tail Index Estimation in Small Samples: Simulation Results for Independent and ARCH-type Financial Return Models, Statistical Papers 45: 545-561

Wagner N. (2004):
Germany, in: Batten, J. A., Fetherston, T. A., Szilágyi, P. G. (eds.): European Fixed Income Markets, Wiley, Chichester, pp. 241-261

Dash S., Wagner N., Brück B., Diller C. (2004):
Tracking an Index with Narrow Baskets: Efficiency, Costs and Tradeoffs Involved in Optimized Portfolios, Standard and Poor’s Report, New York,

Kaserer C., Wagner N. (2004):
(u.a. Basel II, Economic Value Added, Rating, Shareholder Value, Value at Risk, Weighted Average Cost of Capital) in: Lück, W. (Ed): Lexikon der Betriebswirtschaft, 6. Auflage, Oldenbourg, München-Wien

Wagner N. (2003):
Estimating Financial Risk under Time-Varying Extremal Return Behavior, Operations Research Spectrum 25: 317-328

Locarek-Junge H., Straßberger M., Wagner N. (2003):
Wann beginnt die Krise? – Eine Betrachtung von Finanzmarktdaten, in: Blum, U., Greipl, E., Müller, S., Uhr, W. (eds.): Krisenkommunikation, Deutscher Universitäts-Verlag, Wiesbaden, S. 141 - 152

Locarek-Junge H., Straßberger M., Wagner N. (2003):
Krisenkommunikation am Kapitalmarkt: Investor Relations in der Unternehmenskrise, in: Blum, U., Greipl, E., Müller, S., Uhr, W. (eds.): Krisenkommunikation, Deutscher Universitäts-Verlag, Wiesbaden, S. 125-139

Wagner N. (2003):
On Tail Index Estimation and Financial Risk Management Implications, in: Leopold-Wildburger, U., Rendl, F., Wäscher, G. (eds.): Operations Research Proceedings2002, Springer, Berlin, pp. 321-328

Wagner N. (2003):
Value-at-Risk for Financial Assets Determined by Moment Estimators of the Tail Index,  in: Schwaiger, M., Opitz, O. (eds.): Exploratory Data Analysis in Empirical Research, Springer, Berlin, pp. 522-530

Wagner N. (2003):
Methods of Relative Portfolio Optimization,  in: Satchell, S. E., Scowcroft, A. (eds.): New Advances in Portfolio Construction and Implementation, Butterworth and Heinemann, Oxford, pp. 333-341

Wagner N. (2002):
On a Model of Portfolio Selection with Benchmark, Journal of Asset Management 3: 55-65

Wagner N. (2002):
The Hill Estimator in Financial Risk Assessment and an Application to Extremal Exchange Rate Risk, in: Batten, J. A., Fetherston, T. A. (eds.): Financial Risk and Risk Management, Elsevier Science, Amsterdam, pp. 173-187

Kaserer C, Wagner N. (2002):
(u.a. Arbitrage Pricing Theory, Capital Asset Pricing Model, Hypothese informationseffizienter Kapitalmärkte, Markowitz-Modell) in: Boemle, M., Gsell, M., Jetzer, J.-P., Nyffeler, P., Thalmann, C. (Hrsg.): Geld-, Bank- und Finanzmarkt-Lexikon der Schweiz, SKV, Zürich

Wagner N., Szimayer A. (2001):
Alternative Model Specifications for Implied Volatility Measured by the German VDAX,Kredit und Kapital 34: 590-618

Wagner N., Marsh T.A. (2000):
On Adaptive Tail Index Estimation for Financial Return Models, Working Paper No. RPF-295, U.C. Berkeley, November 2000

Marsh T. A., Wagner N. (2000):
Return-Volume Dependence and Extremes in International Equity Markets, Working Paper No. RPF-293, U.C. Berkeley, May 2000

Bamberg G., Wagner N. (2000):
Equity Index Replication with Standard and Robust Regression Estimators, Operations Research Spectrum 22: 525-543

Wagner N. (1998):
Passives Management: Methoden zum Tracking von Marktindizes, in: Kleeberg, J. M., Rehkugler, H. (eds.): Handbuch Portfoliomanagement, Uhlenbruch, Bad Soden, S. 813-839

Wagner N. (1998):
Tracking des Deutschen Aktienindexes (DAX), Reihe Quantitative Ökonomie Band 91, Eul, Lohmar, Köln

Wagner N. (1998):
Portfolio Optimisation with Cap Weight Restrictions,  in: Refenes, A.-P. N., Burgess, A. N., Moody, J. E. (eds.): Decision Technologies for Computational Finance, Kluwer, Dordrecht, pp. 403-416

Wagner N. (1997);
MDAX-Trackingportfolios, Die Bank 9/1997: 566-568

Wagner N. (1996):
Approximative Nachbildung des Deutschen Aktienindexes (DAX), Finanzmarkt und Portfolio Management 10: 375-393

Wagner N. (1996):
Optimale Portfolios zum Tracking des DAX, Die Bank 11/1996: 684-688

Wagner N. (1995):
Der VDAX als Schätzer der zukünftigen Volatilität, Die Bank 12/1995: 738-741