University of Bremen
Theo Berger is an assistant professor of econometrics and statistics at the University of Bremen, with interests in risk management, forecasting and econometric approaches to problems in Finance. Prior to this he worked at DHL Corporate Treasury Department and developed a risk management concept based on Value-at-Risk figures. He has a PhD in financial econometrics.
The analysis in this paper reveals that additional fundamental risk gets transferred along supply chains, and that suppliers are exposed to additional fundamental risk that is not captured by their market beta. Suppliers are therefore exposed to…
In order to separate short-term noise from long-term trends, this paper decomposes financial return series into their time and frequency domains.