Tobias Berens

Deutsche Apotheker- und Ärztebank

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Tobias Berens studied business administration at the WWU Münster. After starting his career at a big four accounting firm, he changed to a consultancy specialized in the financial sector. Since completing his doctorate in the fields of risk and portfolio management at TU Dortmund, he works in the risk management department of Deutsche Apotheker- und Ärztebank.

Articles by Tobias Berens

Original research

Estimation window strategies for value-at-risk and expected shortfall forecasting

This paper analyzes the impact of different estimation window strategies, including structural breaks and forecast combinations, on forecasting common risk measures such as VaR and ES.

26 Jun 2018