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Thomas Heidorn

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Personal Details

First Name: Thomas
Middle Name:
Last Name: Heidorn
Suffix:

RePEc Short-ID: phe427

Email: [This author has chosen not to make the email address public]
Homepage: http://fs.de/heidorn
Postal Address:
Phone:

Affiliation

Frankfurt School of Finance and Management
Location: Frankfurt, Germany
Homepage: http://www.frankfurt-school.de/
Email:
Phone: 069 154008-0
Fax:
Postal: Sonnemannstraße 9-11, 60314 Frankfurt am Main
Handle: RePEc:edi:hfbfide (more details at EDIRC)

Works

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Working papers

  1. Heidorn, Thomas & Kaiser, Dieter G. & Voinea, Andre, 2010. "The value-added of investable hedge fund indices," Frankfurt School - Working Paper Series 141, Frankfurt School of Finance and Management.
  2. Heidorn, Thomas & Kahlert, Dennis, 2010. "Implied correlations of iTraxx tranches during the financial crisis," Frankfurt School - Working Paper Series 145, Frankfurt School of Finance and Management.
  3. Heidorn, Thomas & Birkmeyer, Jörg & Rogalski, André, 2010. "Determinanten von Banken-Spreads während der Finanzmarktkrise," Frankfurt School - Working Paper Series 143, Frankfurt School of Finance and Management.
  4. Heidorn, Thomas & Winker, Michael & Löw, Christian, 2010. "Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices," Frankfurt School - Working Paper Series 139, Frankfurt School of Finance and Management.
  5. Heidorn, Thomas & Schmaltz, Christian, 2009. "Interne Transferpreise für Liquidität," Frankfurt School - Working Paper Series 125, Frankfurt School of Finance and Management.
  6. Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph, 2009. "Empirische Analyse der Drawdowns von Dach-Hedgefonds," Frankfurt School - Working Paper Series 109, Frankfurt School of Finance and Management.
  7. Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009. "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series 121, Frankfurt School of Finance and Management.
  8. Heidorn, Thomas & Pleißner, Mathias, 2008. "Determinanten europäischer CMBS spreads: ein empirisches Modell zur Bestimmung der Risikoaufschläge von commercial mortgage-backed securities (CMBS)," Frankfurt School - Working Paper Series 101, Frankfurt School of Finance and Management.
  9. Heidorn, Thomas & Schmaltz, Christian & Kunze, Wolfgang, 2008. "Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver)," Frankfurt School - Working Paper Series 93, Frankfurt School of Finance and Management.
  10. Almer, Thomas & Heidorn, Thomas & Schmaltz, Christian, 2008. "The dynamics of short- and long-term CDS-spreads of banks," Frankfurt School - Working Paper Series 95, Frankfurt School of Finance and Management.
  11. Böttger, Marc & Guthoff, Anja & Heidorn, Thomas, 2008. "Loss Given Default - Modelle zur Schätzung von Recovery Rates," Frankfurt School - Working Paper Series 96, Frankfurt School of Finance and Management.
  12. Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007. "Gold in the investment portfolio," Frankfurt School - Working Paper Series 87, Frankfurt School of Finance and Management.
  13. Heidorn, Thomas & Kaiser, Dieter G. & Muschiol, Andrea, 2007. "Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung," Frankfurt School - Working Paper Series 77, Frankfurt School of Finance and Management.
  14. Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007. "Commodities in asset management," Frankfurt School - Working Paper Series 81, Frankfurt School of Finance and Management.
  15. Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2006. "Heterogenität von Hedgefondsindizes," Frankfurt School - Working Paper Series 71, Frankfurt School of Finance and Management.
  16. Heidorn, Thomas & Trautmann, Alexandra, 2005. "Niederschlagsderivate," Frankfurt School - Working Paper Series 69, Frankfurt School of Finance and Management.
  17. Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2005. "Möglichkeiten der Strukturierung von Hedgefondsportfolios," Frankfurt School - Working Paper Series 68, Frankfurt School of Finance and Management.
  18. Heidorn, Thomas & Siragusano, Tindaro, 2004. "Die Anwendbarkeit der Behavioral Finance im Devisenmarkt," Frankfurt School - Working Paper Series 52, Frankfurt School of Finance and Management.
  19. Heidorn, Thomas & Gerhold, Mirko, 2004. "Investitionen und Emissionen von Convertible Bonds (Wandelanleihen)," Frankfurt School - Working Paper Series 50, Frankfurt School of Finance and Management.
  20. Heidorn, Thomas & Meyer, Bernd & Pietrowiak, Alexander, 2004. "Performance-Effekte nach Directors' Dealings in Deutschland, Italien und den Niederlanden," Frankfurt School - Working Paper Series 57, Frankfurt School of Finance and Management.
  21. Heidorn, Thomas & König, Lars, 2003. "Investitionen in Collateralized Debt Obligations," Frankfurt School - Working Paper Series 44, Frankfurt School of Finance and Management.
  22. Chevalier, Pierre & Heidorn, Thomas & Krieger, Christian, 2003. "Temperaturderivate zur strategischen Absicherung von Beschaffungs- und Absatzrisiken," Frankfurt School - Working Paper Series 49, Frankfurt School of Finance and Management.
  23. Heidorn, Thomas & Kantwill, Jens, 2002. "Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps," Frankfurt School - Working Paper Series 39, Frankfurt School of Finance and Management.
  24. Heidorn, Thomas & Jaster, Oliver & Willeitner, Ulrich, 2001. "Event risk covenants," Frankfurt School - Working Paper Series 30, Frankfurt School of Finance and Management.
  25. Heidorn, Thomas, 2001. "Bewertung von Kreditprodukten und Credit Default Swaps," Frankfurt School - Working Paper Series 36, Frankfurt School of Finance and Management.
  26. Heidorn, Thomas & Weier, Sven, 2001. "Einführung in die fundamentale Aktienanalyse," Frankfurt School - Working Paper Series 35, Frankfurt School of Finance and Management.
  27. Heidorn, Thomas, 2000. "Entscheidungsorientierte Mindestmargenkalkulation," Frankfurt School - Working Paper Series 21, Frankfurt School of Finance and Management.
  28. Böger, Andreas & Heidorn, Thomas & Waldstein, Philipp, 2000. "Hybrides Kernkapital für Kreditinstitute," Frankfurt School - Working Paper Series 22, Frankfurt School of Finance and Management.
  29. Heidorn, Thomas & Schmidt, Peter & Seiler, Stefan, 2000. "Neue Möglichkeiten durch die Namensaktie," Frankfurt School - Working Paper Series 23, Frankfurt School of Finance and Management.
  30. Heidorn, Thomas & Klein, Hans-Dieter & Siebrecht, Frank, 2000. "Economic value added zur Prognose der Performance europäischer Aktien," Frankfurt School - Working Paper Series 27, Frankfurt School of Finance and Management.
  31. Chevalier, Pierre & Heidorn, Thomas & Rütze, Merle, 1999. "Gründung einer deutschen Strombörse für Elektrizitätsderivate," Frankfurt School - Working Paper Series 16, Frankfurt School of Finance and Management.
  32. Heidorn, Thomas, 1999. "Kreditrisiko (CreditMetrics)," Frankfurt School - Working Paper Series 12, Frankfurt School of Finance and Management.
  33. Heidorn, Thomas, 1999. "Kreditderivate," Frankfurt School - Working Paper Series 13, Frankfurt School of Finance and Management.
  34. Deistler, Daniel & Ehrlicher, Sven & Heidorn, Thomas, 1999. "CatBonds: Möglichkeiten der Verbriefung von Katastrophenrisiken," Frankfurt School - Working Paper Series 15, Frankfurt School of Finance and Management.
  35. Heidorn, Thomas & Hund, Jürgen, 1998. "Die Umstellung auf die Stückaktie für deutsche Aktiengesellschaften," Frankfurt School - Working Paper Series 8, Frankfurt School of Finance and Management.
  36. Heidorn, Thomas & Schmidt, Wolfgang M., 1998. "LIBOR in Arrears (Nachträgliche LIBOR-Feststellung)," Frankfurt School - Working Paper Series 6, Frankfurt School of Finance and Management.

Articles

  1. Thomas Heidorn & Dieter Kaiser & Daniel Lucke, 2013. "The value added of hedge fund styles in multi-asset portfolios: A new approach based on bull and bear market betas," Review of Accounting and Finance, Emerald Group Publishing, vol. 12(1), pages 44-59, February.
  2. Werner Müller & Helmut Krämer-Eis & Gregor Taistra & Gerhard Hofmann & Thomas Heidorn & Stephan Paul & Stephan Stein & Michael Paul, 2002. "Basel II: Führen die neuen Anforderungen an die Kreditinstitute zu einer Benachteiligung des Mittelstands?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 55(03), pages 03-19, 02.
  3. Ashok Parikh & Friedrich Sell & Doris Grimm & Ugo Fasano-Filho & Karl-Heinz Paqué & Torsten Tewes & Gunter Lorenzen & Manfred Neldner & Hans-Joachim Jarchow & Kurt Rothschild & Ronald Weichert & Fede, 1987. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 123(4), pages 739-789, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2009-09-19 2009-10-03. Author is listed
  2. NEP-GER: German Papers (2) 2009-09-19 2009-09-19. Author is listed
  3. NEP-RMG: Risk Management (1) 2009-09-19. Author is listed

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