Publikationen

• Fischer, T.: Consistency between transitive relations and between cones. PDF
  arXiv:2110.01392v1 [math.GM] (older version)
• Fischer, T. : Share at least half the numbers in a nontrivial LCM-closed set a nontrivial divisor?
  https://arxiv.org/pdf/1808.09247.pdf
• Hain, J., Fischer, T.: Valuation Algorithms for Structural Models of Financial Interconnectedness.
  arXiv:1501.07402v1 [q-fin.CP]
• Fischer, T.: No-Arbitrage Prices of Cash Flows and Forward Contracts as Choquet Representations.
  arXiv:1506.01837 [q-fin.MF]
• Fischer, T.: No-arbitrage valuation fails in arbitrage-free complete markets.
  abstract | Article available on request.

• Karl, S., Fischer, T., 2014. Cross-ownership as a structural explanation for over- and underestimation of default probability. Quantitative Finance 14 (6), 1031–1046 (Published online: 18 Nov 2013)
  full article (DOI) | arXiv
• Fischer, T., 2014. NO-ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS-OWNERSHIP. Mathematical Finance 24 (1), 97–124. (Published online: 19 Jun 2012)
  full article (DOI) | remarks | arXiv
• Fischer, T., 2013. On simple representations of stopping times and stopping time sigma-algebras. Statistics and Probability Letters 83 (1), 345-349
  full article (DOI) | remarks | arXiv: part 1 | arXiv: part 2
• Fischer, T., 2008. Consumption processes and positively homogeneous projection properties. Finance & Stochastics 12 (3), 357-380
  full article (DOI) | arXiv | preprint
• Fischer, T., 2007. A Law of Large Numbers approach to valuation in life insurance. Insurance: Mathematics and Economics 40 (1), 35-57
  full article (DOI) | preprint
• Fischer, T., May, A., Walther, B., 2003. Anpassung eines CIR-k-Modells zur Simulation der Zinsstrukturkurve. Blätter der DGVFM XXVI (3), 369-387
  full article (DOI)
• Fischer, T., May, A., Walther, B., 2003. Anpassung eines CIR-1-Modells zur Simulation der Zinsstrukturkurve. Blätter der DGVFM XXVI (2), 193-206
  full article (DOI) | English preprint available on request.
• Fischer, T., 2003. Risk capital allocation by coherent risk measures based on one-sided moments. Insurance: Mathematics and Economics 32 (1), 135-146
  full article (DOI) | preprint

• Walther, B., May, A., Fischer, T., 2003. Fitting Yield Curve Models Using the Kalman Filter. PAMM (Proceedings of the GAMM) 3 (1), 507-508
  full text (DOI)
• Fischer, T., Roehrl, A., 2003. Risk and performance optimization for portfolios of bonds and stocks. Proceedings of the International AFIR Colloquium 2003 in Maastricht full text

• 2011 - 2017: Over 630 pages of high-quality expert witness reports.
• Fischer, T., 2012. Existence, uniqueness, and minimality of the Jordan measure decomposition. Didactical Note
  arXiv
• Fischer, T., Roehrl, A., 2005. Optimization of performance measures based on Expected Shortfall. Working Paper (This is an improved version of the paper in the Proceedings of the International AFIR Colloquium 2003 [above].)
  full text
• Fischer, T., 2004. On the decomposition of risk in life insurance. Working Paper
  full text
• Fischer, T., 2004. Life insurance mathematics in discrete time (link). Preliminary lecture notes from the author's course at the METU (link) in Ankara
• Fischer, T., 2004. Valuation and risk management in life insurance. Ph.D. Thesis, TU Darmstadt
  full text
• Fischer, T., 2003. A class of coherent risk measures based on one-sided moments. Working Paper
  full text
  (Earlier published under the titles Examples of Coherent Risk Measures Depending on One-Sided Moments and also (originally) Coherent risk measures depending on higher moments on my homepage at Heidelberg University in 2001.)
• Fischer, T., 2001. Eine Methode zur Modellierung stochastischer Abhängigkeit von Ausfallereignissen in Kreditportfolios. Working Paper, Universität Heidelberg
• Fischer, T., 1999. Bratteli-Diagramme und Cutting-and-Stacking. Diplomarbeit, Universität Heidelberg

Diese nicht in Fachzeitschriften veröffentlichten Publikationen richten sich an ein breites Publikum. Um sie zu verstehen ist kein akademisches Hintergrundwissen in Finanz-, Wirtschaftswissenschaften oder Mathematik erforderlich.

• Fischer, T., 2016. Life Expectancy Analysis: U.S. President-Elect Donald J. Trump. Short Analysis
  full text
• GOFO – Real Explanations vs. Pseudo Experts. SafeHaven. December 28, 2013. By: Tom Fischer
  preprint
• The Time Value Of Gold – Ignore It At Your Own Peril. SafeHaven. December 20, 2013. By: Tom Fischer
  preprint
• Fekete's Arbitrage Fallacy. SafeHaven. December 10, 2013. By: Tom Fischer
  preprint
• Gold as Part of Gresham’s Law for Interest Rates. The Matterhorn Interview: Financial journalist Lars Schall interviews Tom Fischer. Matterhorn Asset Management AG / GoldSwitzerland. December 01, 2013
  full interview (original English text)
  
  Tom Fischer sur le marché de l'or: Contango, backwardation et ratio or-argent. GoldBroker.com. December 08, 2013
  full interview (same interview translated to French)
• Why gold's contango suggests central bank interference. SafeHaven. November 23, 2013. By: Tom Fischer
  GATA Daily Dispatch (September 23, 2013) | preprint
• Faux Gold Arbitrage. BullionVault Gold News. September 02, 2013. By: Tom Fischer
  Why backwardation in gold does not imply arbitrage...
  full article | preprint