@TECHREPORT {SFB649DP2014-032,
  AUTHOR={H\"{a}rdle, Wolfgang Karl and Nasekin, Sergey and Chuen, David Lee Kuo and Fai, Phoon Kok},
  TITLE={{TEDAS - Tail Event Driven ASset Allocation}},
  YEAR=2014,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2014-032.pdf},
  NUMBER={2014-032}
}