An investor’s perspective on risk-models and characteristic-models
Year of publication: |
2016
|
---|---|
Authors: | Fieberg, Christian ; Poddig, Thorsten ; Varmaz, Armin |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 17.2016, 3, p. 262-276
|
Subject: | Asset allocation | Characteristic model | German stock market | Risk model | Portfolio-Management | Portfolio selection | Deutschland | Germany | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | Risiko | Risk | Kapitalanlage | Financial investment | Theorie | Theory |
-
Risk-based investing in the German stock market
Bastin, Jan, (2018)
-
Minimum variance portfolios in the German stock market
Bastin, Jan, (2017)
-
Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market
Baitinger, Eduard, (2015)
- More ...
-
Fieberg, Christian, (2016)
-
Risk models vs characteristic models from an investor’s perspective
Fieberg, Christian, (2019)
-
Zertifikatebewertung auf Grundlage der Monte Carlo Verfahren
Varmaz, Armin, (2010)
- More ...