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~person:"Deetz, Marcus"
~person:"Günther, Steffen"
~person:"Unger, Albina"
~subject:"CAPM"
~subject:"Risikomanagement"
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Deetz, Marcus
Günther, Steffen
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Diginomics Research Perspectives : The Role of Digitalization in Business and Society
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International review of financial analysis
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Non-standard errors in the cryptocurrency world
Fieberg, Christian
;
Günther, Steffen
;
Poddig, Thorsten
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
Saved in:
2
Asset pricing in digital assets
Günther, Steffen
;
Glas, Tobias
;
Poddig, Thorsten
- In:
Diginomics Research Perspectives : The Role of …
,
(pp. 125-143)
.
2022
Persistent link: https://www.econbiz.de/10013426278
Saved in:
3
The use of risk budgets in portfolio optimization
Unger, Albina
-
2015
Persistent link: https://www.econbiz.de/10010413063
Saved in:
4
An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market
Deetz, Marcus
-
2010
This paper examines the out-of-sample performance of asset allocation strategies that use conditional multi-factor models to forecast expected returns and estimate the future variance and covariance. We find that strategies based on conditional multi-factor models outperform strategies based on...
Persistent link: https://www.econbiz.de/10013142108
Saved in:
5
An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market
Deetz, Marcus
-
2009
This paper examines the out-of-sample performance of asset allocation strategies that use conditional multi-factor models to forecast expected returns and estimate the future variance and covariance. We find that strategies based on conditional multi-factor models outperform strategies based on...
Persistent link: https://www.econbiz.de/10013156665
Saved in:
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