Search Results - person:"Holler, Julian"

Hedge Funds and Optimal Asset Allocation : Bayesian Expectations, Time-Varying Investment Opportunities and Mean-Variance Spanning

Bessler, Wolfgang - 2011

In this paper we analyze the contribution of hedge funds in optimal asset allocations for different investor clienteles. The preferences of specific institutional investors are captured by implementing a Bayesian asset allocation framework that incorporates heterogeneous expectations regarding...

Persistent link: https://www.econbiz.de/10013120534

The returns to hedge fund activism in Germany

Bessler, Wolfgang; Drobetz, Wolfgang; Holler, Julian - In: European financial management : the journal of the … 21 (2015) 1, pp. 106-147

Persistent link: https://www.econbiz.de/10010516693

Hedge funds and optimal asset allocation : Bayesian expectations and spanning tests

Bessler, Wolfgang; Holler, Julian; Kurmann, Philipp - In: Financial markets and portfolio management 26 (2012) 1, pp. 109-141

Persistent link: https://www.econbiz.de/10009553663

Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests

Bessler, Wolfgang; Holler, Julian; Kurmann, Philipp - In: Financial Markets and Portfolio Management 26 (2012) 1, pp. 109-141

Persistent link: https://www.econbiz.de/10010863291

From Ideas to Products: Financing Innovation and Getting Access to Innovation

Bessler, Wolfgang; Holler, Julian; Seim, Martin; … - In: The Oxford handbook of venture capital. 2012

Persistent link: https://www.econbiz.de/10012881839

Hedge Funds and Financial Markets : An Asset Management and Corporate Governance Perspective

Holler, Julian - 2012

Hedge funds have started to play an important role in financial markets during the last decade. They have affected important aspects of financial intermediation such as asset allocation decisions and corporate governance. Julian Holler provides an excellent theoretical and empirical analysis of...