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Does diversification improve the performance of German banks? : Evidence from individual bank loan portfolios
Hayden, Evelyn; Porath, Daniel; Westernhagen, Natalja von - 2006
Persistent link: https://www.econbiz.de/10003286317
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Does diversification improve the performance of German banks? : Evidence from individual bank loan portfolios
Hayden, Evelyn (contributor); Porath, Daniel (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003343423
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Preparing for the tax reform: the risky French households' portfolio in 2018
Arrondel, Luc; Coffinet, Jérôme - 2021
Persistent link: https://www.econbiz.de/10012613010
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A comparative analysis of alternative life-cycle investment strategies for Turkey
Khodzhimatov, Ravshanbek; Kuzubaş, Tolga Umut; … - 2022
Persistent link: https://www.econbiz.de/10013367953
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What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003739801
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Managing international portfolios with small capitalization stocks
Guidolin, Massimo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003740661
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The optimal mix between funded and unfunded pensions systems when people care about relative consumption
Knell, Markus - 2008
Persistent link: https://www.econbiz.de/10003765636
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Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - 2010
Persistent link: https://www.econbiz.de/10003921737
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1/N and long run optimal portfolios : results for mixed asset menus
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - 2010
Persistent link: https://www.econbiz.de/10003921738
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Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - 2013
Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a methodology to calculate market risk measures based on the...
Persistent link: https://www.econbiz.de/10011303812