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Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies

Bessler, Wolfgang; Wolff, Dominik - In: Journal of banking & finance 60 (2015), pp. 1-20

Persistent link: https://www.econbiz.de/10011544827

Optimal asset allocation strategies for international equity portfolios : a comparison of country versus industry optimization

Bessler, Wolfgang; Taushanov, Georgi; Wolff, Dominik - In: Journal of international financial markets, … 72 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012802128

Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection

Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256

Persistent link: https://www.econbiz.de/10011581819

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - In: The European journal of finance 23 (2017) 1/3, pp. 1-30

Persistent link: https://www.econbiz.de/10011736211

Hedging European government bond portfolios during the recent sovereign debt crisis

Bessler, Wolfgang; Wolff, Dominik - In: Journal of International Financial Markets, … 33 (2014) C, pp. 379-399

The sovereign debt crisis challenged investors in European government bonds to deal with volatile interest rate spreads. For managing sovereign risk, “Eurex” introduced futures contracts on Italian government bonds reflecting risks of lower rated countries. We analyze hedging strategies for...

Persistent link: https://www.econbiz.de/10011189464

Mutual fund performance and changes in factor exposure

Bessler, Wolfgang; Conlon, Thomas; Mingo‐López, … - In: Journal of Financial Research 45 (2021) 1, pp. 17-52

Persistent link: https://www.econbiz.de/10012810179

Capacity effects and winner fund performance : the relevance and interactions of fund size and family characteristics

Bessler, Wolfgang; Kryzanowski, Lawrence; Kurmann, Philipp - In: The European journal of finance 22 (2016) 1/3, pp. 1-27

Persistent link: https://www.econbiz.de/10011419905

Equity issues and stock repurchases of initial public offerings

Bessler, Wolfgang; Drobetz, Wolfgang; Seim, Martin; … - In: European financial management : the journal of the … 22 (2016) 1, pp. 31-62

Persistent link: https://www.econbiz.de/10011438271

Time-varying systematic and idiosyncratic risk exposures of US bank holding companies

Bessler, Wolfgang; Kurmann, Philipp; Nohel, Tom - In: Journal of international financial markets, … 35 (2015), pp. 45-68

Persistent link: https://www.econbiz.de/10011474687

Aktienrenditen und makroökonomische Risikoprämien: Eine empirische Untersuchung für den deutschen Kapitalmarkt

Bessler, Wolfgang; Opfer, Heiko - In: Zeitschrift für Bankrecht und Bankwirtschaft 17 (2005) 2, pp. 73-82

Persistent link: https://www.econbiz.de/10014625647