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The pricing of idiosyncratic risk : evidence from the implied volatility distribution
Süss, Stephan - In: Financial markets and portfolio management 26 (2012) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
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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
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Funds of hedge funds : performance, risk and capital formation 2005 to 2010
Edelman, Daniel; Fung, William; Hsieh, David A.; Naik, … - In: Financial markets and portfolio management 26 (2012) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10009553665
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An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models
Lee, Yen-Hsien - In: Financial markets and portfolio management 28 (2014) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10010358299
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Evaluating absolute return managers
Pojarliev, Momtchil; Levich, Richard M. - In: Financial markets and portfolio management 28 (2014) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10010249631
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Where is the value added of rebalancing? : a systematic comparison of alternative rebalancing strategies
Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Financial markets and portfolio management 28 (2014) 3, pp. 209-231
Persistent link: https://www.econbiz.de/10010399419
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Corporate sustainability in asset pricing models and mutual funds performance measurement
Walker, Thomas J.; Lopatta, Kerstin; Kaspereit, Thomas - In: Financial markets and portfolio management 28 (2014) 4, pp. 363-407
Persistent link: https://www.econbiz.de/10010467393
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Why not use SDF rather than beta models in performance measurement?
Gusset, Jonas; Zimmermann, Heinz - In: Financial markets and portfolio management 28 (2014) 4, pp. 307-336
Persistent link: https://www.econbiz.de/10010467437
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Active portfolio management, implied expected returns, and analyst optimism
Stotz, Olaf - In: Financial markets and portfolio management 19 (2005) 3, pp. 261-275
Persistent link: https://www.econbiz.de/10003278784
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Factors in Swiss franc corporate bond returns
Manser, Samuel - In: Financial markets and portfolio management 37 (2023) 3, pp. 277-296
Persistent link: https://www.econbiz.de/10014334141