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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2008 - 3., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003707336
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Portfolio choice and estimation risk : a comparison of Bayesian approaches to resampled efficiency
Herold, Ulf; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10004713360
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How much foreign stocks? : Classical versus Bayesian approaches to asset allocation
Herold, Ulf; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10004769108
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Immobilienindizes im Portfolio-Management
Maurer, Raimond; Sebastian, Steffen; Stephan, Thomas G. - 2000
Estate Investment Trust share prices. …
Persistent link: https://www.econbiz.de/10005840337
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Internationale Diversifikation von Aktien- und Anleihenportfolios aus der Perspektive deutscher Investoren
Maurer, Raimond; Mertz, Alexander - 1999
Vorliegendes Arbeitspapier beschäftigt sich mit der Vorteilhaftigkeit der internationalen Diversifikation von Wertpapierportfolios aus der Sicht deutscher Investoren.
Persistent link: https://www.econbiz.de/10005842387
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Risk and Return of Open-End Real-Estate Funds: The German Case
Maurer, Raimond; Reiner, Frank; Rogalla, Ralph - 2003
, the well-known problems of direct real-estate investments complicate becoming well-diversified with this investment class …. Indirect real-estate investments can provide a solution to this problem. Shares of real-estate investment companies are very … a special investment company, acting as a trustee, invests it in real estate. Thus, the individual investors are …
Persistent link: https://www.econbiz.de/10005844535
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Hedging the Exchange Rate Risk in International Portfolio Diversification:Currency Forwards versus Currency Options
Maurer, Raimond; Valiani, Shohreh - 2003
portfolios. Thus, controlling the currency risk is an important instrument forcontrolling and improving investment performance of …
Persistent link: https://www.econbiz.de/10005844542
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Portfolio choice and estimation risk - A comparison of Bayesian approaches to resampled efficiency
Herold, Ulf; Maurer, Raimond - 2002
Estimation risk is known to have a huge impact on mean/variance (MV) optimized portfolios,which is one of the primary reasons to make standard Markowitz optimization unfeasible inpractice. Several approaches to incorporate estimation risk into portfolio selection are suggestedin the earlier...
Persistent link: https://www.econbiz.de/10005844554
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International Asset Allocation with Real Estate Securities in a Shortfall-Risk Framework: The Viewpoint of German and US Investors
Maurer, Raimond; Reiner, Frank - 2001
The present paper seeks to study the possible diversification potential by the integration ofindirect real estate investments in international portfolios. To this end, monthly index-returntime-series in the time-period from January 1985 till December 1998 from real estate investmentcompanies as...
Persistent link: https://www.econbiz.de/10005844562
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International Equity Portfolios and Currency Hedging : The Viewpoint of German and Hungarian Investors
Bugar, Gyongyi; Maurer, Raimond - Sonderforschungsbereich Rationalitätskonzepte, … - 2001
The authors determine, whether adding foreign assets to a domestic benchmark portfolio improves the risk-return profile from the perspective ofan investor located in a specific country. Here Hungary and Germany.
Persistent link: https://www.econbiz.de/10005850486