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R ratio optimization with heterogenous assets using genetic algorithm
Stein, Michael; Račev, Svetlozar T.; Stojanov, Stojan … - In: Investment management and financial innovations 6 (2009) 3, pp. 117-125
Persistent link: https://www.econbiz.de/10003920518
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Broad market risk for sector fund of funds : a copula-based dependence approach
Stein, Michael; Račev, Svetlozar T.; Stoyanov, Stoyan V. - In: Investment management and financial innovations 7 (2010) 2, pp. 36-44
Persistent link: https://www.econbiz.de/10003968757
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Style-neutral funds of funds : diversification or deadweight?
Stein, Michael; Račev, Svetlozar T. - In: The journal of asset management 11 (2010/11) 6, pp. 417-434
Persistent link: https://www.econbiz.de/10008906487
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Flow-induced redemption costs in funds of funds
Stein, Michael; Račev, Svetlozar T. - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 253-265
Persistent link: https://www.econbiz.de/10009387309
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Dilution of sector exposures : when does unintended indexing happen?
Stein, Michael; Račev, Svetlozar T. - In: Journal of investment management : JOIM 12 (2014) 3, pp. 59-72
Persistent link: https://www.econbiz.de/10011634662
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000985609
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A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10001410592
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Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10001410603
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German real estate funds : changes in return distributions and portfolio favourability
Stein, Michael - 2013
Since 2008, the German open-ended real estate fund (GOEREF) industry has experienced a critical phase of suspensions of redemption of fund shares, announced fund terminations and, eventually, introduction of a new regulation. With assets under management of over EUR 80 billion, GOEREFs are the...
Persistent link: https://www.econbiz.de/10010211901