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Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach

Stein, Michael; Füss, Roland; Drobetz, Wolfgang - In: The journal of fixed income 18 (2008/09) 4, pp. 78-91

Persistent link: https://www.econbiz.de/10003848046

Heterogeneity in asset allocation decisions : empirical evidence from Switzerland

Drobetz, Wolfgang; Kugler, Peter; Wanzenried, Gabrielle; … - In: International review of financial analysis 18 (2009) 1/2, pp. 84-93

Persistent link: https://www.econbiz.de/10003850330

Common risk factors in the returns of shipping stocks

Drobetz, Wolfgang; Schilling, Dirk; Tegtmeier, Lars - In: Maritime policy and management : MPM 37 (2010) 2, pp. 93-120

Persistent link: https://www.econbiz.de/10003968275

Conditional performance evaluation for German mutual equity funds

Bessler, Wolfgang (contributor); … - 2007

We investigate the performance of a sample of German mutual equity funds over the period from 1994 to 2003. Our general finding is that mutual funds, on average, hardly produce excess returns relative to their benchmark that are large enough to cover their expenses. This conclusion is drawn from...

Persistent link: https://www.econbiz.de/10003666807

Conditional performance evaluation for German equity mutual funds

Bessler, Wolfgang; Drobetz, Wolfgang; Zimmermann, Heinz - In: The European journal of finance 15 (2009) 3/4, pp. 287-316

Persistent link: https://www.econbiz.de/10003875456

The returns to hedge fund activism in Germany

Bessler, Wolfgang; Drobetz, Wolfgang; Holler, Julian - In: European financial management : the journal of the … 21 (2015) 1, pp. 106-147

Persistent link: https://www.econbiz.de/10010516693

Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt : eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX

Dichtl, Hubert; Drobetz, Wolfgang - In: Kredit und Kapital 45 (2012) 3, pp. 373-406

Persistent link: https://www.econbiz.de/10009667513

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

Do alternative UCITS deliver what they promise? : a comparison of alternative UCITS and hedge funds

Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Applied financial economics 24 (2014) 13/15, pp. 949-965

Persistent link: https://www.econbiz.de/10010415991

Testing rebalancing strategies for stock-bond portfolios across different asset allocations

Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Applied economics 48 (2016) 7/9, pp. 772-788

Persistent link: https://www.econbiz.de/10011414025