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Analyse und Prognose von Finanzmärkten
Poddig, Thorsten - 1996
Persistent link: https://www.econbiz.de/10013438255
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Aktienkursprognose anhand von Jahresabschlussdaten mittels Künstlicher Neuronaler Netze und ökonometrischer Verfahren
Poddig, Thorsten; Enns, Oxana - In: Operations research proceedings 2005 : selected papers …, (pp. 269-274). 2006
Persistent link: https://www.econbiz.de/10003347680
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An evaluation of conditional multi-factor models in active asset allocation strategies : an empirical study for the German stock market
Deetz, M.; Poddig, Thorsten; Sidorovitch, I.; Varmaz, Armin - In: Financial markets and portfolio management 23 (2009) 3, pp. 285-313
Persistent link: https://www.econbiz.de/10003889916
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktischen Anwendungen in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2008 - 4., vollst. überarb. Aufl.
Persistent link: https://www.econbiz.de/10003597953
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Aspekte aus der Finanz- und Immobilienwirtschaft : Festschrift für Heinz Rehkugler
Poddig, Thorsten (contributor); Rehkugler, Heinz (honouree) - 2013 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010257536
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Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market
Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten; … - In: Financial markets and portfolio management 29 (2015) 4, pp. 365-379
Persistent link: https://www.econbiz.de/10011444869
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Covariances vs. characteristics : what does explain the cross section of the German stock market returns?
Fieberg, Christian; Varmaz, Armin; Poddig, Thorsten - In: Business research 9 (2016) 1, pp. 27-50
The characteristics book-to-market equity ratio, size and momentum are highly correlated with the average returns of common stocks. Fama and French (J Financ Econ 33(1):3-56, 1993), (J Finance 50(1):131-155, 1995) and (J Finance 51(1):55-84, 1996) argue (for size and the book-to-market equity...
Persistent link: https://www.econbiz.de/10011488338
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The use of risk budgets in portfolio optimization
Unger, Albina - 2015
Persistent link: https://www.econbiz.de/10010413063