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Immobilienindizes im Portfolio-Management

Maurer, Raimond; Sebastian, Steffen; Stephan, Thomas G. - In: Investmentmodelle für das Asset-liability-Modelling …, (pp. 255-283). 2001

Persistent link: https://www.econbiz.de/10001661204

Immobilienindizes im Portfolio-Management

Maurer, Raimond; Sebastian, Steffen; Stephan, Thomas G. - 2000

Persistent link: https://www.econbiz.de/10013444411

Zero-investment portfolio strategy and excess returns in ESG100 stocks

Parichat Sinlapates; Thawaree Chinnasaeng - In: Comparative analysis of trade and finance in emerging …, (pp. 51-66). 2023

Persistent link: https://www.econbiz.de/10014316845

International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10003728591