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Portfolioentscheidungen im Real Estate Management unter Zuhilfenahme von Konzepten des Data Mining
Hellmuth, Alexander - 2019
Persistent link: https://www.econbiz.de/10012033110
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Die Messung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - 2001
Persistent link: https://www.econbiz.de/10001662097
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Künstliche neuronale Netze zur Risikomessung bei Aktien und Renten : am Beispiel deutscher Lebensversicherungsunternehmen
Rauscher, Markus - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013420595
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Cross-national differences in wealth portfolios at the intensive margin : is there a role for policy?
Doorley, Karina; Sierminska, Eva - 2014
Using harmonized wealth data and a novel decomposition approach in this literature, we show that cohort effects exist in the income profiles of asset and debt portfolios for a sample of European countries, the U.S. and Canada. We find that the association between household wealth portfolios at...
Persistent link: https://www.econbiz.de/10010379932
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Return distributions of equity-linked retirement plans
Detering, Nils; Weber, Andreas; Wystup, Uwe - 2010
, in bearish markets the classic insurance concept shows better returns. A stop loss strategy suffers from gap risk, whence … a CPPI strategy combines the strength of both gap risk minimization and equity ratio maximization. The effect of fees on …
Persistent link: https://www.econbiz.de/10008798351
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The portfolio structure of German households : a multinomial fractional response approach with unobserved heterogeneity
Becker, Gideon - 2014 - This draft: September 1, 2014
What determines the risk structure of financial portfolios of German households? In this paper we estimate the … determinants of the share of financial wealth invested in three broad risk classes. We employ a new econometric approach - the so … that self-assessed appetite for risk as well as the level of wealth have strong positive effects on the riskiness of the …
Persistent link: https://www.econbiz.de/10010426240
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Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry
Cuthbertson, Keith - 2010
We investigate the performance of the German equity mutual fund industry over 20 years (monthly data 1990-2009) using the false discovery rate (FDR) to examine both model selection and performance measurement. When using the Fama-French three factor (3F) model (with no market timing) we find at...
Persistent link: https://www.econbiz.de/10013138161
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Development of Cogeneration in Germany : A Dynamic Portfolio Analysis Based on the New Regulatory Framework
Westner, Günther - 2012
likely to be installed in the near future. By applying Mean-Variance Portfolio (MVP) theory, we consider return- and risk …
Persistent link: https://www.econbiz.de/10013116059
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Development of Cogeneration in Germany : A Dynamic Portfolio Analysis Based on the New Regulatory Framework
Westner, Günther; Madlener, Reinhard - 2013
likely to be installed in the near future. By applying Mean-Variance Portfolio (MVP) theory, we consider return- and risk …
Persistent link: https://www.econbiz.de/10014159697