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Bessler, Wolfgang (contributor) - 2006

Persistent link: https://www.econbiz.de/10003490836

Hedge funds and optimal asset allocation : Bayesian expectations and spanning tests

Bessler, Wolfgang; Holler, Julian; Kurmann, Philipp - In: Financial markets and portfolio management 26 (2012) 1, pp. 109-141

Persistent link: https://www.econbiz.de/10009553663

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

Hedge Funds and Optimal Asset Allocation : Bayesian Expectations, Time-Varying Investment Opportunities and Mean-Variance Spanning

Bessler, Wolfgang - 2011

In this paper we analyze the contribution of hedge funds in optimal asset allocations for different investor clienteles. The preferences of specific institutional investors are captured by implementing a Bayesian asset allocation framework that incorporates heterogeneous expectations regarding...

Persistent link: https://www.econbiz.de/10013120534

Corporate control and shareholder activism in Germany : an empirical analysis of hedge fund strategies

Bessler, Wolfgang; Vendrasco, Marco - In: International review of financial analysis 83 (2022), pp. 1-32

Persistent link: https://www.econbiz.de/10013455164

Why do companies become hedge fund targets? : evidence from shareholder activism in Germany

Bessler, Wolfgang; Vendrasco, Marco - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553833