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Performancemessung und duales Risiko

Gürtler, Marc - In: Die Betriebswirtschaft : DBW 61 (2001) 5, pp. 530-541

Persistent link: https://www.econbiz.de/10001617861

Yaari's dual theory of choice, generalized Gini's mean differences, and performance evaluation of mutual funds

Breuer, Wolfgang; Gürtler, Marc - In: Performance of mutual funds : an international perspective, (pp. 127-151). 2007

Persistent link: https://www.econbiz.de/10003427238

Performance evaluation, portfolio selection, and HARA utility

Breuer, Wolfgang; Gürtler, Marc - In: The European journal of finance 12 (2006) 8, pp. 649-669

Persistent link: https://www.econbiz.de/10003396182

Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation

Breuer, Wolfgang; Gürtler, Marc - 2005 - This Version: 2007-03-15

We consider investors with mean-variance-skewness preferences who aim at selecting one out of F different funds and combining it optimally with the riskless asset and direct stock holdings. Direct stock holdings are either exogenously or endogenously determined. In our theoretical section, we...