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Der Anlageerfolg des Minimum-Varianz-Portfolios : eine empirische Untersuchung am deutschen, englischen, japanischen, kanadischen und US-amerikanischen Aktienmarkt
Kleeberg, Jochen M. - 1995 - 2., unveränd. Aufl.
Persistent link: https://www.econbiz.de/10013438231
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High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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Biases in decomposing holding-period portfolio returns
Liu, Weimin; Strong, Norman - In: The review of financial studies 21 (2008) 5, pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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Tax-aware investment management : the essential guide
Rogers, Douglas S. - 2006 - 1. ed.
"Illustrates how investment strategies for tax-exempt accounts don't work for individuals subject to taxes. Offers techniques for comparing tax-efficiency of mutual funds, hedge funds, and investment managers, and presents more-sophisticated strategies for offsetting gains against losses in...
Persistent link: https://www.econbiz.de/10003158627
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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The role of real return assets in a portfolio
Greer, Robert J.; Yocham, Don - In: The handbook of inflation hedging investments : enhance …, (pp. 283-296). 2006
Persistent link: https://www.econbiz.de/10003319522
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Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul; Verma, Priti - In: International review of financial analysis 17 (2008) 5, pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. - In: The review of financial studies 22 (2009) 7, pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
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Testing portfolio efficiency with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 22 (2009) 7, pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868