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Special issue: Asset management and international capital markets 29th - 30th May 2008, Frankfurt am Main

Bessler, Wolfgang (contributor) - 2009

Persistent link: https://www.econbiz.de/10003886414

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

Hedging European government bond portfolios during the recent sovereign debt crisis

Bessler, Wolfgang; Wolff, Dominik - In: Journal of international financial markets, … 33 (2014), pp. 379-399

Persistent link: https://www.econbiz.de/10011299815

Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies

Bessler, Wolfgang; Wolff, Dominik - In: Journal of banking & finance 60 (2015), pp. 1-20

Persistent link: https://www.econbiz.de/10011544827

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Littermann, mean variance and nai͏̈ve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - 2012 - Current Version: March 1, 2012

The Black-Litterman (BL) model aims to enhance asset allocation decisions by overcoming the weaknesses of standard mean-variance (MV) portfolio optimization. In this study we implement the BL model in a multi-asset portfolio context. Using an investment universe of global stock indices, bonds,...

Persistent link: https://www.econbiz.de/10009671099

Factor investing and asset allocation strategies : a comparison of factor versus sector optimization

Bessler, Wolfgang; Taushanov, Georgi; Wolff, Dominik - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 488-506

Persistent link: https://www.econbiz.de/10012659823

Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition

Adcock, Christopher; Bessler, Wolfgang; Conlon, Thomas - In: Journal of empirical finance 65 (2022), pp. 24-50

Persistent link: https://www.econbiz.de/10013286399

Asset management and international capital markets

Bessler, Wolfgang (ed.) - 2013

Persistent link: https://www.econbiz.de/10010193027

Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection

Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256

Persistent link: https://www.econbiz.de/10011581819

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - In: The European journal of finance 23 (2017) 1/3, pp. 1-30

Persistent link: https://www.econbiz.de/10011736211