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Decomposing factor exposure for equity portfolios

Tien, David; Pfleiderer, Paul; Maxim, Robert; Marsh, … - In: Linear factor models in finance, (pp. 262-275). 2005

Persistent link: https://www.econbiz.de/10003304070

Flight to quality and asset allocation in a financial crisis

Marsh, Terry Alan; Pfleiderer, Paul - In: Financial analysts' journal : FAJ 69 (2013) 4, pp. 43-57

Persistent link: https://www.econbiz.de/10009791603

Methods of relative portfolio optimization

Wagner, Niklas - In: Advances in portfolio construction and implementation, (pp. 333-341). 2003

Persistent link: https://www.econbiz.de/10001771130

Managing investment risks of institutional private equity investors : the challenge of illiquidity

Kaserer, Christoph; Wagner, Niklas F.; Achleitner, … - 2003 - Version: December 2003

Since private equity investments are not publicly traded, a key issue in measuring investment risks of institutional private equity investors arises from a careful measurement of investment returns in the first place. Prices of private equity investments are typically observed at low frequency...

Persistent link: https://www.econbiz.de/10009231549

Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns

Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64

Persistent link: https://www.econbiz.de/10011475596

Should emerging market investors buy commodities?

Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246

Persistent link: https://www.econbiz.de/10011294620

Optimale Nachbildungs- und Umschichtungsstrategien im Management europäischer Aktienportfolios

Wagner, Niklas F.; Diller, Christian; Brück, Bernhard - In: Finanz-Betrieb : FB ; Zeitschrift für … 7 (2005) 1, pp. 56-67

Persistent link: https://www.econbiz.de/10002533316

Managing inverstment risks of institutional private equity investors - the challenge of illiquidity

Kaserer, Christoph; Wagner, Niklas; Achleitner, Ann-Kristin - In: Risk management : challenge and opportunity ; with 125 …, (pp. 259-277). 2005

Persistent link: https://www.econbiz.de/10002447753

Optimale Portfolios zum Tracking des DAX

Wagner, Niklas F. - In: Die Bank (1996), pp. 684-688

Persistent link: https://www.econbiz.de/10001208573

Approximative Nachbildung des Deutschen Aktienindexes (DAX)

Wagner, Niklas F. - In: Finanzmarkt und Portfolio-Management 10 (1996) 3, pp. 375-393

Persistent link: https://www.econbiz.de/10001221485