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Efficient frontier of commodity portfolios

Proelss, Juliane; Schweizer, Denis - In: The handbook of commodity investing, (pp. 454-478). 2008

Persistent link: https://www.econbiz.de/10003795203

Portfoliooptimierung: Korrelationen von Immobilien mit anderen Märkten und Anlageklassen - effiziente Portfoliodiversifikation unter Berücksichtigung von Downside-Risiken

Benk, Kay; Haß, Lars Helge; Johanning, Lutz; Rudolph, Bernd - In: Praxishandbuch Immobilienmarktrisiken, (pp. 171-187). 2009

Persistent link: https://www.econbiz.de/10003891438

Diversifikations- und "Downside Protection-Potenzial" von Rohstoffportfolios in Mulit-Asset-Portfolios

Haß, Lars Helge; Schweizer, Denis - In: Management von Rohstoffrisiken : Strategien, Märkte …, (pp. 407-424). 2010

Persistent link: https://www.econbiz.de/10003902616

The role of sovereign wealth funds as activist or passive fund managers

Mietzner, Mark; Schiereck, Dirk; Schweizer, Denis - In: The journal of asset management 16 (2015) 5, pp. 303-315

Persistent link: https://www.econbiz.de/10011416602

Efficient hedge fund strategy allocations : systematic framework for investors that incorporates higher moments

Kaiser, Dieter G.; Schweizer, Denis; Wu, Lue - In: Financial markets, institutions & instruments 21 (2012) 5, pp. 241-260

Persistent link: https://www.econbiz.de/10009689618

Private equity benchmarks and portfolio optimization

Cumming, Douglas J.; Haß, Lars Helge; Schweizer, Denis - In: Journal of banking & finance 37 (2013) 9, pp. 3515-3528

Persistent link: https://www.econbiz.de/10010126357

Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds

Proelss, Juliane; Schweizer, Denis - In: Financial markets and portfolio management 28 (2014) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010249662

Strategic asset allocation and the role of alternative investments

Cumming, Douglas J.; Haß, Lars Helge; Schweizer, Denis - In: European financial management : the journal of the … 20 (2014) 3, pp. 521-547

Persistent link: https://www.econbiz.de/10010406820

Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments

Koziol, Christian; Proelss, Juliane; Schweizer, Denis - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 465-484

Persistent link: https://www.econbiz.de/10009269380

Private Equity Benchmarks and Portfolio Optimization

Cumming, Douglas J. - 2010

Portfolio optimization with private equity is based on one of three different indices: listed private equity indices, transaction-based private equity indices, and appraisal value based private equity indices. We show that none of these indices are appropriate for portfolio optimization. We...

Persistent link: https://www.econbiz.de/10013137471