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The relevance of hedging currency risk in internationally diversified stock portfolios

Adjaoute, Kpate; Tuchschmid, Nils S. - 1995

Persistent link: https://www.econbiz.de/10000906342

Exchange rate dynamics, currency risk and international portfolio strategies

Adjaoute, Kpate; Tuchschmid, Nils S. - 1995

Persistent link: https://www.econbiz.de/10000946875

Couverture optimale et équilibre sur les marchés à terme

Danthine, Jean-Pierre; Tuchschmid, Nils S. - 1996

Persistent link: https://www.econbiz.de/10000946877

Exchange rate dynamics, currency risk and international portfolio strategies

Adjaoute, Kpate - In: Finanzmarkt und Portfolio-Management 10 (1996) 4, pp. 445-462

Persistent link: https://www.econbiz.de/10001221483

The impact of investment constraints on portfolio performance measurement : the power utility function case

Gibson, Rajna; Tuchschmid, Nils S. - 1994 - Current vers. Nov. 1993

Persistent link: https://www.econbiz.de/10000890492

Investment time horizon and asset allocation models

Lenoir, Gregory; Tuchschmid, Nils S. - In: Financial markets and portfolio management 15 (2001) 1, pp. 76-93

Persistent link: https://www.econbiz.de/10001683842

Hedge fund replication in turbulent markets

Tuchschmid, Nils S.; Wallerstein, Erik; Zaker, Sassan - In: Managerial finance 38 (2012) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10009488354

Non-fully invested derivative-free bond index replication

Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124

Persistent link: https://www.econbiz.de/10009720944

Hedge Fund Clones

Tuchschmid, Nils; Wallerstein, Erik; Zaker, Sassan - In: The Oxford handbook of quantitative asset management. 2012

Persistent link: https://www.econbiz.de/10012882307

Derivative-Free Replication of a Bond Benchmark with a Fraction of the Portfolio

Markov, Iliya - 2013

The problem we address here is the replication of a bond benchmark when only a fraction of the portfolio is invested for the replication. Our methodology is based on a minimization of the tracking error subject to a set of constraints, namely (1) the fraction invested for the replication, (2) a...

Persistent link: https://www.econbiz.de/10013091399