Narrow search
Showing 1 - 10 of 43,920
Cover Image
Wendepunkte in Finanzmärkten : Prognose und asset allocation
Huber, Claus - 2000
Persistent link: https://www.econbiz.de/10001461424
Cover Image
Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009691279
Cover Image
Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.; Tilman, Leo M. - In: Advanced bond portfolio management : best practices in …, (pp. 249-266). 2006
Persistent link: https://www.econbiz.de/10003280215
Cover Image
Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
Cover Image
Risk and return on technology stocks and the aggregate stock market
Khatchatrian, Varoujan - 2004
Persistent link: https://www.econbiz.de/10003384712
Cover Image
Liquidity commonality and risk management
Weiß, Gregor; Supper, Hendrik - 2012
Persistent link: https://www.econbiz.de/10009507223
Cover Image
Using a Z-score approach to combine value and momentum in tactical asset allocation
Wang, Peng; Kochard, Larry - In: The journal of wealth management 15 (2012/13) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009551723
Cover Image
Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
Cover Image
The limits of expanding breadth : the trade-offs between diversification and forecasting ability
Goldsticker, Ralph - In: The journal of investing 22 (2013) 3, pp. 28-38
Persistent link: https://www.econbiz.de/10010194891
Cover Image
Imperfect predictability and mutual fund dynamics : how managers use predictors in changing systematic risk
Amisano, Gianni (contributor); Savona, Roberto (contributor) - 2008
Suppose a fund manager uses predictors in changing portfolio allocations over time. How does predictability translate into portfolio decisions? To answer this question we derive a new model within the Bayesian framework, where managers are assumed to modulate the systematic risk in part by...
Persistent link: https://www.econbiz.de/10003749945