Similar Search Results - EconBiz

Information asymmetry and financing decisions

Bessler, Wolfgang; Drobetz, Wolfgang; Grüninger, … - In: International review of finance 11 (2011) 1, pp. 123-154

Persistent link: https://www.econbiz.de/10009349342

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

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

Elektronischer Handel und globale Märkte : Motive, Strukturen und Zielkonfigurationen von internationalen Börsenkooperationen

Bessler, Wolfgang; Book, Thomas - In: e-Finance : innovative Problemlösungen für …, (pp. 155-174). 2001

Persistent link: https://www.econbiz.de/10001615186

Information asymmetry, agency costs, and payout policies : An international analysis of IFRS adoption and the global financial crisis

Bessler, Wolfgang; Gonenc, Halit; Hernandez Tinoco, Mario - In: Economic systems 47 (2023) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10014483029

Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach

Stein, Michael; Füss, Roland; Drobetz, Wolfgang - In: The journal of fixed income 18 (2008/09) 4, pp. 78-91

Persistent link: https://www.econbiz.de/10003848046

Common risk factors in the returns of shipping stocks

Drobetz, Wolfgang; Schilling, Dirk; Tegtmeier, Lars - In: Maritime policy and management : MPM 37 (2010) 2, pp. 93-120

Persistent link: https://www.econbiz.de/10003968275

Essays in finance

Schilling, Dirk Christian - 2012

Persistent link: https://www.econbiz.de/10009550835

Parametric and nonparametric estimation of conditional return expectations

Drobetz, Wolfgang; Hoechle, Daniel - In: Risk management : challenge and opportunity ; with 125 …, (pp. 169-196). 2005

Persistent link: https://www.econbiz.de/10002447562

Global asset allocation : new methods and applications

Zimmermann, Heinz; Drobetz, Wolfgang; Oertmann, Peter - 2003

Persistent link: https://www.econbiz.de/10001678987

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