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Asset Allocation Ansätze zur Bildung von internationaldiversifizierten Portfolios : eine Analyse auf Basis historischer Daten

Eberhard, Jochen - 2012

Persistent link: https://www.econbiz.de/10013436405

New operational approaches for financial modelling

Zopounidis, Constantin (ed.) - 1997

Persistent link: https://www.econbiz.de/10014267884

Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments

Berényi, Zsolt Endre - 2003

Persistent link: https://www.econbiz.de/10001754325

Nichtparametrische integrierte Rendite- und Risikoprognosen im Asset Management mit Hilfe von Prädiktorselektionsverfahren

Hildebrandt, Johannes - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003884140

Risk, return and international portfolio diversification : K-means clustering data

Dziuba, Pavlo; Glukhova, Darya; Shtogrin, Kyryl - In: Baltic Journal of Economic Studies 8 (2022) 3, pp. 53-64

Persistent link: https://www.econbiz.de/10013448685

Characteristics-based portfolio choice with leverage constraints

Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - In: Essays on factor investing and social trading, (pp. 2-47). 2017

Volatilität und das Risiko einer falschen Parameterspezifzierung deutlich reduziert werden. Des Weiteren ermöglicht die …

Persistent link: https://www.econbiz.de/10011775041

Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs

DeMiguel, Victor - 2014

We study the impact of parameter uncertainty on the expected utility of a multiperiod investor subject to quadratic transaction costs. We characterize the utility loss associated with ignoring parameter uncertainty, and show that it is equal to the product between the single-period utility loss...

Persistent link: https://www.econbiz.de/10013063484

On the accuracy of VaR estimates based on the variance-covariance approach

Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998

Persistent link: https://www.econbiz.de/10001305354

The intertemporal risk-return relationship : evidence from international markets

Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180

Persistent link: https://www.econbiz.de/10011475720

Real effects of financial market integration : does lower home bias lead to welfare benefits?

Pungulescu, Crina - In: The European journal of finance 21 (2015) 10/12, pp. 893-911

Persistent link: https://www.econbiz.de/10011301973

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