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The fundamentals of commodity investments

Fabozzi, Frank J.; Füss, Roland; Kaiser, Dieter G. - 2008

Persistent link: https://www.econbiz.de/10003763862

Strategies of hedge funds and robust bayesian portfolio allocation in fixed-income markets

Füss, Roland; Kaiser, Dieter G.; Stein, Michael - In: The handbook of credit portfolio management, (pp. 325-347). 2009

Persistent link: https://www.econbiz.de/10003778266

A primer on commodity investing

Fabozzi, Frank J.; Füss, Roland; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 3-37). 2008

Persistent link: https://www.econbiz.de/10003794992

Macroeconomic determinants of commodity futures returns

Adams, Zeno; Füss, Roland; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 87-112). 2008

Persistent link: https://www.econbiz.de/10003794999

Review of commodity futures performance benchmarks

Füss, Roland; Hoppe, Christian; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 169-202). 2008

Persistent link: https://www.econbiz.de/10003795013

Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures

Füss, Roland; Glück, Thorsten; Tilmes, Rolf - In: Management von Rohstoffrisiken : Strategien, Märkte …, (pp. 425-441). 2010

Persistent link: https://www.econbiz.de/10003902619

Modellierung von Volatilitäten für Hedgefonds-Strategien

Füss, Roland; Rehkugler, Heinz - 2006

Persistent link: https://www.econbiz.de/10003376858

Modellierung von Risiko-Spillovers in Mixed-Asset-Portfolios

Adams, Zeno; Füss, Roland - In: Asset Management : Festschrift für Prof. Dr. rer. nat. …, (pp. 493-506). 2012

Persistent link: https://www.econbiz.de/10009613710

Value-at-risk performance criterion : a performance measure for evaluating value-at-risk models

Adams, Zeno; Füss, Roland - In: The VaR implementation handbook, (pp. 105-119). 2009

Persistent link: https://www.econbiz.de/10003826931

Pre-trade transparency, learning externalities, and return co-movements in commercial real estate markets

Füss, Roland; Ruf, Daniel - In: Essays on transparency, systemic risk, and liquidity in …, (pp. 6-61). 2018

The first essay proposes a benchmark portfolio that contains property markets with a higher level of pre-trade transparency to assess expected returns in opaque commercial real estate markets. We find empirical evidence of abnormal returns in opaque markets relative to the benchmark portfolio....

Persistent link: https://www.econbiz.de/10011962789