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Risikostruktur europäischer Aktienrenditen : Evolution von Länder- und Branchenfaktoren und deren Implikationen für das Portfoliomanagement
Poddig, Thorsten; Sidorovitch, Irina - In: Dimensionen angewandter Wirtschaftsforschung: Methoden, …, (pp. 87-116). 2005
Persistent link: https://www.econbiz.de/10002709330
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An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market
Deetz, Marcus - 2009
This paper examines the out-of-sample performance of asset allocation strategies that use conditional multi-factor models to forecast expected returns and estimate the future variance and covariance. We find that strategies based on conditional multi-factor models outperform strategies based on...
Persistent link: https://www.econbiz.de/10013156665
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Bewertungsmechanismen und der Stand der Integration auf dem europäischen Aktienmarkt
Sidorovitch, Irina - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003990193
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An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market
Deetz, Marcus - 2010
This paper examines the out-of-sample performance of asset allocation strategies that use conditional multi-factor models to forecast expected returns and estimate the future variance and covariance. We find that strategies based on conditional multi-factor models outperform strategies based on...
Persistent link: https://www.econbiz.de/10013142108
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ESG and quality are not the same
Behringer, Ann-Kathrin; Bush, Robert; Dahlhaus, Jascha; … - In: The journal of impact and ESG investing 3 (2023) 3, pp. 7-27
Persistent link: https://www.econbiz.de/10014233014