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Die Europäische Währungsunion und das Management von Aktienportfolios : Auswirkungen für europäische Investoren

Schulz, Isa - 2001 - 1. Aufl

Persistent link: https://www.econbiz.de/10001584000

Transfer entropy approach for portfolio optimization : an empirical approach for CESEE markets

Škrinjarić, Tihana; Quintino, Derick; Ferreira, Paulo - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-12

In this paper, we deal with the possibility of using econophysics concepts in dynamic portfolio optimization. The main idea of the research is that combining different methodological aspects in portfolio selection can enhance portfolio performance over time. Using data on CESEE stock market...

Persistent link: https://www.econbiz.de/10012626748

Reversing momentum : the optimal dynamic momentum strategy

Li, Kai; Liu, Jun - 2016

Persistent link: https://www.econbiz.de/10011777992

On the economic determinants of optimal stock-bond portfolios : international evidence

Conrad, Christian; Stürmer, Karin - 2017 - This version: May 31, 2017

Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...

Persistent link: https://www.econbiz.de/10011745369

A comparative analysis of four-factor model and three-factor model in the Nigerian stock market

Evbayiro-Osagie, Esther Ikavbo; Osamwonyi, Ifuero Osad - In: International journal of financial research 8 (2017) 4, pp. 38-52

Persistent link: https://www.econbiz.de/10011781370

Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets

Schulmerich, Marcus - 2015

triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock … can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new …

Persistent link: https://www.econbiz.de/10012402226

The Use of Risk Budgets in Portfolio Optimization

Unger, Albina - 2015

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...

Persistent link: https://www.econbiz.de/10014021208

Aktien versus Bonds: eine ökonometrisch-empirische Untersuchung unter Portfoliostrategieaspekten

Klug, Kirsten - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013439608

The inefficient stock market : what pays off and why

Haugen, Robert A. - 2002 - 2. ed

Persistent link: https://www.econbiz.de/10013474997

Aktienauswahl auf der Grundlage des Konzepts der relativen Stärke

Hanel, Michael - 1991

Persistent link: https://www.econbiz.de/10013391836