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On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Schmid, Wolfgang; Zabolotskyy, Taras - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10003649991
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments
Chung, Y. Peter; Schill, Michael J. - In: The journal of business : B 79 (2006) 2, pp. 923-940
Persistent link: https://www.econbiz.de/10003310424
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The role of real return assets in a portfolio
Greer, Robert J.; Yocham, Don - In: The handbook of inflation hedging investments : enhance …, (pp. 283-296). 2006
Persistent link: https://www.econbiz.de/10003319522
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Der Value-Effekt : eine quantitative Analyse
Hillebrand, Dietmar - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 7, pp. 371-375
Persistent link: https://www.econbiz.de/10003861401
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Testing portfolio efficiency with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 22 (2009) 7, pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
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Mean-variance efficiency tests with conditioning information : a comparison
Morales, Lola - 2009
Persistent link: https://www.econbiz.de/10003820631
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The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel; Maillet, Bertrand - In: Multi-moment asset allocation and pricing models, (pp. 113-163). 2006
Persistent link: https://www.econbiz.de/10003477404
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Essays on stock momentum and asset liquidity
Sadka, Ronnie - 2003
Persistent link: https://www.econbiz.de/10003624563