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Schüßler, Alexander - 2014

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Market efficiency and safeguards in fragmented securities markets

Zimmermann, Kai - 2015

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Minimum variance portfolios in the German stock market

Bastin, Jan - In: Prague economic papers : a bimonthly journal of … 26 (2017) 1, pp. 103-120

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An investor’s perspective on risk-models and characteristic-models

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Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis

Dal Pra, Giulia; Guidolin, Massimo; Pedio, Manuela; … - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 10-24

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Modelling and trading the English and German stock markets with novelty optimization techniques

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How to estimate wind-turbine infeed with incomplete stock data : a general framework with an application to turbine-specific market values in Germany

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Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit

Neumann, Kai - 1999

Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...

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Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market

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Behavioural factors and macroeconomic news on financial markets

Heiden, Sebastian - 2013

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