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How to build a factor portfolio : Does the allocation strategy matter?
Dichtl, Hubert; Drobetz, Wolfgang; Wendt, Viktoria‐Sophie - In: European Financial Management 27 (2020) 1, pp. 20-58
Persistent link: https://www.econbiz.de/10012281713
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Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt – Eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX
Dichtl, Hubert; Drobetz, Wolfgang - In: Kredit und Kapital 45 (2012) 3, pp. 373-406
Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt Eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX Diese Studie untersucht den empirischen Zusammenhang zwischen den Volatilitätsindizes VDAX bzw. VDAX-New und dem Aktienmarktindex...
Persistent link: https://www.econbiz.de/10014521783
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How to build a factor portfolio: Does the allocation strategy matter?
Dichtl, Hubert; Drobetz, Wolfgang; Wendt, Viktoria‐Sophie - In: European Financial Management 27 (2021) 1, pp. 20-58
Factor-based allocation embraces the idea of factors, as opposed to asset classes, as the ultimate building blocks of investment portfolios. We examine whether there is a superior way of combining factors in a portfolio and provide a comparison of factor-based allocation strategies within a...
Persistent link: https://www.econbiz.de/10012428766
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Does tactical asset allocation work? Another look at the fundamental law of active management
Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of asset management 10 (2009/10) 4, pp. 235-252
Persistent link: https://www.econbiz.de/10003894709
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On the popularity of the CPPI strategy : a behavioral-finance-based explanation and design recommendations
Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of wealth management 13 (2010) 2, pp. 41-54
Persistent link: https://www.econbiz.de/10008651228
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Portfolio insurance and prospect theory investors : popularity and optimal design of capital protected financial products
Dichtl, Hubert; Drobetz, Wolfgang - In: Journal of banking & finance 35 (2011) 7, pp. 1683-1697
Persistent link: https://www.econbiz.de/10009245277
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Sell in may and go away : still good advice for investors?
Dichtl, Hubert; Drobetz, Wolfgang - In: International review of financial analysis 38 (2015), pp. 29-43
Persistent link: https://www.econbiz.de/10011337635
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Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt : eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX
Dichtl, Hubert; Drobetz, Wolfgang - In: Kredit und Kapital 45 (2012) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10009667513
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Where is the value added of rebalancing? : a systematic comparison of alternative rebalancing strategies
Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Financial markets and portfolio management 28 (2014) 3, pp. 209-231
Persistent link: https://www.econbiz.de/10010399419
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Testing rebalancing strategies for stock-bond portfolios across different asset allocations
Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Applied economics 48 (2016) 7/9, pp. 772-788
Persistent link: https://www.econbiz.de/10011414025