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DateTitle Authors
2011 The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevantScholz, Peter / Walther, Ursula
2013 Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household financeBarasinska, Nataliya / Schäfer, Dorothea
2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2010 Multiple tests for the performance of different investment strategiesFrahm, Gabriel / Wickern, Tobias / Wiechers, Christof
2008 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph
2004 Underdiversification in Private Companies: Required Returns and Incentive EffectsMüller, Elisabeth
1999 250 Analysten, 1 Portfolio? Eine ökonometrische Analyse von Empfehlungen zur Gestaltung eines Vermögensportfolios zur AltersvorsorgeDornau, Robert / Szczesny, Andrea
2012 Portfolioallokation: Einbezug verschiedener AssetklassenHerz, Christian / Neunert, Daniela / Will, Sebastian / Wolf, Niko J. / Zwick, Tobias
2011 Portfolio-Management für Privatanleger auf Basis des State Preference AnsatzesFäßler, Robert / Kraus, Christina / Weiler, Sebastian M. / Abukadyrova, Kamila
2008 Market efficiency reloaded: why insider trades do not reveal exploitable informationDickgiesser, Sebastian / Kaserer, Christoph

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