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DateTitle Authors
2009 Portfolio diversification: an experimental studyGubaydullina, Zulia / Spiwoks, Markus
2008 Investment, Resolution of Risk, and the Role of Affectvan Winden, Frans / Krawczyk, Michal / Hopfensitz, Astrid
2008 Model Averaging in Risk Management with an Application to Futures MarketsPesaran, Mohammad Hashem / Schleicher, Christoph / Zaffaroni, Paolo
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and VolatilityCakmakli, Cem / van Dijk, Dick
2010 Risk Aversion under Preference UncertaintyKraeussl, Roman / Lucas, Andre / Siegmann, Arjen
2011 CDOs and the Financial Crisis: Credit Ratings and Fair PremiaWojtowicz, Marcin
2007 Modelling volatilities and conditional correlations in futures markets with a multivariate t distributionPesaran, Bahram / Pesaran, Mohammad Hashem
2014 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix / Kempf, Alexander / Korn, Olaf
2014 Portfolio optimization using forward-looking informationKempf, Alexander / Korn, Olaf / Saßning, Sven

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