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DateTitle Authors
2004 Are European Equity Style Indexes Mean Reverting? : Testing the Validity of the Efficient Market HypothesisBerneburg, Marian
2010 Do specialization benefits outweigh concentration risks in credit portfolios of German banks?Böve, Rolf / Düllmann, Klaus / Pfingsten, Andreas
2010 Social choice of convex risk measures through Arrovian aggregation of variational preferencesHerzberg, Frederik
2001 Stock Selection Strategies in Emerging Marketsvan der Hart, Jaap / Slagter, Erica / van Dijk, Dick
2008 A renewal theoretic result in portfolio theory under transaction costs with multiple risky assetsIrle, Albrecht / Prelle, Claas
2013 Herding in financial markets: Bridging the gap between theory and evidenceBoortz, Christopher / Jurkatis, Simon / Kremer, Stephanie / Nautz, Dieter
2002 Explaining Hedge Fund Investment Styles by Loss AversionSiegmann, Arjen / Lucas, André
2013 Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?Babalos, Vassilis / Caporale, Guglielmo Maria / Philippas, Nikolaos
2011 Portfolio choice and the effects of liquidityGonzález, Ana / Rubio, Gonzalo
2012 Banks information policies, financial literacy and household wealthFort, Margherita / Manaresi, Francesco / Trucchi, Serena

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