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DateTitle Authors
2010 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspectiveGuidolin, Massimo / Hyde, Stuart
2006 Price linkages between stock, bond and housing markets: Evidence from Finnish dataOikarinen, Elias
2012 Do wealthier households save more? The impact of the demographic factorBelke, Ansgar / Dreger, Christian / Ochmann, Richard
2010 How correlated are changes in banks' net interest income and in their present value?Memmel, Christoph
2010 Do specialization benefits outweigh concentration risks in credit portfolios of German banks?Böve, Rolf / Düllmann, Klaus / Pfingsten, Andreas
2009 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph
1997 Performance and market share: Evidence from the German mutual fund industryKrahnen, Jan Pieter / Schmid, Frank A. / Theissen, Erik
2012 DrawDown constraints and portfolio optimizationDavidsson, Marcus
2014 Investor sentiment, flight-to-quality, and corporate bond comovementBethke, Sebastian / Kempf, Alexander / Trapp, Monika
2006 Credit Cycles and Macro FundamentalsKoopman, Siem Jan / Kraeussl, Roman / Lucas, Andre / Monteiro, Andre

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