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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
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
2006 Credit Cycles and Macro FundamentalsKoopman, Siem Jan / Kraeussl, Roman / Lucas, Andre / Monteiro, Andre
2013 Financial Dependence Analysis: Applications of Vine CopulaeAllen, David E. / Ashraf, Mohammad A. / McAleer, Michael / Powell, Robert J. / Singh, Abhay K.
2015 Household Stockholding Behavior During the Great Financial CrisisZhou, Jie

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