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DateTitle Authors
2012 A dynamic programming approach to constrained portfoliosKraft, Holger / Steffensen, Mogens
2003 Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocationsSchmidt, Daniel
2008 Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art marketKräussl, Roman / Elsland, Niels van
2005 Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluationBreuer, Wolfgang / Gürtler, Marc
2002 Performance evaluation, portfolio selection, and HARA utilityBreuer, Wolfgang / Gürtler, Marc
2004 Investors' direct stock holdings and performance evaluation for mutual fundsBreuer, Wolfgang / Gürtler, Marc
2004 Two-Fund separation and positive marginal utilityBreuer, Wolfgang / Gürtler, Marc
2012 Size matters! How position sizing determines risk and return of technical timing strategiesScholz, Peter
2010 Investment certificates under German taxation: Benefit or burden for structured products' performance?Scholz, Peter / Walther, Ursula
2011 The stability of traditional measures of index tracking qualityRoßbach, Peter / Karlow, Denis

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