Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market
Year of publication: |
November 2015
|
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Authors: | Baitinger, Eduard ; Fieberg, Christian ; Poddig, Thorsten ; Varmaz, Armin |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 29.2015, 4, p. 365-379
|
Subject: | Dynamic asset allocation | Liquidity | Amihud illiquidity measure | Liquidity risk | Investment strategy | Out-of-sample study | Theorie | Theory | Portfolio-Management | Portfolio selection | Deutschland | Germany | Aktienmarkt | Stock market | Liquidität | Schätzung | Estimation | Kapitalanlage | Financial investment | Börsenkurs | Share price |
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