Asset allocation based on alternative performance ratios and selected portfolio heuristics
Year of publication: |
[2019?]
|
---|---|
Authors: | Gohl, Sebastian D. |
Other Persons: | Albrecht, Peter (degree supervisor) |
Institutions: | Universität Mannheim (degree granting) |
Publisher: |
Mannheim |
Subject: | Portfolio-Management | Portfolio selection | Portfoliodiversifikation | Portfolio diversification | Kapitalmarktrendite | Capital market returns | Performance-Messung | Performance measurement | Theorie | Theory | Schätzung | Estimation | Welt | World | 1976-2014 |
Description of contents: | Table of Contents [gbv.de] |
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The effect of investment constraints on hedge fund investor returns
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The Effect of Investment Constraints on Hedge Fund Investor Returns
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On the Performance of Volatility-Managed Portfolios
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Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken
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Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr, (2018)
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Tail risk managed investment strategies
Rickenberg, Lars, (2020)
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