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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph, (1991)
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Peering under the hood of rules-based portfolio construction : the impact of security selection and weighting decisions
Bender, Jennifer, (2017)
Can the Whole Be More Than the Sum of the Parts? Bottom-Up Versus Top-Down MultiFactor Portfolio Construction
Bender, Jennifer, (2019)
Tilted and Anti-Tilted Portfolios : A Coherent Framework for Advanced Beta Portfolio Construction