Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market
Eduard Baitinger; Christian Fieberg; Thorsten Poddig; Armin Varmaz
| 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
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| Subject: | Dynamic asset allocation | Liquidity | Amihud illiquidity measure | Liquidity risk | Investment strategy | Out-of-sample study | Portfolio-Management | Portfolio selection | Deutschland | Germany | Anlageverhalten | Behavioural finance | Liquidität | Theorie | Theory | Aktienmarkt | Stock market | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-015-0257-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011444869