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Modified wald statistics for generalized linear models

Oelerich, Andreas; Poddig, Thorsten - In: Allgemeines statistisches Archiv : AStA ; journal of … 88 (2004) 1, pp. 23-34

Persistent link: https://www.econbiz.de/10001967090

The cross-section of cryptocurrency risk and return

Günther, Steffen; Fieberg, Christian; Poddig, Thorsten - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 4, pp. 7-28

Wir untersuchen den Querschnitt von über 1200 Kryptowährungen, gesammelt von 350 Handelsplätzen, in der Zeitspanne von Januar 2014 bis Juni 2020. Im speziellen untersuchen wir, ob weit verbreitete Charakteristika, wie Beta (Fama/MacBeth (1973)), Size (Banz (1981)) oder Momentum...

Persistent link: https://www.econbiz.de/10012940081

An evaluation of conditional multi-factor models in active asset allocation strategies : an empirical study for the German stock market

Deetz, M.; Poddig, Thorsten; Sidorovitch, I.; Varmaz, Armin - In: Financial markets and portfolio management 23 (2009) 3, pp. 285-313

Persistent link: https://www.econbiz.de/10003889916

Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Seiler, Katharina - In: The international journal of finance 21 (2009) 4, pp. 6276-6296

Persistent link: https://www.econbiz.de/10009384454

Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 13 (2010/11) 4, pp. 53-72

Persistent link: https://www.econbiz.de/10009008634

Centralized super-efficiency and yardstick competition : incentives in decentralized organizations

Varmaz, Armin; Varwig, Andreas; Poddig, Thorsten - In: Operations research proceedings 2010 : selected papers …, (pp. 53-58). 2011

Persistent link: https://www.econbiz.de/10009269866

On the robustness of risk-based asset allocations

Poddig, Thorsten; Unger, Albina - In: Financial markets and portfolio management 26 (2012) 3, pp. 369-401

Persistent link: https://www.econbiz.de/10009623472

Centralized resource planning and Yardstick competition

Varmaz, Armin; Varwig, Andreas; Poddig, Thorsten - In: Omega : the international journal of management science 41 (2013) 1, pp. 112-118

Persistent link: https://www.econbiz.de/10009682201

The use of risk budgets in portfolio optimization

Unger, Albina - 2015

Persistent link: https://www.econbiz.de/10010413063

Does a contagion effect exist between equity markets and hedge funds in periods of extreme stress in financial markets?

Viebig, Jan; Poddig, Thorsten - In: The journal of alternative investments 13 (2010/11) 2, pp. 78-103

Persistent link: https://www.econbiz.de/10008696882