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What are the Determinants of the Capital Structure? : Some Evidence for Switzerland
Drobetz, Wolfgang; Fix, Roger - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003
We test leverage predictions of the trade-off and pecking order models usingSwiss data. At an aggregate level, leverage of Swiss firms is comparativelylow, but the results depend crucially on the exact definition of leverage.Confirming the pecking order model but contradicting the trade-off...
Persistent link: https://www.econbiz.de/10005858714
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How to avoid the pitfalls in portfolio optimization? : Putting the Black-Litterman approach at work
Drobetz, Wolfgang - In: Financial markets and portfolio management 15 (2001) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001683834
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Expected returns, consumption, and the business cycle on global stock markets
Drobetz, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001518728
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Mean reversion on global stock markets
Drobetz, Wolfgang; Wegmann, Patrick - In: Swiss journal of economics and statistics 138 (2002) 3, pp. 215-239
Persistent link: https://www.econbiz.de/10001700625
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The contribution of asset allocation policy to portfolio performance
Drobetz, Wolfgang; Köhler, Friederike - In: Financial markets and portfolio management 16 (2002) 2, pp. 219-233
Persistent link: https://www.econbiz.de/10001736187
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Conditional asset pricing in emerging stock markets
Drobetz, Wolfgang; Stürmer, Susanne; Zimmermann, Heinz - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 507-526
Persistent link: https://www.econbiz.de/10001721030
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Global asset allocation : new methods and applications
Zimmermann, Heinz; Drobetz, Wolfgang; Oertmann, Peter - 2003
Persistent link: https://www.econbiz.de/10001678987
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What determines the speed of adjustment to the target capital structure?
Drobetz, Wolfgang (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002603202
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Volatility bounds for stochastic discount factors on global stock markets
Drobetz, Wolfgang - In: Schmollers Jahrbuch : journal of contextual economics 123 (2003) 4, pp. 471-500
Persistent link: https://www.econbiz.de/10001948825
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Long-run performance of initial public offerings : the evidence for Switzerland
Drobetz, Wolfgang; Kammermann, Matthias; Wälchli, Urs - In: Schmalenbach business review : sbr 57 (2005) 3, pp. 253-275
Persistent link: https://www.econbiz.de/10002965155