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"Real" risk management: opportunities and limits of consumption-based strategies
Breuer, Wolfgang; Stotz, Olaf - In: Risk management : challenge and opportunity ; with 125 …, (pp. 679-698). 2005
Persistent link: https://www.econbiz.de/10002449498
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Fat tails and the effect on optimal asset allocations
Lucas, André; Klaassen, Pieter - In: Bank strategies and challenges in the new Europe, (pp. 272-288). 2001
Persistent link: https://www.econbiz.de/10001630871
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Robust portfolio selection with endogenous expected returns and asset allocation timing strategies
Breuer, Wolfgang; Gürtler, Marc; Stotz, Olaf - In: Stock market volatility, (pp. 209-230). 2009
Persistent link: https://www.econbiz.de/10003830430
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Analysts' dividend forecasts as a basis for portfolio selection and for the calculation of market risk premia
Becker, Franziska; Breuer, Wolfgang; Gürtler, Marc - In: Stock returns : cyclicity, prediction and economic …, (pp. 69-90). 2009
Persistent link: https://www.econbiz.de/10003944995
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Analysts' dividend forecasts, portfolio selection, and market risk premia
Breuer, Wolfgang; Feilke, Franziska; Gürtler, Marc - In: Operations research proceedings 2007 : selected papers …, (pp. 251-256). 2008
Persistent link: https://www.econbiz.de/10003717459
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Mutual fund flows and expected stock returns in Germany : the role of the benchmark and of expectation biases
Breuer, Wolfgang; Stotz, Olaf - In: Diversification and portfolio management of mutual funds, (pp. 138-166). 2007
Persistent link: https://www.econbiz.de/10003410792
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Yaari's dual theory of choice, generalized Gini's mean differences, and performance evaluation of mutual funds
Breuer, Wolfgang; Gürtler, Marc - In: Performance of mutual funds : an international perspective, (pp. 127-151). 2007
Persistent link: https://www.econbiz.de/10003427238