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Risiken von Hedgefonds : Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung

Viebig, Jan; Poddig, Thorsten; Tancar, Roman - In: Kredit und Kapital 44 (2011) 2, pp. 279-309

Persistent link: https://www.econbiz.de/10009234533

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

Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market

Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten; … - In: Financial markets and portfolio management 29 (2015) 4, pp. 365-379

Persistent link: https://www.econbiz.de/10011444869

An investor’s perspective on risk-models and characteristic-models

Fieberg, Christian; Poddig, Thorsten; Varmaz, Armin - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 262-276

Persistent link: https://www.econbiz.de/10011628338

Eine Safety-First-Anlagestrategie für Zeitwertkonten

Poddig, Thorsten; Hildebrandt, Johannes - In: Finanz-Betrieb : FB ; Zeitschrift für … 9 (2007) 6, pp. 329-334

Persistent link: https://www.econbiz.de/10003481279

Regime-Dependent Nonlinear Analysis of Hedge Funds

Viebig, Jan - 2017

In this article, the authors introduce a regime-dependent nonlinear model to explain the nonlinear return and risk characteristics of hedge funds. The explanatory power of their regime-dependent nonlinear model is substantially higher than the explanatory power of simple linear regression...

Persistent link: https://www.econbiz.de/10012961432

Market timing in parametric portfolio policies

Osorio, Carlos; Poddig, Thorsten; Fieberg, Christian; … - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-28

Persistent link: https://www.econbiz.de/10013371160