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Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach

Stein, Michael; Füss, Roland; Drobetz, Wolfgang - In: The journal of fixed income 18 (2008/09) 4, pp. 78-91

Persistent link: https://www.econbiz.de/10003848046

German real estate funds : changes in return distributions and portfolio favourability

Stein, Michael - 2013

Since 2008, the German open-ended real estate fund (GOEREF) industry has experienced a critical phase of suspensions of redemption of fund shares, announced fund terminations and, eventually, introduction of a new regulation. With assets under management of over EUR 80 billion, GOEREFs are the...

Persistent link: https://www.econbiz.de/10010211901

German Real Estate Funds : Changes in Return Distributions and Portfolio Favourability

Stein, Michael - 2013

Persistent link: https://www.econbiz.de/10013072696

German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability

Stein, Michael - 2014

Persistent link: https://www.econbiz.de/10013060314

Broad market risk for sector fund of funds : a copula-based dependence approach

Stein, Michael; Račev, Svetlozar T.; Stoyanov, Stoyan V. - In: Investment management and financial innovations 7 (2010) 2, pp. 36-44

Persistent link: https://www.econbiz.de/10003968757

Flow-induced redemption costs in funds of funds

Stein, Michael; Račev, Svetlozar T. - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 253-265

Persistent link: https://www.econbiz.de/10009387309

Statistical methods of strategic portfolio management for fund of funds

Stein, Michael - 2010

A “fund of funds (FoF)” is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose - apart from the challenges that arise for every portfolio to...

Persistent link: https://www.econbiz.de/10008855916

Style-neutral funds of funds : diversification or deadweight?

Stein, Michael; Račev, Svetlozar T. - In: The journal of asset management 11 (2010/11) 6, pp. 417-434

Persistent link: https://www.econbiz.de/10008906487

Dilution of sector exposures : when does unintended indexing happen?

Stein, Michael; Račev, Svetlozar T. - In: Journal of investment management : JOIM 12 (2014) 3, pp. 59-72

Persistent link: https://www.econbiz.de/10011634662

What Drives Real Estate Private Equity Fundraising Success? And How to Pick Top-Performing Funds

Krautz, Sebastian - 2016

Persistent link: https://www.econbiz.de/10012993393