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~subject:"Portfolio selection"
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Structural Breaks and Diversif...
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Portfolio selection
growth optimal portfolio
44
Theorie
32
Theory
32
Australia
30
Australien
28
Forecasting model
28
Prognoseverfahren
28
Estimation
21
benchmark approach
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stochastic volatility
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USA
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fair pricing
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minimal market model
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stability
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Börsenkurs
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Share price
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Stock market
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Risikomaß
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Risk measure
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Capital income
14
Kapitaleinkommen
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numeraire portfolio
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ARCH model
12
ARCH-Modell
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Portfolio-Management
12
United Kingdom
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Cointegration
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English
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Zurbruegg, Ralf
10
Wilson, Patrick James
6
Gerlach, Richard
4
Cheong, Chee Seng
2
Cain, Brianna
1
Dai, Yiqing
1
Ghandar, Adam
1
Haque, Tariq
1
Michalewicz, Zbigniew
1
Mihaylov, George
1
Minh-Ngoc Tran
1
Naimoli, Antonio
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Peiris, Rangika
1
Stevenson, Simon
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Applied economics
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Australian economic papers
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Intelligent systems in accounting finance and management : international journal
1
International review of economics & finance : IREF
1
Journal of property investment & finance
1
Journal of real estate literature : a publication of the American Real Estate Society
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Quantitative finance
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Review of financial economics : RFE
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ECONIS (ZBW)
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1
Potential diversification benefits in the presence of unknown structural breaks : an Australian case study
Wilson, Patrick James
;
Gerlach, Richard
;
Zurbruegg, Ralf
- In:
Australian economic papers
42
(
2003
)
4
,
pp. 442-453
Persistent link: https://www.econbiz.de/10001863887
Saved in:
2
Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng
;
Gerlach, Richard
;
Stevenson, Simon
; …
- In:
Review of financial economics : RFE
18
(
2009
)
2
,
pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
Saved in:
3
Does it pay to diversify real estate assets? : A literary perspective
Wilson, Patrick James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757386
Saved in:
4
International diversification of real estate assets : is it worth it? Evidence from the literature
Wilson, Patrick James
;
Zurbruegg, Ralf
-
2003
Persistent link: https://www.econbiz.de/10001761872
Saved in:
5
International diversification of real estate assets: is it worth? : Evidence from the literature
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Journal of real estate literature : a publication of …
11
(
2003
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10001796441
Saved in:
6
An analysis of the long-run impact of fixed income and equity market performance on Australian and UK securitised property markets
Cheong, Chee Seng
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Journal of property investment & finance
27
(
2009
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10009523851
Saved in:
7
Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika
;
Wang, Chao
;
Gerlach, Richard
; …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
Saved in:
8
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
9
Can switching between risk measures lead to better portfolio optimization?
Cain, Brianna
;
Zurbruegg, Ralf
- In:
The journal of asset management
10
(
2009/10
)
6
,
pp. 358-369
Persistent link: https://www.econbiz.de/10003924922
Saved in:
10
Return performance volatility and adaptation in an automated technical analysis approach to portfolio management
Ghandar, Adam
;
Michalewicz, Zbigniew
;
Zurbruegg, Ralf
- In:
Intelligent systems in accounting finance and …
16
(
2009
)
1/2
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003876092
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