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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

Global asset allocation : new methods and applications

Zimmermann, Heinz; Drobetz, Wolfgang; Oertmann, Peter - 2003

Persistent link: https://www.econbiz.de/10001678987

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

Optimal Timing and Tilting of Equity Factors

Dichtl, Hubert - 2019

Aiming to optimally harvest global equity factor premiums, we investigated the benefits of parametric portfolio policies for timing factors conditioned on time-series predictors and tilting factors based on cross-sectional factor characteristics. We discovered that equity factors are predictably...

Persistent link: https://www.econbiz.de/10012897582

Does tactical asset allocation work? Another look at the fundamental law of active management

Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of asset management 10 (2009/10) 4, pp. 235-252

Persistent link: https://www.econbiz.de/10003894709

Fixed-Income Hedge-Funds-Strategien in Bondportfolios

Drobetz, Wolfgang; Füss, Roland; Stein, Michael - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 58 (2010) 2, pp. 103-110

Persistent link: https://www.econbiz.de/10003934149

Portfolio insurance and prospect theory investors : popularity and optimal design of capital protected financial products

Dichtl, Hubert; Drobetz, Wolfgang - In: Journal of banking & finance 35 (2011) 7, pp. 1683-1697

Persistent link: https://www.econbiz.de/10009245277

Efficient hedge fund style allocations : a rule-based model

Drobetz, Wolfgang; Kaiser, Dieter G.; Zimbehl, Jasper - In: Journal of derivatives & hedge funds 18 (2012) 4, pp. 274-300

Persistent link: https://www.econbiz.de/10009674539

Where is the value added of rebalancing? : a systematic comparison of alternative rebalancing strategies

Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Financial markets and portfolio management 28 (2014) 3, pp. 209-231

Persistent link: https://www.econbiz.de/10010399419

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