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Stabilität von Diversifikationseffekten im Markowitz-Modell
Bissantz, Nicolai; Steinorth, Verena; Ziggel, Daniel - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 5 (2011) 2, pp. 145-157
Persistent link: https://www.econbiz.de/10009299459
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A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias; Wied, Dominik; Ziggel, Daniel - 2013
Persistent link: https://www.econbiz.de/10009776171
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Automated portfolio optimization based on a new test for structural breaks
Berens, Tobias; Wied, Dominik; Ziggel, Daniel - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 2, pp. 243-264
Persistent link: https://www.econbiz.de/10010401331
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A new online-test for changes in correlations between assets
Arnold, Matthias; Bissantz, Nicolai; Wied, Dominik; … - 2010
Persistent link: https://www.econbiz.de/10008839855
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Stabilität von Diversifikationseffekten im Markowitz-Modell
Bissantz, Nicolai; Steinorth, Verena; Ziggel, Daniel - 2010
Persistent link: https://www.econbiz.de/10008839862
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Diversification effects between stock indices
Bissantz, Nicolai; Ziggel, Daniel - 2010
Persistent link: https://www.econbiz.de/10008840762
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An innovative risk management methodology for trading equity indices based on change points
Gösmann, Josua; Ziggel, Daniel - In: The journal of asset management 19 (2018) 2, pp. 99-109
Persistent link: https://www.econbiz.de/10011847695
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Constructing a passive global stock market portfolio from a multigenerational family office perspective
Ziggel, Daniel; Armbruester, Christian - In: The journal of wealth management 19 (2016) 2, pp. 89-99
Persistent link: https://www.econbiz.de/10011559440
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On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio; Podolskij, Mark - 2014
Persistent link: https://www.econbiz.de/10010442408