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Risk preference elicitation and financial advice taking

Streich, David Jia-Hui - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 259-275

Persistent link: https://www.econbiz.de/10014330971

Computational finance : eine Matlab, Octave und Freemat basierte Einführung

Poddig, Thorsten; Varmaz, Armin; Fieberg, Christian - 2015

Persistent link: https://www.econbiz.de/10014011099

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

Relative performance persistence of financial forecasting models and its economic implications

Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten - In: Journal of risk 18 (2016) 6, pp. 71-106

Persistent link: https://www.econbiz.de/10011620659

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

On portfolio optimization : forecasting asset covariances and variances based on multi-scale risk models

Berger, Theo; Fieberg, Christian - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 295-309

Persistent link: https://www.econbiz.de/10011628354

Vorschlag eines Bewertungskonzepts von Zertifikaten

Varmaz, Armin; Fieberg, Christian - In: Kredit und Kapital 45 (2012) 2, pp. 243-266

Persistent link: https://www.econbiz.de/10009580913

Computational Finance : eine Matlab, Octave und Freemat basierte Einführung

Poddig, Thorsten; Varmaz, Armin; Fieberg, Christian - 2019 - 2. Auflage

Persistent link: https://www.econbiz.de/10012100493

Multi-agent-based VaR forecasting

Tubbenhauer, Tobias; Fieberg, Christian; Poddig, Thorsten - In: Journal of economic dynamics & control 131 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012818249

Nominal Stock Price Investing

Hammerich, Ulrich - 2018

We find that high-priced stocks show significantly higher Sharpe ratios than low-priced stocks. Also, price as an investment style is especially beneficial when applied in a multi-investment style setting, reducing portfolio volatility significantly while adding additional alpha. Implementing...

Persistent link: https://www.econbiz.de/10012935485