Similar Search Results - EconBiz

Hedge fund return sensitivity to global liquidity

Kessler, Stephan; Scherer, Bernd - In: Journal of financial markets 14 (2011) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10009266959

Momentum and macroeconomic state variables

Kessler, Stephan; Scherer, Bernd - In: Financial markets and portfolio management 27 (2013) 4, pp. 335-363

Persistent link: https://www.econbiz.de/10010203023

How to Combine Investment Signals in Long/Short Strategies - Insights from Simulations and Empirical Analyses

Kessler, Stephan - 2018

We analyse the relative advocacy of competing approaches for the combination of investment signals in long/short portfolios. Specifically we study if it is preferable to (1) calculate weights for individual signals and then combine those weights (Mixed); or (2) combine signals and then calculate...

Persistent link: https://www.econbiz.de/10012910269

Analyzing active investment strategies using tracking error variance decomposition

Ammann, Manuel (contributor); Kessler, Stephan (contributor) - 2006

Persistent link: https://www.econbiz.de/10003376054

Portfolio construction and risk budgeting

Scherer, Bernd - 2003 - Repr.

Persistent link: https://www.econbiz.de/10002127047

A note on portfolio choice for sovereign wealth funds

Scherer, Bernd - In: Financial markets and portfolio management 23 (2009) 3, pp. 315-327

Persistent link: https://www.econbiz.de/10003889919

A note on the returns from minimum variance investing

Scherer, Bernd - In: Journal of empirical finance 18 (2011) 4, pp. 652-660

Persistent link: https://www.econbiz.de/10009306537

Asset allocation with shadow assets

Scherer, Bernd - In: The journal of wealth management 15 (2012/13) 3, pp. 30-35

Persistent link: https://www.econbiz.de/10009676030

Frictional costs of diversification

Scherer, Bernd - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 7-9

Persistent link: https://www.econbiz.de/10009750773

Should asset managers hedge their "fees at risk"?

Scherer, Bernd - In: Journal of applied corporate finance : JACF 22 (2010) 4, pp. 96-102

Persistent link: https://www.econbiz.de/10008841318

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