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On the expected performance of market timing strategies
Hallerbach, Winfried G. - In: The journal of portfolio management : a publication of … 40 (2014) 4, pp. 42-51
Persistent link: https://www.econbiz.de/10010487088
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Volatility weighting applied to momentum strategies
Plessis, Johan du; Hallerbach, Winfried G. - In: The journal of alternative investments 19 (2017) 3, pp. 40-58
Persistent link: https://www.econbiz.de/10011655920
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Portfolio return characteristics of different industries
Pouchkarev, Igor; Spronk, Jaap; Vliet, Pim van - In: Modern concepts of the theory of the firm : managing …, (pp. 434-448). 2004
Persistent link: https://www.econbiz.de/10001802722
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Portfolio return characteristics of different industries
Pouchkarev, Igor (contributor); Spronk, Jaap (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001732943
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Essays in decision making : a volume in honour of Stanley Zionts
Spronk, Jaap; Wallenius, Jyrki - 1997
Persistent link: https://www.econbiz.de/10014273206
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David and Goliath : On the US Investment Grade Credit Risk Premium
Hallerbach, Winfried G. - 2018
We analyze the US Corporate Investment Grade (IG) credit risk premium, as represented by the average excess return of US corporate IG bonds over duration-matched US Treasuries. Over the period January 1973 through April 2018, this credit excess return averaged 60 bps p.a. (implying a stand-alone...
Persistent link: https://www.econbiz.de/10012911826