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Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Seiler, Katharina - In: The International journal of finance 21 (2009) 4, pp. 6276-6296

Persistent link: https://www.econbiz.de/10009889409

Centralized resource planning and Yardstick competition

Varmaz, Armin; Varwig, Andreas; Poddig, Thorsten - In: Omega : the international journal of management science 41 (2013) 1, pp. 112-118

Persistent link: https://www.econbiz.de/10010054994

On the robustness of risk-based asset allocations

Poddig, Thorsten; Unger, Albina - In: Financial markets and portfolio management 26 (2012) 3, pp. 369-401

Persistent link: https://www.econbiz.de/10010020063

Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung

Viebig, Jan; Poddig, Thorsten; Tancar, Roman - In: Kredit und Kapital 44 (2011) 2, pp. 279-311

Persistent link: https://www.econbiz.de/10009186598

REGIME-DEPENDENT NONLINEAR ANALYSIS OF HEDGE FUNDS

Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 13 (2011) 4, pp. 53-73

Persistent link: https://www.econbiz.de/10008997358

Zertifikatebewertung auf Grundlage der Monte Carlo Verfahren

Varmaz, Armin; Fieberg, Christian; Poddig, Thorsten - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 22 (2010) 5, pp. 373-383

Persistent link: https://www.econbiz.de/10009876990

Zertifikate-Plattform: Verbesserte Transparenz

Fieberg, Christian; Poddig, Thorsten; Tchegho, Geraldine; … - In: Die Bank : Zeitschrift für Bankpolitik und Praxis (2010) 7, pp. 72-76

Persistent link: https://www.econbiz.de/10008434000

An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market

Deetz, Marcus - 2010

This paper examines the out-of-sample performance of asset allocation strategies that use conditional multi-factor models to forecast expected returns and estimate the future variance and covariance. We find that strategies based on conditional multi-factor models outperform strategies based on...

Persistent link: https://www.econbiz.de/10013142108

An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market

Deetz, Marcus - 2009

Persistent link: https://www.econbiz.de/10013156665

Werkzeuge für das quantitative Asset Management : von FAT zu P-ART

Poddig, Thorsten; Baitinger, Eduard; Lüdemann, Stefan - In: Aspekte aus der Finanz- und Immobilienwirtschaft : …, (pp. 231-277). 2013

Persistent link: https://www.econbiz.de/10010356465