Financial Markets and Portfolio Management

Title Publication Date Language Citations
An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management2007/03/16English35
How to avoid the pitfalls in portfolio optimization? Putting the Black-Litterman approach at work2001/03/01English30
Intraday market liquidity on the Swiss Stock Exchange2001/09/01English16
On Swiss timing and selectivity: In the quest of alpha2001/06/01English14
The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market2007/03/09English14
Does the stock market still lead real activity? — An investigation for the G-7 countries2001/03/01English12
The characteristics and development of the Swiss franc repurchase agreement market2007/03/02English7
Applying multivariate time series forecasts for active portfolio management2001/06/01English7
Strategic asset allocation for a country: the Norwegian case2007/03/10English6
Three aspects of the Swiss term structure: an empirical survey2007/03/01English4
Performance measurement of equity funds — Do the SPPS enhance transparency?2001/06/01English4
Die Kalkulation ausfallrisikobedrohter Finanztitel mit Rating-Übergangsmatrizen2001/06/01German3
Investment time horizon and asset allocation models2001/03/01English2
Intervention reaction functions in the dollar-deutschmark market2001/09/01English2
The impact of the Euro on the return structure of European equity markets2001/09/01English2
Steuerung der Geldmarktsätze durch die Schweizerische Nationalbank2001/09/01German2
The transformation of European banking2001/03/01English2
Return enhancement trading strategies for size based portfolios2007/12/06English2
Diversification: Based on sectors or countries?2001/03/01English1
Dariusz Gatarek, Przemyslaw Bachert und Robert Maksymiuk (2006): The LIBOR Market Model in Practice2007/04/24English
Editorial2007/04/24English
Kenneth J. Singleton: Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment2007/04/11English
In Memoriam: Daniel Wydler (1957–2003)2003/06/01German
Do risk-adjusted pricing and the new Basel capital accord reinforce the credit cycle?2001/06/01English
Delta Hedging bei stochastischer Volatilität in diskreter Zeit2001/03/01German
Chancen und Risiken in den Finanzmärkten2001/06/01German
Vorsorge und Aktienmarkt: Die Zeit der Illusionen ist vorbei2001/09/01German
Zur Schätzung der Fristenstruktur von Credit Spreads2001/03/01German