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Working Paper im Forschungsbereich Anlagestrategien

16-06
Olaf Korn, Marc Oliver Rieger
Hedging with Regret
Executive Summary | Download Papers (Vers. 08/2016)
15-17
Olaf Korn, Laura-Chloé Kuntz
Low-Beta Investment Strategies
Executive Summary | Download Papers (Vers. 10/2016)
14-09
Erik Theissen, Lars S. Zehnder
Estimation of Trading Costs: Trade Indicator Models Revisited
Executive Summary | Download Papers (Vers. 07/2014)
14-07
Felix Brinkmann, Olaf Korn
Risk-adjusted Option-implied Moments
Executive Summary | Download Papers (Vers. 08/2014)
14-06
Joachim Grammig, Jantje Sönksen
Consumption-Based Asset Pricing with Rare Disaster Risk
Executive Summary | Download Papers (Vers. 06/2014)
14-05
Joachim Grammig, Eva-Maria Schaub
Give me strong moments and time – Combining GMM and SMM to estimate long-run risk asset pricing models
Executive Summary | Download Papers (Vers. 07/2014)
13-11
Rainer Baule, Olaf Korn, Sven Saßning
Which Beta is Best? On the Information Content of Option-Implied Betas
Executive Summary | Download Papers (Vers. 12/2013)
published in: European Financial Management, Vol. 22, 2016, pp. 450–483.
13-08
Felix Brinkmann, Alexander Kempf, Olaf Korn
Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection
Executive Summary | Download Papers (Vers. 02/2014)
11-10
Alexander Kempf, Olaf Korn, Sven Saßning
Portfolio Optimization Using Forward-Looking Information
Executive Summary | Download Papers (Vers. 01/2014)
published in: Review of Finance, Vol. 19, 2015, pp. 467-490.
11-03
Gerlinde Fellner, Erik Theissen
Short Sale Constraints, Divergence of Opinion and Asset Value: Evidence from the Laboratory
Executive Summary | Download Papers (Vers. 01/2011)
published in: Journal of Economic Behavior and Organization, Vol. 101, 2014, pp. 113-127.
10-19
Jördis Hengelbrock, Erik Theissen, Christian Westheide
Market Response to Investor Sentiment
Executive Summary | Download Papers (Vers. 12/2010)
published in: Journal of Business Finance and Accounting, Vol. 40, 2013, pp. 901-917.
10-17
Dieter Hess, Daniel Kreutzmann, Oliver Pucker
Projected Earnings Accuracy and the Profitability of Stock Recommendations
Executive Summary | Download Papers (Vers. 02/2011)
10-14
Joachim Grammig, Stephan Jank
Creative Destruction and Asset Prices
Executive Summary | Download Papers (Vers. 08/2010)
published in: Journal of Financial and Quantitative Analysis, Vol. 51, 2016, pp. 1739-1768.
10-12
Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch, Erik Theissen
The Cross-Section of German Stock Returns: New Data and New Evidence
Executive Summary | Download Paper (externer Link)
published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 20-43.
10-10
Stefan Frey, Patrick Herbst
The Influence of Buy-Side Analysts on Mutual Fund Trading
Executive Summary | Download Papers (Vers. 06/2010)
published in: Journal of Banking and Finance, Vol. 49, 2014, pp. 442-458.
10-01
Sabine Artmann, Philipp Finter, Alexander Kempf
Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
Executive Summary | Download Papers (Vers. 07/2011)
published in: Journal of Business Finance and Accounting, Vol.39, 2012, pp. 758-784.
09-15
André Betzer, Jasmin Gider, Daniel Metzger, Erik Theissen
Strategic Trading and Trade Reporting by Corporate Insiders
Executive Summary | Download Papers (Vers. 11/2010)
published in: Review of Finance, Vol. 19, 2015, pp. 865-905.
09-01
Olaf Korn, Philipp Koziol
The Term Structure of Currency Hedge Ratios
Executive Summary | Download Papers (Vers. 02/2009)
published in: International Journal of Theoretical and Applied Finance, Vol. 14, 2011, pp. 525-557.
08-11
Olaf Korn
Risk Management With Default-risky Forwards
Executive Summary | Download Papers
published in: Schmalenbach Business Review, Vol. 62, 2010, pp. 102-125.
07-14
Olaf Korn, Alexander Merz
How to Hedge if the Payment Date is Uncertain?
Executive Summary | Download Papers (Vers. 03/2016)
07-06
Vikas Agarwal, Lingling Wang
Transaction Costs and Value Premium
Executive Summary | Download Papers
06-10
Alexander Kempf, Peer Osthoff
The Effect of Socially Responsible Investing on Portfolio Performance
Executive Summary | Download Papers (Vers. 05/2007)
published in: European Financial Management, Vol. 13, 2007, pp. 908-922.
06-09
Russ Wermers, Tong Yao, Jane Zhao
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings
Executive Summary | Download Papers (Vers. 07/2012)
published in: Review of Financial Studies, Vol. 25, 2012, pp. 3490-3529.
06-03
Olaf Korn, Christian Koziol
Bond Portfolio Optimization: A Risk-Return Approach
Executive Summary | Download Papers
published in: Journal of Fixed Income, Vol. 15, 2006, pp. 48-60.
05-02
Alexander Kempf, Christoph Memmel
Estimating the Global Minimum Variance Portfolio
Executive Summary | Download Paper (externer Link)
published in: Schmalenbach Business Review, Vol. 58, 2006, pp. 332-348.

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