Deutsch Contact Sitemap Imprint and Privacy Policy

Published Papers 2006


Robert Kosowski, Allan Timmermann, Russ Wermers, Hal White
Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis
DOI: 10.1111/j.1540-6261.2006.01015.x
Download Paper
published in: Journal of Finance, Vol. 61, 2006, pp. 2551-2596.

Doron Avramov, Russ Wermers
Investing in Mutual Funds when Returns are Predictable
DOI: 10.1111/j.1540-6261.2006.01015.x
Download Paper
published in: Journal of Financial Economics, Vol. 81, 2006, pp. 339-377.

Ibrahim Chowdhury, Mathias Hoffmann, Andreas Schabert
Inflation Dynamics and the Cost Channel of Monetary Transmission
DOI: 10.1016/j.euroecorev.2005.01.007
Download Paper
published in: European Economic Review, Vol. 50, 2006, pp. 995-1016.

Alexander Kempf, Christoph Memmel
Estimating the Global Minimum Variance Portfolio
DOI: 10.2139/ssrn.385760
Download Paper (external link)
published in: Schmalenbach Business Review, Vol. 58, 2006, pp. 332-348.

Olaf Korn, Christian Koziol
Bond Portfolio Optimization: A Risk-Return Approach
DOI: 10.3905/jfi.2006.627839
Download Paper
published in: Journal of Fixed Income, Vol. 15, 2006, pp. 48-60.

Alexander Kempf, Stefan Ruenzi
Status Quo Bias and the Number of Alternatives - An Empirical Illustration from the Mutual Fund Industry
DOI: 10.1207/s15427579jpfm0704_3
Download Paper
published in: Journal of Behavioral Finance, Vol. 7, 2006, pp. 204-213.

Knut Griese, Alexander Kempf
Liquiditätsdynamik am deutschen Aktienmarkt
DOI: not available
Download Paper
published in: DBW - Die Betriebswirtschaft, Vol. 66, 2006, pp. 402-418.

Stefan Frey, Joachim Grammig
Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market
DOI: 10.1007/978-3-7908-1992-2_5
Download Paper
published in: Empirical Economics, Vol. 30, 2006, pp. 1007-1033.

Jan P. Krahnen, Frank A. Schmid, Erik Theissen
Investment Performance and Market Share: A Study of the German Mutual Fund Industry
DOI: not available
Download Paper
published in: Bessler, Wolfgang (Hrsg.): Börsen, Banken und Kapitalmärkte. Festschrift für Hartmut Schmidt zum 65. Geburtstag, Duncker & Humblot, Berlin, 2006, pp. 471-491.

Sponsoring Members      

Institutional Members

Sponsors CFR Assistant Professorship Sustainable Finance

We would especially like to thank the sponsors whose donations made it possible to establish the Assistant Professorship for Sustainable Finance at the University of Cologne:

www.cfr-cologne.de | © 2004-2024 | webmaster