Veröffentlichungen 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
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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
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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
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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
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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
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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
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published in: Journal of Behavioral Finance, Vol. 7, 2006, pp. 204-213.
Knut Griese, Alexander Kempf
Liquiditätsdynamik am deutschen Aktienmarkt
DOI: nicht vorhanden
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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
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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: nicht vorhanden
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published in: Bessler, Wolfgang (Hrsg.): Börsen, Banken und Kapitalmärkte. Festschrift für Hartmut Schmidt zum 65. Geburtstag, Duncker & Humblot, Berlin, 2006, pp. 471-491.