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Von der Treynor-Ratio zur Market Risk-Adjust Performance - Zusammenhang und Diskussion grundlegender Performancemaße
Wilkens, Marco; Scholz, Hendrik - Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre … - 1999
auf dem Gesamtrisiko basierenden Performancemaße Sharpe-Ratio, Differenzrendite, Risk-Adjusted Performance und normierte …
Persistent link: https://www.econbiz.de/10005857855
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Systematik grundlegender Performancemaße - Von der Sharpe-Ratio zum RAP
Wilkens, Marco; Scholz, Hendrik - Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre … - 1999
Das in Publikumsfonds der deutschen Investemtbranche investierte Kapital betrug Ende März 1999 310,4 Mrd Euro, das von institutionellen Anlegern in Spezialfonds investierte Kapital 389,3 Mrd. Euro. Allein im ersten Quartal 1999 flossen 16,6 Mrd. Euro in Publikums- und 15,9 Mrd. Euro in...
Persistent link: https://www.econbiz.de/10005857857
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What drives performance in the speculative market of short-term exchange-traded retail products?
Baller, Stefanie; Entrop, Oliver; Schober, Alexander; … - 2017
: (i) The overall performance is poor. (ii) Investors show neutral timing skills, while the main performance driver is the … issuers' price-setting. (iii) Higher risk taking by investors diminishes the performance further. Our results imply that …
Persistent link: https://www.econbiz.de/10011854264
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The benefits of option use by mutual funds
Natter, Markus; Rohleder, Martin; Schulte, Dominik; … - In: Journal of financial intermediation 26 (2016), pp. 142-168
Persistent link: https://www.econbiz.de/10011715139
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What drives performance in the speculative market of short-term exchange-traded retail products?
Baller, Stefanie; Entrop, Oliver; Schober, Alexander; … - 2017
: (i) The overall performance is poor. (ii) Investors show neutral timing skills, while the main performance driver is the … issuers' price-setting. (iii) Higher risk taking by investors diminishes the performance further. Our results imply that …
Persistent link: https://www.econbiz.de/10011849248
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Success and failure on the corporate bond fund market
Rohleder, Martin; Scholz, Hendrik; Wilkens, Marco - In: The journal of asset management 19 (2018) 6, pp. 429-443
Persistent link: https://www.econbiz.de/10011958118