nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
|
Mba, Jules Clement |
|
2018 |
|
4 |
p. 399-418 |
artikel |
2 |
A fully parametric approach to return modelling and risk management of hedge funds
|
Kassberger, Stefan |
|
2006 |
|
4 |
p. 472-491 |
artikel |
3 |
Analyst herding and firm-level investor sentiment
|
Garcia, John |
|
|
|
4 |
p. 461-494 |
artikel |
4 |
Andrew Ang: Asset management: a systematic approach to factor investing
|
Schade, Jan-Philip |
|
2015 |
|
4 |
p. 429-430 |
artikel |
5 |
Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought
|
Mörke, Mathis |
|
2018 |
|
4 |
p. 437-439 |
artikel |
6 |
Andrew W. Lo: Hedge Funds—An Analytic Perspective
|
Möllenbeck, Marcel |
|
2008 |
|
4 |
p. 403-404 |
artikel |
7 |
Anfang gut, alles gut? Eine Empirische Untersuchung über den fünftageindikator Zur frühprognose auf Aktienmärkten
|
Fischer, Edwin O. |
|
2002 |
|
4 |
p. 487-496 |
artikel |
8 |
An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options
|
Ammann, Manuel |
|
2005 |
|
4 |
p. 381-396 |
artikel |
9 |
Are financial constraints of corporate activist investors perceived negatively?
|
Ingenohl, Leopold |
|
2018 |
|
4 |
p. 367-398 |
artikel |
10 |
Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data
|
Bonollo, Michele |
|
2016 |
|
4 |
p. 397-426 |
artikel |
11 |
Behavioral portfolio insurance strategies
|
Escobar-Anel, Marcos |
|
|
|
4 |
p. 353-399 |
artikel |
12 |
Beyond mean–variance: assessing hedge fund performance in a non-parametric world
|
Hassouni, Afrae |
|
|
|
4 |
p. 473-488 |
artikel |
13 |
Book Review
|
|
|
2005 |
|
4 |
p. 411-412 |
artikel |
14 |
Book review of Fault Lines by Raghuram G. Rajan
|
Garcia-Appendini, Emilia |
|
2013 |
|
4 |
p. 431-433 |
artikel |
15 |
Buffett’s alpha: further explanations from a behavioral value investing perspective
|
Otuteye, Eben |
|
|
|
4 |
p. 471-490 |
artikel |
16 |
Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany
|
Hahnenstein, Lutz |
|
2004 |
|
4 |
p. 358-381 |
artikel |
17 |
Call for papers
|
Culp, Christopher L. |
|
2006 |
|
4 |
p. 492-493 |
artikel |
18 |
Call for Papers Special Issue: Alternative Investments
|
|
|
2005 |
|
4 |
p. 419 |
artikel |
19 |
Changing organizational form in the stock exchange industry and risk-taking
|
Otchere, Isaac |
|
2016 |
|
4 |
p. 427-451 |
artikel |
20 |
Cluster analysis: Application to sector indices and empirical validation
|
Boillat, Pierre-Yves |
|
2002 |
|
4 |
p. 467-486 |
artikel |
21 |
Co-movement of revenue: structural changes in the business cycle
|
Erdorf, Stefan |
|
2011 |
|
4 |
p. 411-433 |
artikel |
22 |
Constant-collateral pyramiding trading strategies in futures markets
|
Miles, Stan |
|
2013 |
|
4 |
p. 381-396 |
artikel |
23 |
Corporate governance — Legal fiction or economic reality
|
Drobetz, Wolfgang |
|
2002 |
|
4 |
p. 431-439 |
artikel |
24 |
Corporate sustainability in asset pricing models and mutual funds performance measurement
|
Walker, Thomas J. |
|
2014 |
|
4 |
p. 363-407 |
artikel |
25 |
Covid-19 and smart beta
|
Hasaj, Milot |
|
|
|
4 |
p. 515-532 |
artikel |
26 |
COVID-19’s impact on real estate markets: review and outlook
|
Balemi, Nadia |
|
|
|
4 |
p. 495-513 |
artikel |
27 |
Das Verhalten von Fondsanlegern in der Schweiz
|
Schultz, Jörg. |
|
2001 |
|
4 |
p. 473-480 |
artikel |
28 |
Delistings of secondary listings: price and volume effects
|
Pfister, Matthias |
|
2010 |
|
4 |
p. 395-418 |
artikel |
29 |
Determinants of Financial Distress Costs
|
Pindado, Julio |
|
2005 |
|
4 |
p. 343-359 |
artikel |
30 |
Die Aversionselastizität und ihr Einfluss auf die Portefeuilleentscheidung
|
Battermann, Harald L. |
|
2002 |
|
4 |
p. 522-527 |
artikel |
31 |
Die demographische Zeitbombe an den Börsen: Das Beispiel Deutschland
|
Konrad, Ernst |
|
2004 |
|
4 |
p. 419-436 |
artikel |
32 |
Die Einführung des Euro und seine Folgen
|
Föllmi, Anton |
|
2001 |
|
4 |
p. 417-422 |
artikel |
33 |
Die prämienbegünstigte Zukunftsvorsorge in Österreich: Ein attraktives investment?
|
Halling, Michael |
|
2004 |
|
4 |
p. 399-418 |
artikel |
34 |
Distribution of the shareholder base of Swiss cantonal banks
|
Neher, Stefan |
|
2007 |
|
4 |
p. 471-485 |
artikel |
35 |
Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland
|
Meichle, Mario |
|
2011 |
|
4 |
p. 435-453 |
artikel |
36 |
Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence
|
Abukari, Kobana |
|
|
|
4 |
p. 471-505 |
artikel |
37 |
Editorial
|
Ammann, Manuel |
|
2011 |
|
4 |
p. 343-344 |
artikel |
38 |
Editorial
|
Ranaldo, Angelo |
|
2009 |
|
4 |
p. 333-334 |
artikel |
39 |
Editorial
|
Ammann, Manuel |
|
2010 |
|
4 |
p. 325-326 |
artikel |
40 |
Editorial
|
Ammann, Manuel |
|
2008 |
|
4 |
p. 287-288 |
artikel |
41 |
Editorial
|
Ammann, Manuel |
|
2007 |
|
4 |
p. 401-402 |
artikel |
42 |
Editorial
|
Ammann, Manuel |
|
2004 |
|
4 |
p. 351-352 |
artikel |
43 |
Editorial
|
|
|
2005 |
|
4 |
p. 341-342 |
artikel |
44 |
Editorial
|
Bessler, Wolfgang |
|
2006 |
|
4 |
p. 367-368 |
artikel |
45 |
Empirische Untersuchung zur Bedeutung makroökonomischer Faktoren für Aktienrenditen am deutschen Kapitalmarkt
|
Bessler, Wolfgang |
|
2003 |
|
4 |
p. 412-436 |
artikel |
46 |
Entscheidungsfaktoren von Schweizer Privatanlegern
|
Schulz, Thomas |
|
2003 |
|
4 |
p. 459-465 |
artikel |
47 |
Erratum to: Searching for a listed infrastructure asset class using mean–variance spanning
|
Blanc-Brude, Frédéric |
|
2017 |
|
4 |
p. 515 |
artikel |
48 |
Financial crises, price discovery, and information transmission: a high-frequency perspective
|
Füss, Roland |
|
2018 |
|
4 |
p. 333-365 |
artikel |
49 |
Financing structure and insolvency risk exposure of Islamic banks
|
Rahman, Aisyah Abdul |
|
2010 |
|
4 |
p. 419-440 |
artikel |
50 |
Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets
|
Rueilin Lee, Nicholas |
|
2012 |
|
4 |
p. 449-468 |
artikel |
51 |
Flight-to-quality in the stock–bond return relation: a regime-switching copula approach
|
Tachibana, Minoru |
|
|
|
4 |
p. 429-470 |
artikel |
52 |
Forecasting the past: the case of US interest rate forecasts
|
Spiwoks, Markus |
|
2008 |
|
4 |
p. 357-379 |
artikel |
53 |
Francis X. Diebold, Neil A. Doherty, and Richard J. Herring: The known, the unknown, and the unknowable in financial risk management
|
Nigbur, Tobias |
|
2010 |
|
4 |
p. 453-454 |
artikel |
54 |
Frank J. Fabozzi, Roland Füss, and Dieter G. Kaiser (eds.): The Handbook of Commodity Investing
|
Oesch, David |
|
2008 |
|
4 |
p. 405-406 |
artikel |
55 |
Franklin Allen, Elena Carletti, Jan Pieter Krahnen, and Marcel Tyrell: Liquidity and Crises
|
Kohler, Alexander |
|
2011 |
|
4 |
p. 473-475 |
artikel |
56 |
Fueling the buyout machine: fundraising in private equity
|
Loos, Robert |
|
2017 |
|
4 |
p. 397-443 |
artikel |
57 |
Have trend-following signals in commodity futures markets become less reliable in recent years?
|
Auer, Benjamin R. |
|
|
|
4 |
p. 533-553 |
artikel |
58 |
Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?
|
Bannier, Christina E. |
|
2007 |
|
4 |
p. 445-470 |
artikel |
59 |
How do investment patterns of independent and captive private equity funds differ? Evidence from Germany
|
Tykvová, Tereza |
|
2006 |
|
4 |
p. 399-418 |
artikel |
60 |
How online discussion board activity affects stock trading: the case of GameStop
|
Betzer, André |
|
|
|
4 |
p. 443-472 |
artikel |
61 |
How safe are the safe haven assets?
|
Kopyl, Kateryna Anatoliyevna |
|
2016 |
|
4 |
p. 453-482 |
artikel |
62 |
Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns
|
Erdugan, Riza |
|
|
|
4 |
p. 417-445 |
artikel |
63 |
Interest rate shocks, competition and bank liquidity creation
|
Kick, Thomas |
|
|
|
4 |
p. 409-441 |
artikel |
64 |
International banking facilities and bank value
|
Braymen, Charles |
|
|
|
4 |
p. 351-377 |
artikel |
65 |
International equities listed on the New York stock exchange: does type of issue or date of issue matter?
|
Schaub, Mark |
|
2012 |
|
4 |
p. 429-447 |
artikel |
66 |
Intraday volatility responses to monetary policy events
|
Lunde, Asger |
|
2009 |
|
4 |
p. 383-399 |
artikel |
67 |
Investing in the turn-of-the-year effect
|
Ziemba, William T. |
|
2011 |
|
4 |
p. 455-472 |
artikel |
68 |
J. C. De Swaan: Seeking virtue in finance—contributing to society in a conflicted industry
|
Mezger, Manuel P. |
|
|
|
4 |
p. 533-535 |
artikel |
69 |
John F. Bovenzi: Inside the FDIC: Thirty Years of Bank Failures, Bailouts, and Regulatory Battles
|
Spycher, Thomas |
|
2016 |
|
4 |
p. 483-485 |
artikel |
70 |
Jonathan Berk, Peter DeMarzo. Corporate Finance
|
Berchtold, Rachel |
|
2007 |
|
4 |
p. 487-489 |
artikel |
71 |
Kevin R. Mirabile: Hedge Fund Investing
|
Weigert, Florian |
|
2014 |
|
4 |
p. 437-439 |
artikel |
72 |
Kursprognose mit Hilfe der Technischen Analyse — Eine empirische Untersuchung
|
Dorfleitner, Gregor |
|
2002 |
|
4 |
p. 497-521 |
artikel |
73 |
Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market
|
Baitinger, Eduard |
|
2015 |
|
4 |
p. 365-379 |
artikel |
74 |
Liquidity risk, credit risk, and the federal reserve’s responses to the crisis
|
Sarkar, Asani |
|
2009 |
|
4 |
p. 335-348 |
artikel |
75 |
Loan growth and bank risk: new evidence
|
Amador, Juan Sebastián |
|
2013 |
|
4 |
p. 365-379 |
artikel |
76 |
Managerial skill and closed-end fund discounts
|
Bleaney, Michael |
|
2010 |
|
4 |
p. 441-451 |
artikel |
77 |
Marcos López de Prado: Advances in financial machine learning
|
Mörke, Mathis |
|
|
|
4 |
p. 491-493 |
artikel |
78 |
Marcos M. López de Prado: Machine learning for asset managers
|
Hinz, Florian |
|
|
|
4 |
p. 507-509 |
artikel |
79 |
Markov Chain Monte Carlo Methods in Financial Econometrics
|
Verhofen, Michael |
|
2005 |
|
4 |
p. 397-405 |
artikel |
80 |
Matthew F. Dixon, Igor Halperin, and Paul Bilokon: Machine learning in finance from theory to practice
|
Shivarova, Antoniya |
|
|
|
4 |
p. 555-557 |
artikel |
81 |
Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach
|
Ben Salah, Hanen |
|
2018 |
|
4 |
p. 419-436 |
artikel |
82 |
Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach
|
Ben Salah, Hanen |
|
|
|
4 |
p. 419-436 |
artikel |
83 |
Momentum and macroeconomic state variables
|
Kessler, Stephan |
|
2013 |
|
4 |
p. 335-363 |
artikel |
84 |
Monetary policy shocks and stock returns: evidence from the British market
|
Gregoriou, A. |
|
2009 |
|
4 |
p. 401-410 |
artikel |
85 |
Never judge a book by its cover: what security analysts have to say beyond recommendations
|
Kerl, Alexander G. |
|
2008 |
|
4 |
p. 289-321 |
artikel |
86 |
Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries
|
Said, Husaini |
|
|
|
4 |
p. 349-416 |
artikel |
87 |
On the reliability of professional exchange rate forecasts: An empirical analysis for the €/US-$ rate
|
Bofinger, Peter |
|
2003 |
|
4 |
p. 437-449 |
artikel |
88 |
Patents and the performance of technology firms: Evidence from initial public offerings in Germany
|
Bessler, Wolfgang |
|
2008 |
|
4 |
p. 323-356 |
artikel |
89 |
Performance measurement of hedge funds using data envelopment analysis
|
Eling, Martin |
|
2006 |
|
4 |
p. 442-471 |
artikel |
90 |
Performance Schweizerischer Anlagestiftungen
|
Ammann, Manuel |
|
2002 |
|
4 |
p. 446-466 |
artikel |
91 |
Pompian, M. (2006): Behavioral Finance and Wealth Management – How to Build Optimal Portfolios That Account for Investor Biases
|
Ising, Alexander |
|
2007 |
|
4 |
p. 491-492 |
artikel |
92 |
Portfolio choice under local industry and country factors
|
Castro, Carlos |
|
2010 |
|
4 |
p. 353-393 |
artikel |
93 |
Portfolio risk management in a data-rich environment
|
Bouaddi, Mohammed |
|
2012 |
|
4 |
p. 469-494 |
artikel |
94 |
Portfolio selection using the principal components GARCH model
|
Specht, Katja |
|
2003 |
|
4 |
p. 450-458 |
artikel |
95 |
Provincial preferences in private equity
|
Cumming, Douglas |
|
2006 |
|
4 |
p. 369-398 |
artikel |
96 |
Quantifying the components of the banks’ net interest margin
|
Busch, Ramona |
|
2016 |
|
4 |
p. 371-396 |
artikel |
97 |
Relative importance of hedge fund characteristics
|
Moigne, Cécile Le |
|
2006 |
|
4 |
p. 419-441 |
artikel |
98 |
Resampled efficiency and portfolio choice
|
Scherer, Bernd |
|
2004 |
|
4 |
p. 382-398 |
artikel |
99 |
Response of ETF flows and long-run returns to investor sentiment
|
Kadiyala, Padma |
|
|
|
4 |
p. 489-531 |
artikel |
100 |
Risk estimation for short-term financial data through pooling of stable fits
|
De Donno, Marzia |
|
|
|
4 |
p. 447-470 |
artikel |
101 |
Risk, markets, and the government
|
Zimmermann, Heinz |
|
2003 |
|
4 |
p. 405-406 |
artikel |
102 |
Shareholder voting and merger returns
|
Henning, Laura Sophie |
|
2015 |
|
4 |
p. 337-363 |
artikel |
103 |
Shareholder wealth gains through better corporate governance—The case of European LBO-transactions
|
Andres, Christian |
|
2007 |
|
4 |
p. 403-424 |
artikel |
104 |
Short interest in exchange-traded funds
|
Madura, Jeff |
|
2008 |
|
4 |
p. 381-402 |
artikel |
105 |
Simon Lack: The hedge fund mirage—the illusion of big money and why it’s too good to be true
|
Schaub, Nic |
|
2012 |
|
4 |
p. 495-497 |
artikel |
106 |
Statement No. 21 Deregulating Corporate Finance in Europe
|
|
|
2005 |
|
4 |
p. 407-409 |
artikel |
107 |
Stress testing German banks against a global credit crunch
|
Düllmann, Klaus |
|
2014 |
|
4 |
p. 337-361 |
artikel |
108 |
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering
|
Nigbur, Tobias |
|
2011 |
|
4 |
p. 477-478 |
artikel |
109 |
The bond king: how one man made a market, built an empire, and lost it all—review
|
Burdorf, Tom |
|
|
|
4 |
p. 499-502 |
artikel |
110 |
The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?
|
Areal, Nelson |
|
2013 |
|
4 |
p. 397-429 |
artikel |
111 |
The cross-section of equity returns and assets’ fundamental cash-flow risk
|
Galsband, Victoria |
|
2010 |
|
4 |
p. 327-351 |
artikel |
112 |
The effect of staggered boards on firm value during market shocks
|
Stenzaly, Tristan Oliver |
|
|
|
4 |
p. 457-497 |
artikel |
113 |
The financial crisis in Norway: effects on financial markets and measures taken
|
Bernhardsen, Tom |
|
2009 |
|
4 |
p. 361-381 |
artikel |
114 |
The future of banking in Europe
|
Schmidt, Reinhard H. |
|
2001 |
|
4 |
p. 429-449 |
artikel |
115 |
The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors
|
Kerl, Alexander |
|
2014 |
|
4 |
p. 409-436 |
artikel |
116 |
The implementation of SNB monetary policy
|
Jordan, Thomas |
|
2009 |
|
4 |
p. 349-359 |
artikel |
117 |
The inclusion of hedge funds in Swiss pension fund portfolios
|
Favre, Laurent |
|
2001 |
|
4 |
p. 450-472 |
artikel |
118 |
The information content of the open interest of credit default swaps
|
Silva, Paulo Pereira da |
|
2015 |
|
4 |
p. 381-427 |
artikel |
119 |
The optimal trade-off between interest rate risk and annual return of bond ladders
|
Wosnitza, Jan Henrik |
|
2017 |
|
4 |
p. 469-489 |
artikel |
120 |
The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets
|
Rink, Kevin |
|
|
|
4 |
p. 403-456 |
artikel |
121 |
The rolling causal structure between the Chinese stock index and futures
|
Xu, Xiaojie |
|
2017 |
|
4 |
p. 491-509 |
artikel |
122 |
The tactical and strategic value of hedge fund strategies: a cointegration approach
|
Füss, Roland |
|
2007 |
|
4 |
p. 425-444 |
artikel |
123 |
The two-component Beta-t-QVAR-M-lev: a new forecasting model
|
Haddad, Michel Ferreira Cardia |
|
|
|
4 |
p. 379-401 |
artikel |
124 |
The Valuation of Structured Products: Empirical Findings for the Swiss Market
|
Grünbichler, Andreas |
|
2005 |
|
4 |
p. 361-380 |
artikel |
125 |
The 52-week high strategy and information uncertainty
|
Burghof, Hans-Peter |
|
2011 |
|
4 |
p. 345-378 |
artikel |
126 |
The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck
|
Chung, Y. Peter |
|
2015 |
|
4 |
p. 301-335 |
artikel |
127 |
Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market
|
Yang, Yu |
|
|
|
4 |
p. 401-427 |
artikel |
128 |
To buy or not to buy? The value of contradictory analyst signals
|
Kanne, Stefan |
|
2012 |
|
4 |
p. 405-428 |
artikel |
129 |
Trade versus time series based volatility forecasts: Evidence from the Austrian stock market
|
Lehar, Alfred |
|
2001 |
|
4 |
p. 500-515 |
artikel |
130 |
Unraveling a puzzle: the case of value line timeliness rank upgrades
|
Nayar, Nandkumar (Nandu) |
|
2011 |
|
4 |
p. 379-409 |
artikel |
131 |
Valuation of certain CMS spreads
|
Wu, Ping |
|
2017 |
|
4 |
p. 445-467 |
artikel |
132 |
Why not use SDF rather than beta models in performance measurement?
|
Gusset, Jonas |
|
2014 |
|
4 |
p. 307-336 |
artikel |
133 |
William N. Goetzmann: Money changes everything—how finance made civilization possible
|
Gupta, Neha |
|
2017 |
|
4 |
p. 511-514 |
artikel |