Thorsten Poddig

University of Bremen

Universitaetsallee GW I

Bremen, D-28334

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

498

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Nominal Stock Price Investing

Number of pages: 59 Posted: 05 Oct 2016 Last Revised: 20 Nov 2018
Ulrich Hammerich, Christian Fieberg and Thorsten Poddig
University of Bremen - Department of Finance, University of Bremen - Department of Business Administration and University of Bremen
Downloads 350 (88,472)

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nominal price effect, behavioral finance, asset pricing, low beta, skewness of returns

Forecasting Corporate Defaults in the German Stock Market

Number of pages: 42 Posted: 02 Sep 2016
Richard Mertens, Thorsten Poddig and Christian Fieberg
University of Bremen - Department of Business Administration, University of Bremen and University of Bremen - Department of Business Administration
Downloads 148 (205,856)

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Default Risk, Credit Risk

Forecasting Corporate Defaults in the German Stock Market

Journal of Risk, Forthcoming
Number of pages: 25 Posted: 30 Jul 2018
Richard Mertens, Thorsten Poddig and Christian Fieberg
University of Bremen - Department of Business Administration, University of Bremen and University of Bremen - Department of Business Administration
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default risk, credit risk, risk management, forecasting, internal models.

3.

Regime-Dependent Nonlinear Analysis of Hedge Funds

Journal of Alternative Investments, Vol. 3, No. 4, 2011
Posted: 10 Mar 2017
Independent, University of Bremen and Business School Berlin

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Hedge Funds, Regime-Dependent Nonlinear Analysis

4.

Hedge Fund Replication: The Asymmetric Way

Journal of Alternative Investments, Vol. 15, No. 1, 2012
Posted: 10 Mar 2017
Independent, University of Bremen and Business School Berlin

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Hedge Funds

5.

Relative Performance Persistence of Financial Forecasting Models and Its Economic Implications

Journal of Risk, Forthcoming
Number of pages: 36 Posted: 08 Jul 2016
Eduard Baitinger, Christian Fieberg and Thorsten Poddig
FERI Trust GmbH, University of Bremen - Department of Business Administration and University of Bremen
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model selection risk, financial forecasting, performance persistence, dimension-reduction, kernel regression, pattern recognition

6.

Finite Difference Methods for Estimating Marginal Risk Contributions in Asset Management

Journal of Risk, Vol. 18, No. 5, 2016
Number of pages: 38 Posted: 20 Jun 2016
Michael Olschewsky, Stefan Lüdemann and Thorsten Poddig
Hamburger Sparkasse, University of Bremen and University of Bremen
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risk contributions, estimation error, expected shortfall (ES).finite difference (FD) methods, kernel density estimation

An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies: An Empirical Study for the German Stock Market

Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009
Posted: 31 Aug 2009
FOM Fachhochschule für Oekonomie & Management gGmbH, University of Bremen, University of Bremen and Brown University - Department of Economics

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conditional factor-models, asset allocation, German stock market

An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies: An Empirical Study for the German Stock Market

Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009
Posted: 19 Jun 2010
FOM Fachhochschule für Oekonomie & Management gGmbH, University of Bremen, University of Bremen and Brown University - Department of Economics

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Conditional factor-models, Asset allocation, German stock market