Armin Varmaz

Brown University - Department of Economics

visiting researcher

64 Waterman Street

Providence, RI 02912

United States

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

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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

Marcus Deetz, Thorsten Poddig, Irina Sidorovitch and Armin Varmaz

FOM Fachhochschule für Oekonomie & Management gGmbH, University of Bremen, University of Bremen and Brown University - Department of Economics

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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

Marcus Deetz, Thorsten Poddig, Irina Sidorovitch and Armin Varmaz

FOM Fachhochschule für Oekonomie & Management gGmbH, University of Bremen, University of Bremen and Brown University - Department of Economics

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