Philipp Gerlach

Goethe University Frankfurt

Theodor-W.-Adorno-Platz 3

House of Finance

Frankfurt, 60323

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

211

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Stable Return-Based Fund Classification

Number of pages: 41 Posted: 14 Sep 2016 Last Revised: 13 May 2017
Philipp Gerlach and Raimond Maurer
Goethe University Frankfurt and Goethe University Frankfurt - Finance Department
Downloads 88 (298,656)

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Finance, Investment Analysis, Mutual Funds, Clustering, Return-Based Fund Classification

2.

Dynamic Return-Based Classification of European Mutual Funds

Number of pages: 46 Posted: 15 Aug 2015
Philipp Gerlach and Raimond Maurer
Goethe University Frankfurt and Goethe University Frankfurt - Finance Department
Downloads 74 (331,286)

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Fund Migrations, Hierarchical K-Means, Mutual Funds, Return-Based Classification, Transition Probabilities

3.

The Growing Importance of Secondary Market Activities for Open-End Real Estate Fund Shares in Germany

Schmalenbach Business Review (forthcoming)
Number of pages: 44 Posted: 20 Sep 2018 Last Revised: 20 Feb 2020
Philipp Gerlach and Raimond Maurer
Goethe University Frankfurt and Goethe University Frankfurt - Finance Department
Downloads 49 (406,169)

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Open-end Real Estate Funds, Secondary Market, Trading Restrictions, NAV-Price-Spread

4.

Return-Based Classification of Absolute Return Funds

Journal of Asset Management (2015) 16, 117–130.
Posted: 08 Nov 2013 Last Revised: 19 May 2015
Philipp Gerlach and Raimond Maurer
Goethe University Frankfurt and Goethe University Frankfurt - Finance Department

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Absolute Return Funds, Return-Based Classification, Style Analysis