Martin Wambach

University of Hamburg

Von-Melle-Park 5

Hamburg, 20146

Germany

SCHOLARLY PAPERS

4

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1,519

SSRN CITATIONS
Rank 49,243

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Top 49,243

in Total Papers Citations

7

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Testing Rebalancing Strategies for Stock-Bond Portfolios Across Different Asset Allocations

Number of pages: 24 Posted: 13 Aug 2014
Hubert Dichtl, Wolfgang Drobetz and Martin Wambach
dichtl research & consulting GmbH, University of Hamburg and University of Hamburg
Downloads 530 (53,697)
Citation 3

Abstract:

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rebalancing, stock-bond portfolio, bootstrap, statistical inference

2.

Testing Rebalancing Strategies for Stock-Bond Portfolios: Where Is the Value Added of Rebalancing?

Midwest Finance Association 2012 Annual Meetings Paper , 2012 European Financial Management Symposium on Asset Management , 2012 K├Âlner Finanzmarktkolloquium on Asset Management
Number of pages: 27 Posted: 15 Sep 2011 Last Revised: 11 Aug 2015
Hubert Dichtl, Wolfgang Drobetz and Martin Wambach
dichtl research & consulting GmbH, University of Hamburg and University of Hamburg
Downloads 425 (70,509)
Citation 4

Abstract:

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rebalancing, bootstrap, performance measurement, statistical inference, stock-bond portfolio

3.

A Bootstrap-Based Comparison of Portfolio Insurance Strategies

Number of pages: 53 Posted: 06 Oct 2013 Last Revised: 14 Jun 2014
Hubert Dichtl, Wolfgang Drobetz and Martin Wambach
dichtl research & consulting GmbH, University of Hamburg and University of Hamburg
Downloads 311 (100,844)
Citation 3

Abstract:

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Portfolio insurance strategies, Omega ratio, bootstrap simulation, Monte Carlo simulation

4.

Where is the Value Added of Rebalancing? A Systematic Comparison of Alternative Rebalancing Strategies

Number of pages: 40 Posted: 01 Sep 2012 Last Revised: 11 Aug 2015
Hubert Dichtl, Wolfgang Drobetz and Martin Wambach
dichtl research & consulting GmbH, University of Hamburg and University of Hamburg
Downloads 253 (125,630)
Citation 1

Abstract:

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optimal rebalancing, stock-bond portfolio, bootstrap, statistical inference