Gordon Schulze

Otto-von-Guericke-Universität Magdeburg

Universitätspl. 2

PSF 4120

Magdeburg, D-39106

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

158

CITATIONS

0

Scholarly Papers (3)

1.

Carry Trade Returns and Segmented Risk Pricing

Number of pages: 24 Posted: 23 Feb 2018 Last Revised: 12 Jul 2019
Gordon Schulze
Otto-von-Guericke-Universität Magdeburg
Downloads 96 (270,879)

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currency returns, foreign exchange, forward premium puzzle, risk aversion, stochastic discount factor

2.

Regional Differences in the Efficiency of German Savings Banks

Number of pages: 20 Posted: 28 Feb 2018
Peter Reichling and Gordon Schulze
Otto-von-Guericke University Magdeburg and Otto-von-Guericke-Universität Magdeburg
Downloads 62 (346,674)

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Data envelopment analysis, efficiency, environmental variables, German savings banks

Pitfalls of Downside Performance Measures with Arbitrary Targets

International Review of Finance, Vol. 17, Issue 4, pp. 597-610, 2017
Number of pages: 14 Posted: 07 Dec 2017
Benedikt Hoechner, Peter Reichling and Gordon Schulze
Otto-von-Guericke-Universität Magdeburg, Otto-von-Guericke University Magdeburg and Otto-von-Guericke-Universität Magdeburg
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Pitfalls of Downside Performance Measures with Arbitrary Targets

Posted: 06 Jan 2017
Benedikt Hoechner, Peter Reichling and Gordon Schulze
Otto-von-Guericke-Universität Magdeburg, Otto-von-Guericke University Magdeburg and Otto-von-Guericke-Universität Magdeburg

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Downside risk, Kappa ratios, lower partial moment, performance measurement, Sharpe ratio