Lars Tegtmeier

University of Applied Sciences Merseburg

Professor

Eberhard-Leibnitz-Straße 2

Merseburg, Sachsen-Anhalt 06217

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

296

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Role of CAT Bonds in an International Multi-Asset Portfolio: Diversifier, Hedge, or Safe Haven?

Finance Research Letters, Vol. 33, 2020
Number of pages: 17 Posted: 23 Apr 2019 Last Revised: 29 Sep 2020
Wolfgang Drobetz, Henning Schröder and Lars Tegtmeier
University of Hamburg, University of Hamburg - Hamburg Business School and University of Applied Sciences Merseburg
Downloads 208 (220,525)

Abstract:

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CAT Bonds, Alternative Investments, Diversifier, Hedge, Safe Haven, DCC GARCH

2.

The Economic Value of Business Cycle Forecasts for Potential Investors – Evidence from Germany

Number of pages: 33 Posted: 07 Nov 2017 Last Revised: 18 May 2018
Lars Tegtmeier, Jörg Döpke and Karsten Müller
University of Applied Sciences Merseburg, University of Applied Sciences Merseburg and University of Applied Sciences Merseburg
Downloads 60 (527,022)

Abstract:

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Macroeconomic Forecasting, Forecast Error Evaluation, Germany, Portfolio

3.

Moments of Cross-Sectional Stock Market Returns and the German Business Cycle

Number of pages: 32 Posted: 23 Jul 2020 Last Revised: 09 May 2022
Jörg Döpke, Karsten Müller and Lars Tegtmeier
University of Applied Sciences Merseburg, University of Applied Sciences Merseburg and University of Applied Sciences Merseburg
Downloads 28 (702,987)

Abstract:

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Stock market cross-sectional moments, leading indicator, business cycle, Germany