Georgi Taushanov

University of Giessen

Betriebswirtschaftslehre VII

Giessen, 35394

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

253

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Optimal Asset Allocation Strategies for International Equity Portfolios

Journal of International Financial Markets, Institutions & Money 2018
Number of pages: 45 Posted: 09 May 2021
University of Hamburg, University of Giessen and Deka Investment GmbHDarmstadt University of Technology
Downloads 127 (281,882)

Abstract:

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Asset Allocation; Portfolio Optimization; Industry Optimization; Country Optimization; Markowitz; Black-Litterman

2.

Factor-Investing and Asset Allocation Strategies: A Comparison of Factor Versus Sector Optimization

Journal of Asset Management, forthcoming
Number of pages: 41 Posted: 01 Apr 2021 Last Revised: 10 May 2021
University of Hamburg, University of Giessen and Deka Investment GmbHDarmstadt University of Technology
Downloads 126 (283,617)

Abstract:

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Asset Allocation, Portfolio Optimization, Factor-investing, Factor vs. Sector Allocation