Allende-Platz 1
Hamburg, 20146
Germany
University of Hamburg
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Portfolio Optimization, Black-Litterman, Mean-Variance, Minimum Variance, Bayes-Stein, Naïve diversification, 1/N, Markowitz
Commodities, Asset allocation models, Out-of-sample portfolio optimization, Diversification, Performance evaluation
Portfolio Optimization, Return forecasts, Predictive Regression, Three-Pass Regression Filter, Black-Litterman Model
Asymmetric Information, Intra-Industry Effects, Dividend Announcements, Valuation Effects, Financial Intermedation
Asset Allocation, Portfolio Optimization, Factor-investing, Factor vs. Sector Allocation
Mutual Funds, Performance Persistence, Fund Flows, Manager Turnover
Portfolio Optimization, Return Forecasts, Predictive Regression, Three-Pass Regression Filter, Black-Litterman Model
Cross Listing, Delisting, Market Segmentation, Bonding Theories
Sovereign Debt Crisis, Bond Portfolio Management, Interest Rate Fu-tures, MGARCH, Bayesian composite hedging, Hedge Ratio, Hedging Effectiveness
Short-selling ban, COVID-19, market-quality measures, liquidity, volatility, trading volume
Banks, Macroeconomic Risk, Financial Crisis
Mergers & Acquisitions, Initial Public Offerings, Sequence
Asset Allocation; Portfolio Optimization; Industry Optimization; Country Optimization; Markowitz; Black-Litterman
Initial Public Offering, Financing Policy, Internal Growth, External Growth
hedge funds, asset allocation
mutual funds, capacity effects
mutual fund performance, fund and family characteristics, capacity effects
Sovereign Debt Crisis, Fixed Income Securities, Bond Portfolio Management, Interest Rate Futures, Hedge Ratio, Hedging Effectiveness
Corporate Hedging, Derivatives, Firm Value, Meta Analysis
characteristic factors, macroeconomic fundamentals, variance decomposition, quantile regression
Securities market organization, corporate governance, regulatory reforms, going public, going dark, segment transfer, delisting
Corporate Governance, M&A, Japan, Valuation Effects, Financial Advisor
Bank Risk Exposures; Systematic and Idiosyncratic Risk; Financial Crises
Securities market organization, corporate governance, regulatory changes, going dark, delisting, family firms
Initial Public Offerings, Share Repurchases, Seasoned Equity Offerings, Valuation Effects
Mutual funds, performance persistence, fund flows, manager changes
Derivatives, Systemic Risk, Centralized Clearing, Resolution
SPAC Sponsors, Incentives, Sponsor Reputation, SPAC Unit Structures
Capital structure, zero-leverage, debt conservatism, financial constraints, financial flexibility
Innovation, Patents, Initial public offerings, Long-run performance
asset management, ship funds, freight markets, VEC model
dividend policy, bank, initial public offerings
