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
Portfolio Optimization, Return forecasts, Predictive Regression, Three-Pass Regression Filter, Black-Litterman Model
Asymmetric Information, Intra-Industry Effects, Dividend Announcements, Valuation Effects, Financial Intermedation
Commodities, Asset allocation models, Out-of-sample portfolio optimization, Diversification, Performance evaluation
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
Banks, Macroeconomic Risk, Financial Crisis
Short-selling ban, COVID-19, market-quality measures, liquidity, volatility, trading volume
Mergers & Acquisitions, Initial Public Offerings, Sequence
Asset Allocation, Portfolio Optimization, Factor-investing, Factor vs. Sector Allocation
Initial Public Offering, Financing Policy, Internal Growth, External Growth
hedge funds, asset allocation
Asset Allocation; Portfolio Optimization; Industry Optimization; Country Optimization; Markowitz; Black-Litterman
Sovereign Debt Crisis, Fixed Income Securities, Bond Portfolio Management, Interest Rate Futures, Hedge Ratio, Hedging Effectiveness
mutual funds, capacity effects
mutual fund performance, fund and family characteristics, capacity effects
characteristic factors, macroeconomic fundamentals, variance decomposition, quantile regression
Corporate Hedging, Derivatives, Firm Value, Meta Analysis
Securities market organization, corporate governance, regulatory reforms, going public, going dark, segment transfer, delisting
Corporate Governance, M&A, Japan, Valuation Effects, Financial Advisor
Initial Public Offerings, Share Repurchases, Seasoned Equity Offerings, Valuation Effects
Securities market organization, corporate governance, regulatory changes, going dark, delisting, family firms
Bank Risk Exposures; Systematic and Idiosyncratic Risk; Financial Crises
Derivatives, Systemic Risk, Centralized Clearing, Resolution
Mutual funds, performance persistence, fund flows, manager changes
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
