Alexander Mende

RPM Risk & Portfolio Management AB

Stureplan 15

SE-111 45 Stockholm

Sweden

University of Hannover

Welfengarten 1

D-30167 Hannover, 30167

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

140

SSRN RANKINGS

Top 45,022

in Total Papers Citations

3

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Scholarly Papers (3)

1.

Performance, Persistence, and Pay: A New Perspective on CTAs

WBS Finance Group Research Paper No. 2972358
Number of pages: 44 Posted: 23 May 2017
Ingomar Krohn, Alexander Mende, Michael Moore and Vikas Raman
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 114 (238,016)

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Commodity Trading Advisors, Alternative Investments, Information and Market Efficiency, Managerial Skill, Performance

2.

Order Flows, News, and Exchange Rate Volatility

Leobniz Universitaet Hannover Working Paper
Number of pages: 24 Posted: 01 Mar 2007
Michael Frömmel, Alexander Mende and Lukas Menkhoff
University of Hannover, RPM Risk & Portfolio Management AB and German Institute for Economic Research (DIW Berlin)
Downloads 26 (479,171)

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exchange rate, market microstructure, order flow, financial customer orders, volatility patterns

3.

Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors

International Review of Finance, Vol. 17, Issue 3, pp. 427-450, 2017
Number of pages: 24 Posted: 06 Sep 2017
Gert Elaut, Michael Frömmel and Alexander Mende
Ghent University, Ghent University - Department of Financial Economics and RPM Risk & Portfolio Management AB
Downloads 0 (657,341)
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