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Four Essays in Performance Measurement
MSc Gordon Schulze
The scope of the project covers theoretical and empirical research to current topics of performance measurement. The consistent application of downside-oriented performance measures when transferring the Sharpe characteristics will be examined as a first step. In an empirical analysis, the efficiency of German savings banks will be investigated concerning regional differences. Another empirical essay strives to explain potential risk-adjusted outperformance of yield curve strategies. The project concludes with investigating the performance of constant proportion portfolio insurance strategies with respect to their timing component.


Rational Expectation

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