« Projekte
Sie verwenden einen sehr veralteten Browser und können Funktionen dieser Seite nur sehr eingeschränkt nutzen. Bitte aktualisieren Sie Ihren Browser. http://www.browser-update.org/de/update.html
Four Essays in Performance Measurement
Projektbearbeiter:
MSc Gordon Schulze
Finanzierung:
Haushalt;
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.

Schlagworte

Rational Expectation
Kontakt

weitere Projekte

Die Daten werden geladen ...