Zobrazeno 1 - 10
of 96
pro vyhledávání: '"Bernd Scherer"'
Autor:
Bernd Scherer
Publikováno v:
Landtechnik, Vol 74, Iss 1 (2019)
Externí odkaz:
https://doaj.org/article/673fad9287594df28b9466c2b80be528
Autor:
Bernd Scherer, Sebastian Lehner
Publikováno v:
Journal of Asset Management. 24:85-96
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd9276b56ca1763cdc75b37ce85ae85c
https://doi.org/10.1057/s41260-022-00284-y
https://doi.org/10.1057/s41260-022-00284-y
Autor:
Bernd Scherer
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b03e678511db3005279b4cee64a47e2
https://doi.org/10.2139/ssrn.4431660
https://doi.org/10.2139/ssrn.4431660
Autor:
Bernd Scherer
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd601ac7f414bfa02d480c9260c5297d
https://doi.org/10.2139/ssrn.4431678
https://doi.org/10.2139/ssrn.4431678
Autor:
Bernd Scherer
Publikováno v:
Journal of Asset Management. 22:437-442
Adding assets (so-called extensions) to an already existing portfolio is a reoccurring question in times of rapidly expanding investment opportunity sets. Examples for this “how much” question are the incorporation of liquid alternative assets in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e190ee709912be827c7dbbc252afecb
https://doi.org/10.1057/s41260-021-00238-w
https://doi.org/10.1057/s41260-021-00238-w
Autor:
Milot Hasaj, Bernd Scherer
Publikováno v:
Financial Markets and Portfolio Management
We investigate the role of sectors on the performance of smart beta products during the COVID-19 crisis. Cross-sectional differences in excess returns (versus a market capitalized portfolio) are driven by strong exposures to COVID-19-related industry
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::edaa75cd46f9928ce44ddc7e0b617b95
https://doi.org/10.1007/s11408-021-00383-7
https://doi.org/10.1007/s11408-021-00383-7
Publikováno v:
Finance Research Letters. 53:103600
We develop a point-in-time index to approximate changes in transition risk from climate-related news events. We overcome the assumption that “no news is good news on climate” inherent in previous research as we specifically consider news to signa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5aa31879a039c047430111a3679fb07e
https://doi.org/10.1016/j.frl.2022.103600
https://doi.org/10.1016/j.frl.2022.103600
Autor:
Bernd Scherer
Publikováno v:
Journal of Asset Management. 21:178-191
Portfolio managers regard contagion as the death of diversification. The simultaneous jump to worst decile returns for most investments in a portfolio is hard to offset by diversification alone. Our results find substantial contagion across ARP strat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c09e825cd70c843d5901b6ae24bc8665
https://doi.org/10.1057/s41260-020-00158-1
https://doi.org/10.1057/s41260-020-00158-1
Autor:
Matthias Apel, Bernd Scherer
Publikováno v:
The Journal of Alternative Investments. 22:8-24
Time variation in risk premia is not a violation of market efficiency but rather a reflection of time-varying economic rewards. By analyzing macroeconomic sensitivities (proxying for good and bad times), the authors show that time-varying returns of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d032f2c691022dd288462de4e8247e3
https://doi.org/10.3905/jai.2020.1.091
https://doi.org/10.3905/jai.2020.1.091