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Information about:
Marcus Deetz

Personal Details | Affiliation | Works
This is information that was supplied by Marcus Deetz in registering through RePEc. If you are Marcus Deetz , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Marcus
Middle Name:
Last Name: Deetz
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RePEc Short-ID: pde466

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Homepage: http://www.fiwi.uni-bremen.de/mitarbeiter/externe.php
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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin, 2009. "Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik
    [Classifying Hedge Funds    ," MPRA Paper 16939, University Library of Munich, Germany. [Downloadable!]

Articles

  1. M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009. "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 285-313, September. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-GER: German Papers (1) 2009-08-30 Author is listed
Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2009-12-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.