Stabilität von Diversifikationseffekten im Markowitz-Modell
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Volume (Year): 5 (2011)
Issue (Month): 2 (August)
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References listed on IDEAS
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- Frennberg, Per & Hansson, Bjorn, 1993. "Testing the random walk hypothesis on Swedish stock prices: 1919-1990," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 175-191, February.
- Zhongjun Qu & Pierre Perron, 2007.
"Estimating and Testing Structural Changes in Multivariate Regressions,"
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- Zhongjun Qu & Pierre Perron, 2005. "Estimating and testing structural changes in multivariate regressions," Boston University - Department of Economics - Working Papers Series WP2005-012, Boston University - Department of Economics.
- Dickgiesser, Sebastian & Kaserer, Christoph, 2008.
"Market efficiency reloaded: why insider trades do not reveal exploitable information,"
CEFS Working Paper Series
2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
- Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11, pages 302-335, 08.
- Krämer, Walter & van Kampen, Maarten, 2011. "A simple nonparametric test for structural change in joint tail probabilities," Economics Letters, Elsevier, vol. 110(3), pages 245-247, March.
- Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001. "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, vol. 61(1), pages 43-76, July.
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