Details about Winfried Hallerbach
Access statistics for papers by Winfried Hallerbach.
Last updated 2021-12-30. Update your information in the RePEc Author Service.
Short-id: pha50
Jump to Journal Articles
Working Papers
2005
- A Relative View on Tracking Error
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
2004
- An Alternative Decomposition Of The Fisher Index
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in Economics Letters (2005)
- An Improved Estimator For Black-Scholes-Merton Implied Volatility
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (4)
2003
- A Multidimensional Framework for Financial-Economic Decisions
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (7)
- Holding Period Return-Risk Modeling: Ambiguity in Estimation
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Holding Period Return-Risk Modeling: The Importance of Dividends
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in Estudios de Economia Aplicada (2005)
- The effects of decision flexibility in the hierarchical investment decision process
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in Frontiers in Finance and Economics (2004)
2002
- A Broadband Vision of the DAX over Time
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- A Framework for Managing a Portfolio of Socially Responsible Investments
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in European Journal of Operational Research (2004)
- The Relevance of MCDM for Financial Decisions
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (10)
2000
- Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration
Tinbergen Institute Discussion Papers, Tinbergen Institute 
See also Journal Article in Applied Financial Economics (2003)
1999
- Decomposing Portfolio Value-at-Risk: A General Analysis
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (21)
- Duration & Dimension
Tinbergen Institute Discussion Papers, Tinbergen Institute
- Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
Journal Articles
2018
- Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation
The Geneva Papers on Risk and Insurance - Issues and Practice, 2018, 43, (4), 633-652
2016
- Active Portfolio Management with Conditional Tracking Error
Bankers, Markets & Investors, 2016, (143), 18-25 View citations (2)
2014
- Disentangling rebalancing return
Journal of Asset Management, 2014, 15, (5), 301-316 View citations (2)
2005
- An alternative decomposition of the Fisher index
Economics Letters, 2005, 86, (2), 147-152 View citations (4)
See also Working Paper (2004)
- Holding Period Return-Risk Modeling:The Importance of Dividends
Estudios de Economia Aplicada, 2005, 23, 45-65 
See also Working Paper (2003)
2004
- A framework for managing a portfolio of socially responsible investments
European Journal of Operational Research, 2004, 153, (2), 517-529 View citations (45)
See also Working Paper (2002)
- Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework
European Financial Management, 2004, 10, (4), 567-591 View citations (4)
- The Effects of Decision Flexibility in the Hierarchical Investment Decision Process
Frontiers in Finance and Economics, 2004, 1, (1), 17-36 
See also Working Paper (2003)
2003
- Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration
Applied Financial Economics, 2003, 13, (4), 287-294 
See also Working Paper (2000)
1999
- Variance vs downside risk: Is there really that much difference?
European Journal of Operational Research, 1999, 114, (2), 304-319 View citations (80)
1997
- Financial modelling: Where to go? With an illustration for portfolio management
European Journal of Operational Research, 1997, 99, (1), 113-125 View citations (22)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|