Ulf Herold
Dipl.-Kfm.
Werke:
- Asset Allocation und Prognoseunsicherheit : die Berücksichtigung von Schätzfehlern in der strategischen und taktischen Asset Allocation
- Structural positions and risk budgeting : quantifying the impact of structural positions and deriving implications for active portfolio management
- How much foreign stocks? : classical versus Bayesian approaches to asset allocation
- Portfolio choice and estimation risk: a comparison of Bayesian approaches to resampled efficiency