Scribd

Andreas Steiner

Andreas Steiner's Documents

3 p.
Surplus Risk And Return: Equivalence of Asset- and Liability-Centric Views
Reads: 11
4 p.
Sharpe Ratios Are Homogeneous of Degree Zero
Reads: 51
7 p.
Did Diversification Really Fail? Evidence for Stock Portfolios
Reads: 67
8 p.
Annualized Volatility
Reads: 130
13 p.
Risk Parity for the Masses
Reads: 206
7 p.
Geometric And Arithmetic Volatility
Reads: 244
7 p.
Equity Tail Risk Before and After the Financial Crisis
Reads: 145
7 p.
Tail Risk Attribution
Reads: 302
8 p.
Manipulating Valid Correlation Matrices
Reads: 334
11 p.
Attribution Analysis of Bull/Bear Alphas and Betas with Applications to Downside Risk Management
Reads: 353
8 p.
Sharpe Ratio Contribution and Attribution Analysis
Reads: 1,138
6 p.
Is Alpha Dead?
Reads: 323
12 p.
Drawdown-At-Risk Monte Carlo Optimization
Reads: 769
8 p.
Currency Hedged Return Calculations
Reads: 1,629
10 p.
Correct Calculation of Ex Post Contributions to Return, Volatility and Tracking Error
Reads: 1,572
7 p.
Ambiguity in Calculating and Interpreting Maximum Drawdown
Reads: 913