1

Volatility Weighting Applied to Momentum Strategies

du Plessis, Johan, Hallerbach, Winfried G
Journal:
The Journal of Alternative Investments
Year:
2017
Language:
english
File:
PDF, 2.92 MB
english, 2017
2

Enhancing Risk Parity by Including Views

Haesen, Daniel, Hallerbach, Winfried G., Markwat, Thijs, Molenaar, Roderick
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 1.58 MB
english, 2017
3

On the Expected Performance of MarketTiming Strategies

Hallerbach, Winfried G.
Journal:
The Journal of Portfolio Management
Year:
2014
Language:
english
File:
PDF, 731 KB
english, 2014
4

Duration and Bond Return Approximation: The Quasi-Convexity Effect

Hallerbach, Winfried G.
Journal:
SSRN Electronic Journal
Year:
2001
Language:
english
File:
PDF, 420 KB
english, 2001
5

Disentangling rebalancing return

Hallerbach, Winfried G
Journal:
Journal of Asset Management
Year:
2014
Language:
english
File:
PDF, 163 KB
english, 2014
7

Enhancing Risk Parity by Including Views

Haesen, Daniel, Hallerbach, Winfried G., Markwat, Thijs D., Molenaar, Roderick
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 871 KB
english, 2014
8

Volatility-Weighting Applied to Momentum Strategies

du Plessis, Johan, Hallerbach, Winfried G
Journal:
The Journal of Alternative Investments
Year:
2016
Language:
english
File:
PDF, 2.93 MB
english, 2016
9

Uncovering Trend Rules

Beekhuizen, Paul, Hallerbach, Winfried G
Journal:
The Journal of Alternative Investments
Year:
2017
Language:
english
File:
PDF, 844 KB
english, 2017
10

Risk-Based and Factor Investing || Advances in Portfolio Risk Control

Hallerbach, Winfried G.
Year:
2015
Language:
english
File:
PDF, 356 KB
english, 2015
12

A stochastic cash model with deterministic elements

Willem-Max Van den Bergh, Winfried Hallerbach
Journal:
Decisions in Economics and Finance
Year:
1989
Language:
english
File:
PDF, 454 KB
english, 1989
16

Ibbotson’s Default Premium: Risky Data

Hallerbach, Winfried G, Houweling, Patrick
Journal:
The Journal of Investing
Year:
2013
Language:
english
File:
PDF, 1.70 MB
english, 2013
18

An alternative decomposition of the Fisher index

Winfried G. Hallerbach
Journal:
Economics Letters
Year:
2005
Language:
english
File:
PDF, 86 KB
english, 2005
19

The relevance of MCDM for financial decisions

Winfried G. Hallerbach, Jaap Spronk
Journal:
Journal of Multi-Criteria Decision Analysis
Year:
2002
Language:
english
File:
PDF, 138 KB
english, 2002
20

Disentangling Rebalancing Return

Hallerbach, Winfried G.
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 191 KB
english, 2014
21

A Proof of the Optimality of Volatility Weighting Over Time

Hallerbach, Winfried G.
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 93 KB
english, 2012
22

Uncovering Trend Rules

Beekhuizen, Paul, Hallerbach, Winfried G.
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 799 KB
english, 2015
24

Enhancing Risk Parity by Including Views

Haesen, Daniel, Hallerbach, Winfried G., Markwat, Thijs, Molenaar, Roderick
Journal:
The Journal of Investing
Year:
2017
Language:
english
File:
PDF, 1.37 MB
english, 2017
25

An Improved Estimator for Black-Scholes-Merton Implied Volatility

Hallerbach, Winfried G.
Journal:
SSRN Electronic Journal
Year:
2004
Language:
english
File:
PDF, 234 KB
english, 2004