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bernd scherer
bernd scherer
Research Associate, EDHEC
edhec.eduÀÇ À̸ÞÀÏ È®ÀÎµÊ - ȨÆäÀÌÁö
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Portfolio construction and risk budgeting
B Scherer
¬²¬¤¬¢, 2007
2482007
Portfolio resampling: Review and critique
B Scherer
Financial Analysts Journal 58 (6), 98-109, 2002
2202002
A note on the returns from minimum variance investing
B Scherer
Journal of Empirical Finance 18 (4), 652-660, 2011
1852011
Individualization of robo-advice
M Faloon, B Scherer
The Journal of Wealth Management 20 (1), 30, 2017
1142017
Introduction to modern portfolio optimization with NUOPT and S-PLUS
B Scherer, RD Martin
Springer New York, 2005
1042005
Can robust portfolio optimisation help to build better portfolios?
B Scherer
Journal of Asset Management 7, 374-387, 2007
822007
Varying risk premia in international bond markets
S Kessler, B Scherer
Journal of Banking & Finance 33 (8), 1361-1375, 2009
592009
Optimal asset allocation for sovereign wealth funds
A Gintschel, B Scherer
Journal of Asset Management 9, 215-238, 2008
582008
The diversification benefits of commodity futures indexes: A mean‐variance spanning test
B Scherer, L He
The handbook of commodity investing, 241-265, 2008
472008
Portfolio choice for oil based sovereign wealth funds
B Scherer
Central Bank Reserves and Sovereign Wealth Management, 231-246, 2010
422010
Pooling trades in a quantitative investment process
C O'Cinneide, B Scherer, X Xu
Journal of Portfolio Management 32 (4), 33, 2006
372006
A note on portfolio choice for sovereign wealth funds
B Scherer
Financial Markets and Portfolio Management 23, 315-327, 2009
362009
Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+ BayesTM
B Scherer, RD Martin
Springer Science & Business Media, 2007
342007
Real-time transition risk
M Apel, A Betzer, B Scherer
Finance Research Letters 53, 103600, 2023
272023
An alternative route to performance hypothesis testing
B Scherer
Journal of Asset Management 5 (1), 5-12, 2004
272004
Internationalization strategies of private equity firms
A Dixit, N Jayaraman
The Journal of Private Equity, 40-54, 2001
26*2001
Hedge fund return sensitivity to global liquidity
S Kessler, B Scherer
Journal of Financial Markets 14 (2), 301-322, 2011
232011
The impact of constraints on value-added
B Scherer, X Xu
Journal of Portfolio Management 33 (4), 45, 2007
232007
Algorithmic portfolio choice: lessons from panel survey data
B Scherer
Financial Markets and Portfolio Management 31 (1), 49-67, 2017
222017
A note on the out-of-sample performance of resampled efficiency
B Scherer
Journal of Asset Management 7 (3), 170-178, 2006
212006
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