Total Return Strategies for Multi-Asset Portfolios

Ulf Herold; Raimond Maurer; Michael Stamos; Huy Thanh Vo

doi:10.3905/jpm.2007.674794

Total Return Strategies for Multi-Asset Portfolios

Ulf Herold, Raimond Maurer, Michael Stamos and Huy Thanh Vo

The Journal of Portfolio Management Winter 2007, 33 (2) 60-76; DOI: https://doi.org/10.3905/jpm.2007.674794

Ulf Herold

Director of the Quantitative Strategies Group at Metzler Investment in Frankfurt/Main, Germany

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For correspondence: UHerold@Metzler.com

Raimond Maurer

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Michael Stamos

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Huy Thanh Vo

A chair of Investment, Portfolio Management, and Pension Finance at Johann Wolfgang Goethe University in Frankfurt/Main, Germany

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For correspondence: investment@wiwi.uni-frankfurt.com

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Total Return Strategies for Multi-Asset Portfolios

Ulf Herold, Raimond Maurer, Michael Stamos, Huy Thanh Vo

The Journal of Portfolio Management Jan 2007, 33 (2) 60-76; DOI: 10.3905/jpm.2007.674794

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Total Return Strategies for Multi-Asset Portfolios

Ulf Herold, Raimond Maurer, Michael Stamos, Huy Thanh Vo

The Journal of Portfolio Management Jan 2007, 33 (2) 60-76; DOI: 10.3905/jpm.2007.674794

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