Quantitative equity portfolio management combines theories and advanced techniques from
several disciplines, including financial economics, accounting, mathematics, and …

This paper offers cross-sectional and data-intensive insights into Robo-advisory portfolio
structures. For this purpose, we scrape portfolio recommendations for 16 German Robo …

This paper investigates the relationship between the performance of equity and the length of
the investment horizon used by investors. We examine optimal portfolio time diversification …

The time diversification controversy, one of the most contentious issues in asset allocation,
refers to the relationship between risk and the holding period. One of the aspects of this …

As a contribution to the discussion on the risks of stocks in the long run the present paper
analyses the shortfall risks of stocks using the risk measures shortfall probability, mean …

In this paper we investigate the predominant robo-advisor model, uncovering that however
novel this solution might be, it also relies religiously on imperative contributions to modern …

We consider a dynamic asset allocation problem formulated as a mean-shortfall model in
discrete time. A characterization of the solution is derived analytically under general …

The German Retirement Saving Act instituted a new funded system of supplementary
pensions coupled with a general reduction in the level of state pay-as-you-go old-age …

Asset management Standards discussion's main focus on governance issues matches the
established structural components of the Asset Management Standard's systematic …

In der vorliegenden Arbeit wird neben einer rein qualitativen Analyse der Leistungsprofile
potentieller Altersvorsorge-Produkte eine umfassende Untersuchung der damit …