Winfried Hallerbach

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An Alternative Decomposition Of The Fisher Index

Winfried Hallerbach, 2004 .

Theoretical and Empirical Aspects of the Relation between Interest Rates and Common Stock Returns

Winfried Hallerbach, 1994 .

Asset Risk in a Liability Context: An Empirical Study for the Netherlands

Winfried Hallerbach, P. V. Aalst, M. V. D. Velden, 1994 .

Multi Attribute Portfolio Selection: a conceptual framework

Winfried G. Hallerbach, Winfried Hallerbach, 1994 .

Financial modelling: Where to go? With an illustration for portfolio management

Jaap Spronk, Winfried Hallerbach, J. Spronk, 1997 .

An Improved Estimator for Black-Scholes-Merton Implied Volatility

Winfried Hallerbach, Winfried G. Hallerbach, 2004 .

Capital Allocation, Portfolio Enhancement and Performance Measurement : A Unified Approach

Winfried G. Hallerbach, Winfried Hallerbach, 2001 .

Risk Parity versus Mean-Variance: It's All in the Views

Thijs D. Markwat, Winfried Hallerbach, R. Molenaar, 2014 .

A broadband vision of the pment of the DAX over time Hallerbach

J. Spronk, Winfried Hallerbach, I. Pouchkarev, 2002 .

Volatility Weighting Applied to Momentum Strategies

Winfried Hallerbach, Johan du Plessis, 2015, The Journal of Alternative Investments.

A Relative View on Tracking Error

Winfried Hallerbach, I. Pouchkarev, 2005 .

A Proof of the Optimality of Volatility Weighting Over Time

Winfried Hallerbach, 2012 .

Rational Greeks

Winfried Hallerbach, 2016 .

Erim Report Series Research in Management a Framework for Managing a Portfolio of Socially Responsible Investments Bibliographic Data and Classifications

Jaap Spronk, Winfried Hallerbach, Haikun Ning, 2002 .

The Relevance of Mcdm for Financial Decisions

Jaap Spronk, Winfried G. Hallerbach, J. Spronk, 2002 .

A Multicriteria Framework for Risk Analysis

Jaap Spronk, Winfried G. Hallerbach, J. Spronk, 2000 .

A Multi-Dimensional Framework for Portfolio Management

Jaap Spronk, Winfried G. Hallerbach, J. Spronk, 1997 .

Variance vs downside risk: Is there really that much difference?

Henk Grootveld, Winfried Hallerbach, Winfried Hallerbach, 1999, Eur. J. Oper. Res..

Advances in Portfolio Risk Control

Winfried Hallerbach, 2015 .

Enhancing Risk Parity by Including Views

Thijs D. Markwat, Winfried Hallerbach, R. Molenaar, 2014 .

Advances in Portfolio Risk Control: Risk! Parity?

Winfried Hallerbach, 2013 .

Decomposing Portfolio Value-at-Risk: A General Analysis

Winfried G. Hallerbach, Winfried Hallerbach, 2003 .

Modelling Option-Implied Return Distributions: A Generalized Log-Logistic Approximation

Winfried Hallerbach, 1999 .

A Multidimensional Framework for Financial-Economic Decisions

Jaap Spronk, Winfried G. Hallerbach, J. Spronk, 2002 .

Analysing Perceived Downside Risk: The Component Value-at-Risk Framework

A. Menkveld, Winfried Hallerbach, Albert J. Menkveld, 2004 .

Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration

Winfried Hallerbach, 2003 .

Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry

Winfried G. Hallerbach, Bert Menkveld, Winfried Hallerbach, 1999 .

Present Value Models and Multi-Factor Risk Analysis

Winfried Hallerbach, 1993 .

Holding Period Return-Risk Modeling: Ambiguity in Estimation

Winfried Hallerbach, 2003 .

Holding Period Return-Risk Modeling: The Importance of Dividends

Winfried Hallerbach, 2003 .

A stochastic cash model with deterministic elements

Winfried Hallerbach, W. Bergh, 1989 .

INDEX TRACKING: SOME TECHNIQUES AND RESULTS

Winfried Hallerbach, 1994 .

A Framework for Managing a Portfolio of Socially Responsible Investments

J. Spronk, Winfried Hallerbach, Haikun Ning, 2002, Eur. J. Oper. Res..

A Framework for Managing a Portfolio of Socially Responsible Investments

Winfried Hallerbach, Haikun Ning, Aloy Soppe, 2002, Eur. J. Oper. Res..

Active Portfolio Management with Conditional Tracking Error

Winfried Hallerbach, I. Pouchkarev, 2015 .