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Produktrating im Anlagemarkt für Privatkunden: Konzeption, Backtesting und Akzeptanz eines Zertifikateratings

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  • Lutz Johanning

    (Lehrstuhl für Empirische Kapitalmarktforschung)

  • Björn Döhrer

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  • Lutz Johanning & Björn Döhrer, 2010. "Produktrating im Anlagemarkt für Privatkunden: Konzeption, Backtesting und Akzeptanz eines Zertifikateratings," Schmalenbach Journal of Business Research, Springer, vol. 62(61), pages 166-184, January.
    • Handle: RePEc:spr:sjobre:v:62:y:2010:i:61:d:10.1007_bf03372987
    DOI: 10.1007/BF03372987
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    References listed on IDEAS

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    1. repec:bla:jfinan:v:44:y:1989:i:2:p:479-86 is not listed on IDEAS
    2. Matthew Pritsker, 1997. "Evaluating Value at Risk Methodologies: Accuracy versus Computational Time," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 201-242, October.
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    4. repec:bla:jfinan:v:59:y:2004:i:2:p:831-868 is not listed on IDEAS
    5. repec:bla:jfinan:v:53:y:1998:i:5:p:1589-1622 is not listed on IDEAS
    6. Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim, 2009. "Is There an Intertemporal Relation between Downside Risk and Expected Returns?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(4), pages 883-909, August.
    7. Blake, Christopher R. & Morey, Matthew R., 2000. "Morningstar Ratings and Mutual Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 451-483, September.
    8. Crouhy, Michel & Galai, Dan & Mark, Robert, 2000. "A comparative analysis of current credit risk models," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 59-117, January.
    9. Hendricks, Darryll & Patel, Jayendu & Zeckhauser, Richard, 1993. "Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988," Journal of Finance, American Finance Association, vol. 48(1), pages 93-130, March.
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