Dominik Wolff

Finance · with Bessler · 2015–2017

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it
• Economics and Econometrics — 30 citations into it; #14,894 of 23,481 by trust here, #18,597 by citations

Whom Dominik Wolff trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew W. Lo
2. Gary B. Gorton
3. Ravi Jagannathan
4. Claude B. Erb

Who trusts Dominik Wolff overall

1. Emmanouil Platanakis
2. Andrew Urquhart

Papers from Dominik Wolff's perspective

Ordered by how strongly the researchers Dominik Wolff trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Statistics of Sharpe Ratios
2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
3. Common risk factors in the returns on stocks and bonds
4. The Cross‐Section of Expected Stock Returns
5. The Pricing of Options and Corporate Liabilities
6. International Portfolio Diversification with Estimation Risk
7. No Contagion, Only Interdependence: Measuring Stock Market Comovements
8. The Strategic and Tactical Value of Commodity Futures
9. Tactical Asset Allocation and Commodity Futures
10. Efficient use of commodity futures in diversified portfolios

Their papers

• Do Commodities Add Value in Multi-Asset-Portfolios? An Out-of-Sample Analysis for Different Investment Strategies (2015) — 151 citations
• Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches (2017) — 109 citations