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  • De Santis, R.; M. Stein: Financial Indicators Signalling Correlation Changes in Sovereign Bond Markets. In: Journal of Banking and Finance, forthcoming (2015). Citation Details
  • Rühl, T.; M. Stein: ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips. In: Journal of Empirical Finance, forthcoming (2015). Citation Details
  • Stein, M., D. Piazolo; S. Stoyanov: Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents. In: Journal of Real Estate Research, forthcoming (2015). Citation Details
  • Rühl, T.; M. Stein : The Impact of Financial Transaction Taxes: Evidence from Italy. In: Economics Bulletin, forthcoming (2014). Citation Details
  • Stein, M.: German Real Estate Funds: Changes in Return Distributions and Portfolio Favourability. In: Journal of European Real Estate Research, forthcoming (2014). Citation Details
  • Stein, M.; S.T. Rachev (2014): Dilution of Sector Exposures: When Does Unintended Indexing Happen?. In: Journal of Investment Management, forthcoming (2014). Citation Details
  • Stein, M., M. Salvador Villa, W. Braun; V. Binding: Monte Carlo Cash Flows and Sustainability: How to Decide on Going Green. In: Journal of Sustainable Real Estate, Vol 6 (2014) No 1, p. 143-161. Citation Details
  • Stein, M.: The Impact of Liquidity. IP Real Estate (Ed.), 2013. Citation Details
  • Stein, M.; S.T. Rachev: Performance Identification for REITs using Draw Ratios. In: The International Real Estate Review, Vol 16 (2013) No 3, p. 230-251. Citation Details
  • Stein, M., M. Islami; J. Lindemann: Identifying Time Variability in Stock and Interest Rate Dependence. In: Investment Management and Financial Innovations, Vol 10 (2013) No 2, p. 73-83. Citation Details
  • Stein, M.: German Open Ended Real Estate Fund Performance - The Impact of Liquidity. In: Kredit und Kapital, Vol 46 (2013) No 1, p. 119-151. Citation Details
  • Stein, M.,M. Islami; J. Lindemann: Identifying Time Variability in Stock and Interest Rate Dependence. Discussion Paper No. 24/2012. Deutsche Bundesbank (Ed.), 2012. Citation Details
  • Füss, R., Stein, M.; Zietz, J.: A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors. In: Real Estate Economics, Vol 40 (2012) No 2, p. 317-350. Citation Details
  • Stein, M.; S.T. Rachev: Flow-Induced Redemption Costs in Funds of Funds. In: Journal of Derivatives Use, Trading, and Regulation, Vol 17 (2011) No 3, p. 253-265. Citation Details
  • Stein, M.; S.T. Rachev : Style Neutral Funds of Funds: Portfolio Diversification or Deadweight?. In: Journal of Asset Management, Vol 11 (2011) No 6, p. 417-434. Citation Details
  • Stein, M.: The True Cost of Liquidity. IP Real Estate (Ed.), 2011. Citation Details
  • Drobetz, W., Füss, R.; Stein, M.: Hedge Fonds Strategien in Fixed Income Portfolien. In: Bankarchiv Österreich (2010). Citation Details
  • Stein, M., S.T. Rachev; S.V. Stoyanov: Broad Market Risk for Sector Funds of Funds: A Copula-Based Dependence Approach. In: Journal of Investment Management and Financial Innovation, Vol 7 (2010) No 2, p. 36-44. Citation Details
  • Stein, M., S.T. Rachev; S.V. Stoyanov : R-Ratio Optimization for Heterogeneous Assets using Genetic Algorithm. In: Journal of Investment Management and Financial Innovation, Vol 6 (2009) No 2, p. 117-134. Citation Details
  • Rachev, S.T., M. Stein; W. Sun: Copula Concepts in Financial Markets. 4, pp. 12-15. Portfolio Institutionell (Ed.), 2009. Citation Details
  • Stein, M., Füss, R.; Drobetz, W.: Fixed Income Portfolio Allocation including Hedge Fund Strategies: A Copula Opinion Pooling Approach. In: Journal of Fixed Income, Vol 18 (2009) No 4, p. 78-91. Citation Details
  • Stein, M., S.T. Rachev; W. Sun: The World of Funds of Funds. In: Journal of Investment Management and Financial Innovation, Vol 5 (2008) No 2, p. 7-15. Citation Details
  • Füss, R., M. Stein; D. Kaiser: The Strategies of Hedge Funds and Robust Bayesian Portfolio Allocation in Fixed-Income Markets. In: Greg N. Gregoriou; Christian Hoppe (Ed.): Handbook of Credit Portfolio Management. Mc-Graw-Hill, 2008, p. 325-348. Citation Details