User profiles for Bernd Scherer

bernd scherer

Research Associate, EDHEC
Verified email at edhec.edu
Cited by 1662

Portfolio resampling: Review and critique

B Scherer - Financial Analysts Journal, 2002 - Taylor & Francis
A well-understood fact of asset allocation is that the traditional portfolio optimization
algorithm is too powerful for the quality of the inputs. Recently, a new concept called “resampled …

Three galleries of the Anthropocene

…, L Keogh, N Möllers, B Scherer… - The Anthropocene …, 2014 - journals.sagepub.com
This paper considers three ‘galleries’ that explore the Anthropocene in cultural ways, and the
implications of the Anthropocene idea for cultural institutions and heritage. The first gallery …

[HTML][HTML] Optimal asset allocation for sovereign wealth funds

A Gintschel, B Scherer - Journal of Asset Management, 2008 - Springer
This paper develops a framework for partially hedging the market risk of oil reserves through
appropriately allocating financial assets for Sovereign Wealth Funds, in particular so-called ‘…

[BOOK][B] Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+ Bayes™

B Scherer, RD Martin - 2005 - books.google.com
Bernd Scherer and Douglas Martin. None of these scripts (in whole or part) may be redistributed
in any form without the written permission of Scherer … included in the file scherer.martin.…

A note on the returns from minimum variance investing

B Scherer - Journal of Empirical Finance, 2011 - Elsevier
Disappointed with the performance of market weighted benchmark portfolios yet skeptical
about the merits of active portfolio management, investors in recent years turned to alternative …

Individualization of robo-advice

M Faloon, B Scherer - The Journal of Wealth Management, 2017 - search.proquest.com
Robo-advisors assign risky portfolios to individual investors using web-based investment
algorithms with minimum human interaction. We provide insights into the working and current …

Can robust portfolio optimisation help to build better portfolios?

B Scherer - Journal of Asset Management, 2007 - Springer
Estimation error has always been acknowledged as a substantial problem in portfolio
construction. Various approaches exist that range from Bayesian methods with a very strong …

Evidence and experiment: Curating contexts of Anthropocene geology

…, J Renn, K Klingan, BM Scherer - The Anthropocene …, 2023 - journals.sagepub.com
… The interlacing of cultural reflection and scientific assessment of the Anthropocene was
then brought to an entirely new level when in 2019 HKW’s director Bernd Scherer acquired …

A note on portfolio choice for sovereign wealth funds

B Scherer - Financial Markets and Portfolio Management, 2009 - Springer
The current vast account surpluses of commodity-rich nations, combined with record
account deficits in developed markets (the United States, Britain) have created a new type of …

[BOOK][B] Introduction to modern portfolio optimization with NUOPT and S-PLUS

B Scherer, RD Martin - 2005 - infona.pl
In recent years portfolio optimization and construction methodologies have become an
increasingly critical ingredient of asset and fund management, while at the same time portfolio …