Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs? PDF Download
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Author: Bernard Dumas
Publisher:
ISBN:
Category :
Languages : en
Pages : 36
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Book Description
Author: Bernard Dumas
Publisher:
ISBN:
Category :
Languages : en
Pages : 36
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Book Description
Author: Heinz Zimmermann
Publisher: John Wiley & Sons
ISBN: 047144555X
Category : Business & Economics
Languages : en
Pages : 340
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Book Description
Reveals new methodologies for asset pricing within a global asset allocation framework. Contains cutting-edge empirical research on global markets and sectors of the global economy. Introduces the Black-Litterman model and how it can be used to improve global asset allocation decisions.
Author: Noel Amenc
Publisher: John Wiley & Sons
ISBN: 0470858753
Category : Business & Economics
Languages : en
Pages : 280
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Book Description
For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory. In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession. Allows the professionals, whether managers or investors, to take a step back and clearly separate true innovations from mere improvements to well-known, existing techniques Puts into context the importance of innovations with regard to the fundamental portfolio management questions, which are the evolution of the investment management process, risk analysis and performance measurement Takes the explicit or implicit assumptions contained in the promoted tools into account and, by so doing, evaluate the inherent interpretative or practical limits
Author: Chue Timothy K.
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 32
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Book Description
Author: Wolfgang Drobetz
Publisher: Springer Science & Business Media
ISBN: 3663085295
Category : Business & Economics
Languages : en
Pages : 346
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Book Description
Wolfgang Drobetz provides empirical evidence on the time variation of expected stock returns over the stages of the business cycle.
Author: Bernard Dumas
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
Author:
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 212
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Author: Fernando Restoy
Publisher:
ISBN:
Category : Capital assets pricing model
Languages : en
Pages : 32
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Author: Anna Pavlova
Publisher:
ISBN:
Category : Capital movements
Languages : en
Pages : 64
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Book Description
"This paper examines the co-movement among stock market prices and exchange rates within a three-country Center-Periphery dynamic equilibrium model in which agents in the Center country face portfolio constraints. In our model, international transmission occurs through the terms of trade, through the common discount factor for cash flows, and, finally, through an additional channel reflecting the tightness of the portfolio constraints. Portfolio constraints are shown to generate endogenous wealth transfers to or from the Periphery countries. These implicit transfers are responsible for creating contagion among the terms of trade of the Periphery countries, as well as their stock market prices. Under a portfolio constraint limiting investment of the Center country in the stock markets of the Periphery, stock prices also exhibit a flight to quality: a negative shock to one of the Periphery countries depresses stock prices throughout the Periphery, while boosting the stock market in the Center"--National Bureau of Economic Research web site.
Author: Groupe HEC (Jouy-en-Josas, Yvelines). Direction de la recherche
Publisher:
ISBN: 9782854186031
Category :
Languages : en
Pages : 44
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Book Description
