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The integration of securitized real estate and financial assets

Cauchie, Séverine (contributor); Hoesli, Martin (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002240455

The Value of Dual-Class Shares in Switzerland

von der Crone, Hans Caspar - 2010

We analyze the effect of dual-class structures on shareholder value of Swiss companies. Switzerland presents an ideal … setting for studying the deviations from the one share-one vote rule due to the traditional popularity of multiple share … classes. After accounting for self-selection into dual or single share category, we find strong positive effect of dual …

Persistent link: https://www.econbiz.de/10013148579

Life-cycle investing and leverage : buying stock on margin can reduce retirement risk

Ayres, Ian; Nalebuff, Barry - 2008

"By employing leverage to gain more exposure to stocks when young, individuals can achieve better diversification across time. Using stock data going back to 1871, we show that buying stock on margin when young combined with more conservative investments when older stochastically dominates...

Persistent link: https://www.econbiz.de/10003726841

Stock picking via nonsymmetrically pruned binary decision trees

Andriyashin, Anton V. (contributor) - 2008

Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecasting performance of the...

Persistent link: https://www.econbiz.de/10003727376

Non-linear predictability in stock and bond returns : when and where is it exploitable?

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008

We systematically examine the comparative predictive performance of a number of alternative linear and non-linear models for stock and bond returns in the G7 countries. Besides Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STAR) regime switching...