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Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets
Schulmerich, Marcus - 2015
triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock … can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new …
Persistent link: https://www.econbiz.de/10012402226
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Factor mimicking portfolios for climate risk
De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. - 2023 - This version: March 2023
We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to compute factor mimicking portfolios to build climate risk hedge portfolios. The new mimicking...
Persistent link: https://www.econbiz.de/10014232089
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Relative factor endowments and international portfolio choice
Cuñat, Alejandro; Fons-Rosen, Christian - 2008
Persistent link: https://www.econbiz.de/10003728593
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Elasticity optimism
Imbs, Jean; Méjean, Isabelle - 2009
Persistent link: https://www.econbiz.de/10003813483
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Country portfolios
Ventura, Jaume (contributor) - 2004
Persistent link: https://www.econbiz.de/10010523014
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723
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Qualitative research in financial markets
Bingley [u.a.] : Emerald - 1.2009 -
Persistent link: https://www.econbiz.de/10003840771
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
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Country and industry factors in stock returns : a regime switching approach
Catão, Luis; Timmermann, Alan G. - 2004
Persistent link: https://www.econbiz.de/10002086556
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Journal of financial and quantitative analysis : JFQA
University of Washington / Graduate School of Business … - Seattle, Wash. : [Verlag nicht ermittelbar]; Cambridge … - 1.1966 -
Persistent link: https://www.econbiz.de/10001460487