forecasting skills of portfolio managers. We illustrate this with an example of a simulation study of a protective put strategy … differences can be quite significant for individual fund managers, and that these differences can be attributed to skewness …

industry shows for the first time that managers within mutual fund families compete against each other. They adjust the risk …

incentives for fund managers. …

managers. …

condition its effective independence. Vulnerability may be real or accounting based. However, no matter its origin … paper analyses in the context of simple VAR model the interplay between capitalization, accounting rules and dividend …

Proper monetary accounting rules are: (1) Central Banks should conform to the practice of the US Federal Reserve to …

promising ones. To do so, I applied the Business Cycle Accounting procedure developed by V V Chari, Ellen R McGrattan and …

of a simultaneous equations structural model connecting macro and microeconomic (market) variables with accounting …

Instead of relying on accounting principles and illustrative accounting examples, this paper examines the rationale for …

now that the model has become an auto-nomous, unreflected item in international accounting standards and law allowing … "creative" accounting. There is no economial relation between the future value of an underlying and it's current volatility …