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Debt Rule Design in Theory and Practice : The SGP's Debt Benchmark Revisited

Hauptmeier, Sebastian - 2020

for debt sustainability and, second, the reform of the EU fiscal governance framework. In both debates the choice of … rule at the centre of the EU fiscal governance framework would allow reducing the latter's complexity without the need to … revise the EU Treaties …

Persistent link: https://www.econbiz.de/10012840203

Indices as Benchmarks in the Portfolio Management : With Special Consideration of the European Monetary Union

Schyra, Andreas - 2013

Portfolio Management, Indexing and Benchmarking Approaches · Trend Dependent Correlation Analysis of Equities and Commodities in …

Persistent link: https://www.econbiz.de/10014016337

Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.

Amisano, Gianni; Savona, Roberto - 2008

Suppose a fund manager uses predictors in changing port-folio allocations over time. How does predictability translate into portfolio decisions? To answer this question we derive a new model within the Bayesian framework, where managers are assumed to modulate the systematic risk in part by...

Persistent link: https://www.econbiz.de/10011604927