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A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors
Vollmer, Markus - 2015
Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual...
Persistent link: https://www.econbiz.de/10012819111
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Macroeconomic Survey Expectations
Clements, Michael P. - 2019
Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey data, addresses some of the...
Persistent link: https://www.econbiz.de/10012396996
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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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Backtesting Value at Risk and Expected Shortfall
Roccioletti, Simona - 2016 - 1st ed. 2016
In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...
Persistent link: https://www.econbiz.de/10014018353
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Quantitative Economic Policy : Essays in Honour of Andrew Hughes Hallett
Neck, Reinhard (contributor); Mooslechner, Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10013520916
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The Science and Practice of Monetary Policy Today : The Deutsche Bank Prize in Financial Economics 2007
Wieland, Volker - 2010
) -- Summary of the Scientific Symposium “The Theory and Practice of Monetary Policy Today” -- The Theory and Practice of Monetary … Policy Today - Successes, Failures and Open Questions -- The Theory and Practice of Monetary Policy Today - Successes …This book presents important aspects of the New-Keynesian theory of monetary policy and its implications for the …
Persistent link: https://www.econbiz.de/10013521306
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Monetary Economics in Globalised Financial Markets
Belke, Ansgar - 2009
Persistent link: https://www.econbiz.de/10013522752
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Private Equity Exits : Divestment Process Management for Leveraged Buyouts
Povaly, Stefan (contributor) - 2007
This book offers a comprehensive analysis of private equity divestment processes--so-called exits--for European buyouts. Examining the efficiency of exits, it offers recommendations and guidelines for an integrated and exit-oriented private equity portfolio management. In addition, the book...
Persistent link: https://www.econbiz.de/10013520659
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Encyclopedia of Finance
Lee, Cheng F. (contributor); Lee, Alice C. (contributor) - 2006
indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of …
Persistent link: https://www.econbiz.de/10013520881
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Long-Run Growth Forecasting
Bergheim, Stefan (contributor) - 2008
This book explores how to set up an empirical model that helps with forecasting long-term economic growth in a large number of countries. It offers a systematic approach to models of potential GDP that can also be used for forecasts of more than a decade. It is an attempt to fill the wide gap...
Persistent link: https://www.econbiz.de/10013520921