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Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets
Michel, Gaston (contributor) - 2009
Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an...
Persistent link: https://www.econbiz.de/10013521240
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Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
Karimov, Azar - 2017
parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and …Introduction -- Review on Research Conducted -- Theory of Conic Finance -- Stock Prices Follow a Brownian Motion …
Persistent link: https://www.econbiz.de/10012397431
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2015 - 2nd ed. 2015
portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …
Persistent link: https://www.econbiz.de/10012401982
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2013
portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …
Persistent link: https://www.econbiz.de/10013523036
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Phänomen Luxusmarke : Identitätsstiftende Effekte und Determinanten der Markenloyalität
Büttner, Miriam; Huber, Frank; Regier, Stefanie; … - 2008 - 2., überarbeitete und erweiterte Auflage
Persistent link: https://www.econbiz.de/10013516993
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Renditenanomalien in Deutschland und den USA
Artmann, Sabine - 2011
der US-amerikanische Aktienmarkt mit Kennzahlen zu Marktstruktur und Marktverhalten im Vordergrund. Dazu gehören …1 Einleitung -- 2 Renditeanomalien am deutschen Aktienmarkt -- 3 Renditeanomalien unter dem Aspekt Marktstruktur und …
Persistent link: https://www.econbiz.de/10013516444
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Predictability of the Swiss Stock Market with Respect to Style
Scheurle, Patrick - 2010
Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I - Testing for Predictability -- Forecasting Models -- Empirical Part II - Investment Strategies -- Conclusion
Persistent link: https://www.econbiz.de/10013522809
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Volume Based Portfolio Strategies : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks
Brändle, Alexander - 2010
Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations --...
Persistent link: https://www.econbiz.de/10012651069
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New Insights into the Theory of Giffen Goods
Heijman, Willem - 2012
studied by now. This appears not to be the case. This book contains the latest insights into the theory of Giffen goods. In …
Persistent link: https://www.econbiz.de/10014015565
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The Microeconomic Growth
Liang, Meng - 2014
Consumption -- Organization—protection and restriction -- Production Theory- Individuals and Manufacturers -- Analyze of Economic … the demand and supply side, a fascinating question for economists. In this context, it systematically analyzes the theory …. That oversight is remedied here, greatly enhancing the usefulness of economic growth theory. Factors influencing …
Persistent link: https://www.econbiz.de/10014017068