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Autokorrelationen in der historischen Simulation : Analyse der autokorrelationsarmen Abbildung von Zinsänderungsrisiken

Boka, Noel - 2018

Konzepte der barwertigen Zinsrisikomessung -- Determinanten der Autokorrelation in der historischen Simulation … -- Autokorrelation unter Verwendung unterschiedlicher Zinskurven und Vorgehensweisen -- Analyse der Prognosegüte vor dem Hintergrund …. Der Inhalt Konzepte der barwertigen Zinsrisikomessung Determinanten der Autokorrelation in der historischen Simulation …

Persistent link: https://www.econbiz.de/10014018639

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

Renditenanomalien in Deutschland und den USA

Artmann, Sabine Birgitt - 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

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

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

Integration und Volatilität bei Emerging Markets

Herrmann, Frank - 2005 - Gabler Edition Wissenschaft

Charakteristisch für Emerging Markets sind hohe Aktienrenditen und eine geringe Korrelation mit den Aktienrenditen der entwickelten Märkte, so dass durch Diversifikation der Investmentanlagen eine Verringerung des Portfoliorisikos erreicht werden kann. Die zunehmende Integration...

Persistent link: https://www.econbiz.de/10013517438

Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets

Schulmerich, Marcus - 2015

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory they should not? - How do investors deal with such...

Persistent link: https://www.econbiz.de/10012402226

Equity Markets in Transition : The Value Chain, Price Discovery, Regulation, and Beyond

Francioni, Reto (ed.); Schwartz, Robert A. (ed.) - 2017

This book underscores the complexity of the equity markets, the challenges they face, and the fact that they are still a work in process. Three interacting forces drive market change: competition, technology change, and regulatory change. The markets have one major objective in particular to...

Persistent link: https://www.econbiz.de/10012397410

Contemporary Trends and Challenges in Finance : Proceedings from the 2nd Wroclaw International Conference in Finance

Jajuga, Krzysztof (ed.); Orłowski, Lucjan T. (ed.); … - 2017

. Determinants of the Spread between POLONIA Rate and the Refer-ence Rate - Dynamic Model Averaging Approach -- 4. World Natural Gas …

Persistent link: https://www.econbiz.de/10012398249

Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective

Semmler, Willi - 2006 - Second Edition

Persistent link: https://www.econbiz.de/10013520458