others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with … Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a … difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation …

predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds …, Earnings, Dividends and Cointegration -- Chapter 3. Forecasting Stock Returns - Historical Mean vs. Dividend Yield: Rolling … Regressions and Time-Variation -- Chapter 4. Returns and Dividend Growth Switching Predictability -- Chapter 5. Which Variables …

Erklärungsmodellen des Underpricing-Phänomens auf Basis der Agency-Theorie sowie Ableitung von Hypothesen zur Überprüfung von …-Phänomens auf Basis der Agency-Theorie sowie Ableitung von Hypothesen zur Überprüfung von Einflussfaktoren Empirische Untersuchung …

bezüglich aller zukünftigen Renditen entsprechen. So plausibel dieser Zusammenhang in der Theorie ist, so komplex und …

: Static Portfolio Theory: CAPM and Extentsions -- Consumption Based Asset Pricing Models -- Asset Pricing Models with … theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models, and dynamic portfolio …