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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance
Emons, Ben - 2015
Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …
Persistent link: https://www.econbiz.de/10014018467
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Portfolio Construction, Measurement, and Efficiency : Essays in Honor of Jack Treynor
Guerard, Jr., John B. (ed.) - 2017
-- Ch 13 The Behavior of Sentiment-Induced Share Returns: Measurement when Fundamentals are Observable -- Ch 14 Constructing …
Persistent link: https://www.econbiz.de/10014020959
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Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
Karimov, Azar - 2017
-- Stock Prices Follow a Double Exponential Jump-Diffusion Model -- Numerical Implementation and Parameter Estimation Under Kou …
Persistent link: https://www.econbiz.de/10012397431
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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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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
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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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Recovery Risk in Credit Default Swap Premia
Schläfer, Timo - 2011
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties...
Persistent link: https://www.econbiz.de/10014015311
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2013
This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post...
Persistent link: https://www.econbiz.de/10013523036
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2015 - 2nd ed. 2015
This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post...
Persistent link: https://www.econbiz.de/10012401982
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Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective
Semmler, Willi - 2006 - Second Edition
Persistent link: https://www.econbiz.de/10013520458