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A simple model of trading and pricing risky assets under ambiguity : any lessons for policy-makers?
Guidolin, Massimo; Rinaldi, Francesca - 2009
performance of individual securities. Risk premia (spreads) increase with the proportion of traders in the market who are averse …
Persistent link: https://www.econbiz.de/10003831933
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Does ownership matter? : Evidence from changes in institutional and strategic investors' equity holdings
Neumann, Robert; Voetmann, Torben - 1999
Persistent link: https://www.econbiz.de/10001421876
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The impact on market outcomes of the portfolio selection of large equity investors
Moreno, Diego; Petrakēs, Emmanuēl - 2021
Persistent link: https://www.econbiz.de/10013259971
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Portfolio management for insurers and pension funds and COVID19 : targeting volatility for equity, balanced and target-date funds with leverage constraints
Bao Doan; Reeves, Jonathan J.; Sherris, Michael - 2021
Persistent link: https://www.econbiz.de/10012585979
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628
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As American as Apple Inc. : international tax and ownership nationality
Sanchirico, Chris William - 2014
The ownership nationality of large US multinational companies plays an implicit but important role in the current debate over how such companies should be taxed. This paper identifies that role and investigates what is actually known about where these companies’ shareholders reside
Persistent link: https://www.econbiz.de/10011387732
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Institutional investors and home bias in Europ's capital markets union
Darvas, Zsolt M.; Schoenmaker, Dirk - 2017
Integrated capital markets facilitate risk sharing across countries. Lower home bias in financial investments is an … indicator of risk sharing. We highlight that existing indicators of equity home bias in the literature suffer from incomplete … greater the scope for risk sharing. …
Persistent link: https://www.econbiz.de/10011613999
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The geography of investor attention
Mengoli, Stefano; Pagano, Marco; Pattitoni, Pierpaolo - 2021
Persistent link: https://www.econbiz.de/10012805509