Showing 1 - 10 of 85
market cap weighted indices in risk-return ratio's by using a systematic approach and by implementing a broader … multiplicity of possibilities, the investor runs the risk of losing the overview. Making the right investment choice has not become … succeeded in realizing more consistent return-risk numbers than their market value weighted peers. The investor willing to …
Persistent link: https://www.econbiz.de/10012999977
Over the course of the past few years, too much credit has been made available worldwide, due to financial innovation, overly optimistic expectations and loophole-ridden regulation. Regulatory supervisors have failed because they were unable to prevent this situation. Things took a bad turn...
Persistent link: https://www.econbiz.de/10004980308
Persistent link: https://www.econbiz.de/10009246718
The 1994 Northridge earthquake sent ripples to insurance conpanies everywhere. This was one in a series of natural disasters such as Hurricane Andrew which together with the problems in Lloyd's of London have insurance companies running for cover. This paper presents a calibration of the U.S....
Persistent link: https://www.econbiz.de/10005827500
In this paper the relationship between stock prices and house prices is analysed for six countries over the years 1976-2001. We find that both asset prices show a positive long-term relationship, which can partly be explained by common macro-economic factors such as credit, consumption and...
Persistent link: https://www.econbiz.de/10005101928
Persistent link: https://www.econbiz.de/10000834342
Persistent link: https://www.econbiz.de/10000839243
Persistent link: https://www.econbiz.de/10000724832