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Flexible Wechselkurse, Wechselkursvolatilität und Welthandel
Schubert, Michael - 1992
Persistent link: https://www.econbiz.de/10004128136
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Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo - 2006
Persistent link: https://www.econbiz.de/10004920247
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Energieeinsparung als Versicherung gegen Marktrisiken : eine kapitalmarkttheoretisch fundierte Wirtschaftlichkeitsrechnung
Kreuzberg, Peter - 1996
Persistent link: https://www.econbiz.de/10004301728
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Introduction to Risk Parity and Budgeting
Roncalli, Thierry - Volkswirtschaftliche Fakultät, … - 2013
Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a...
Persistent link: https://www.econbiz.de/10011259736
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Financial volatility and time-varying risk premia
Hördahl, Peter - 1997
Persistent link: https://www.econbiz.de/10004351979
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Risk premia in multi-national enterprises
Lutz, Stefan - International Centre for Economic Research (ICER) - 2012
The CAPM implies that investors require equity risk premia when choosing risky investments and therefore demand higher … income is set in relation to invested capital, risk measured by earnings volatility emerges as the most important stable …
Persistent link: https://www.econbiz.de/10010941794
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Assessing the non-financial investment profitability with variable discount rate
Gwozdz, Katarzyna - Instytut Badañ Gospodarczych (IBG) - 2015
In the work, the subject of the discount rate assessment is presented. It is crucial as regards assessing the non-financial investment profitability. The discount rate is usually considered as constant one in the whole investment period, which seems to be the main problem. The constant discount...
Persistent link: https://www.econbiz.de/10011271506
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Quantitative Monetary Easing and Risk in Financial Asset Markets
Kimura, Takeshi; Small, David - In: Topics in Macroeconomics 6 (2006) 1, pp. 1274-1274
-grade corporate bonds. These results are consistent with a CAPM framework in which business-cycle risk importantly affects risk …
Persistent link: https://www.econbiz.de/10005086977
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Conditions for turning the ex ante risk premium into an ex post redemption for EU government debt
Colignatus, Thomas - Volkswirtschaftliche Fakultät, … - 2011
Basel III classifies government debt as risk free while actual interest rates in the European Union (EU) show large differences not only because of liquidity but mainly because of the risk of default, as also reflected in credit default swaps. Curiously such debt defaults may not happen so that...
Persistent link: https://www.econbiz.de/10009372590
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A Test of the Validity of Capital Asset Pricing Model in Istanbul Stock Exchange
BILGIN, Rumeysa; BASTI, Eyup - In: EuroEconomica (2011) 30, pp. 98-108
CAPM is one of the subjects that constitute fundamentals of modern finance theory. Although the research that test … validity of CAPM give conflicting results, CAPM is widely used especially in portfolio investments and capital budgeting. In … this study, we test validity of the CAPM in Istanbul Stock Exchange (ISE) by utilizing Fama and McBeth’s (1973 …
Persistent link: https://www.econbiz.de/10009385699