Статья посвящена исследованию портфелей ценных бумаг, диверсифицированных по классам активов и географически. Проанализированы работы исследователей, которые...

In two unrelated papers, we examine different aspects of mutual fund performance and otherissues. In the first chapter, we look at exchange-traded funds (ETFs) and how they differ fromindex funds in performance and tracking error. Using daily data and a more comprehensivesample than past...

In two unrelated papers, we examine different aspects of mutual fund performance and other issues. In the first chapter, we look at exchange-traded funds (ETFs) and how they differ from index funds in performance and tracking error. Using daily data and a more comprehensive sample than past...

World financial crisis unveiled the precarious position of modern monetary system based on a centralized fiat money supply and fractional-reserve banking. The scale of the crisis and the threat of major price inflation, which has already become a reality on commodities markets, confirm the...

In this article, we describe two commands - fetchyahooquotes and fetchyahookeystats - that import historical financial data and key current finan- cial statistics from Yahoo! Finance.

Purpose – In this study, the author aims to examine the behavior of QQQ options at the time of the QQQ move from AMEX to NASDAQ on December 1, 2004. The author addresses the questions: is there a relation between hedging and speculation, if such a relation exists considering the improvement in...

This paper studies the exposure of Australian gold-mining firms to changes in the gold price, the stock market and the Australian dollar - US dollar exchange rate. The empirical analysis uses daily, weekly and monthly data of all gold-mining firms in the S&P/ASX All Ordinaries Gold Index for the...