Showing 1 - 10 of 25
The focus of this article is the analysis of the inflation risk of European real estate securities. Following both a causal and a final understanding of risk, the analysis is twofold. First, to examine the causal influence of inflation on short- and long-term asset returns, different regression...
Persistent link: https://www.econbiz.de/10010316279
Der vorliegende Beitrag zeigt verschiedene Möglichkeiten auf, um repräsentative Renditen für die Anlageklasse Immobilien berechnen zu können. Betrachtet werden Indizes auf der Basis (i) von regelmäßig bewerteter Immobilienportefeuilles, (ii) auf Basis von Markttransaktionen in Immobilien...
Persistent link: https://www.econbiz.de/10010316301
Persistent link: https://www.econbiz.de/10001661204
The focus of this article is the analysis of the inflation risk of European real estate securities. Following both a causal and a final understanding of risk, the analysis is twofold. First, to examine the causal influence of inflation on short- and long-term asset returns, different regression...
Persistent link: https://www.econbiz.de/10014212387
This study investigates the relationship between governance, investment performance and asset allocation of pension funds in Switzerland. Our sample includes survey data from 139 Swiss occupational pension plans for which we develop a governance metric comprising attributes of organisational...
Persistent link: https://www.econbiz.de/10012962604
Central banks have evolved for close to four centuries. This paper argues that for two centuries central banks caught up to the strategies followed by the leading central banks of the era; the Bank of England in the eighteenth and nineteenth centuries and the Federal Reserve in the twentieth...
Persistent link: https://www.econbiz.de/10012947026
Persistent link: https://www.econbiz.de/10015204317
Persistent link: https://www.econbiz.de/10010483130
Persistent link: https://www.econbiz.de/10010442389
Die Dissertation umfasst drei Artikel aus den Bereichen Asset Liability Management und Asset Management. Im ersten Artikel entwerfen wir einen Liability Benchmark, welcher zur Beurteilung der Anlage von Pensionskassen dient. Die relative Rendite der Strategischen Asset Allokation (SAA) im...
Persistent link: https://www.econbiz.de/10011451658