Narrow search
Showing 1 - 10 of 4,392
Cover Image
Strategische Asset-Allokation aus Sicht des privaten Kapitalanlegers
Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 2002
Die strategische Asset Allokation ist die für den langfristigen Anlageerfolg wichtigste Entscheidung eines Kapitalanlegers. Eine fundierte Entscheidung erfordert einen mehrstufigen, strukturierten Prozess. Der Anleger muss sich mit den realistischen Chancen des Kapitalmarktes und mit seinen...
Persistent link: https://www.econbiz.de/10009207011
Cover Image
Profitability of pairs trading strategy in an illiquid market with multiple share classes
Broussard, John Paul; Vaihekoski, Mika - In: Journal of International Financial Markets, … 22 (2012) 5, pp. 1188-1201
We investigate the practical issues of implementing the self-financing pairs portfolio trading strategy presented by Gatev et al. (2006). We also provide new evidence on the profitability of pairs trading under different weighting structures and trade initiation conditions. Using data from the...
Persistent link: https://www.econbiz.de/10010588045
Cover Image
Bad news bears: Effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew; Lu, Xing; McLeod, Robert W.; … - In: Managerial Finance 39 (2013), pp. 1169-1187
Purpose – This study aims to look into how volatility significantly impacts the tracking error for daily-rebalanced leveraged bull and bear ETFs. Design/methodology/approach – Using Morningstar return data and Chicago Board Options Exchange (CBOE) volatility index (VIX) data, the paper...
Persistent link: https://www.econbiz.de/10010709751
Cover Image
The Efficiency of the Financial Investments
Ianc, Maria Mirabela Florea - In: Annals of the University of Petrosani, Economics 7 (2007), pp. 167-172
of the investments. The departure point is represented by the enlargement of the sphere of content of the investment …
Persistent link: https://www.econbiz.de/10005760960
Cover Image
Exploring the role of uncertainty for corporate investment decisions in Germany
von Kalckreuth, Ulf - Deutsche Bundesbank - 2000
The impact of uncertainty on firms? investment outlays is subject to an ongoing debate. Theory identifies several … investment likely. On the other hand, the ability of firms to adapt after uncertainty is resolved can make a risky strategy more …?s investment outlays using the database of the Deutsche Bundesbank's corporate balance sheet statistics. Our database represents …
Persistent link: https://www.econbiz.de/10005083086
Cover Image
Firm Investment and Monetary Policy Transmission in the Euro Area
von Kalckreuth, Ulf; Hernando, Ignacio; Generale, Andrea; … - Deutsche Bundesbank - 2001
We present a comparable set of results on the monetary transmission channels on firm investment for the four largest … channel. For each of those countries, we estimate neoclassical investment relationships, explaining investment by its user … cost, sales and cash flow. We find investment to be sensitive to user cost changes in all those four countries. This …
Persistent link: https://www.econbiz.de/10005083126
Cover Image
Fibre-optic Networks: On Investment, Regulation and Competition
Heinacher, Peter; Preissl, Brigitte - In: CESifo DICE Report 4 (2006) 3, pp. 22-28
Persistent link: https://www.econbiz.de/10005056455
Cover Image
Effects of Tax Depreciation Rules on Firms' Investment Decisions: A Comparison of European Transition Countries
Nam, Chang Woon; Radulescu, Doina Maria - In: CESifo DICE Report 1 (2003) 2, pp. 52-55
Persistent link: https://www.econbiz.de/10005037410
Cover Image
An artificial intelligence approach to portfolio selection and management
Abdelazim, Hazem Y.; Wahba, Khaled - In: International Journal of Financial Services Management 1 (2006) 2/3, pp. 243-254
This research addresses an important problem in finance, which is the portfolio selection and management problem. Modern portfolio theory and Markowitz efficient frontier start with a set of assets (securities) and generate an optimal weight combination for the optimal risky portfolio that lies...
Persistent link: https://www.econbiz.de/10010668720
Cover Image
A Dynamic, Globally Diversified, Index Neutral Synthetic Asset Allocation Strategy
Novomestky, Frederick - In: Management Science 43 (1997) 7, pp. 998-1016
An investor with the ability to assess the prospective return and risk structure of the global capital markets can construct portfolios that, over time, will not only outperform actively or passively managed domestic asset portfolios but will also outperform passively managed global portfolios....
Persistent link: https://www.econbiz.de/10009204158