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Inflation and infrastructure sector returns in emerging markets : panel ARDL approach
Magweva, Rabson; Sibanda, Mabutho - In: Cogent economics & finance 8 (2020) 1, pp. 1-17
This study evaluated the relationship between inflation and infrastructure sector stock returns in emerging markets in … inability of infrastructure sector returns in emerging markets to hedge inflation. Similar results were obtained when the … heterogenic nature of the infrastructure sector, a deeper analysis that focuses on infrastructure sector sub-categories might be …
Persistent link: https://www.econbiz.de/10012219374
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Entscheidungsmodell für Transaktionen in Portfolios aus direkten Beteiligungen an Infrastrukturprojektgesellschaften
Riemann, Alexander - 2017
Persistent link: https://www.econbiz.de/10011739227
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The Role of Infrastructure Investments in a Multi-Asset Portfolio – Answers from Dynamic Asset Allocation
Dechant, Tobias - 2012
This paper investigates the role of direct infrastructure investments in a multi-asset portfolio, by employing a US …-variance, as well as a mean-downside risk optimization algorithm and show that infrastructure plays an important role in both …%, respectively. With increasing investment horizons, infrastructure is also attractive to investors who aim at earning higher returns …
Persistent link: https://www.econbiz.de/10013111784
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Pension fund investment in infrastructure : what have we learnt?
Inderst, Georg - In: Pensions : an international journal 15 (2010) 2, pp. 89-99
Persistent link: https://www.econbiz.de/10008702317
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How to foster investments in long-term assets such as infrastructure
Déau, Thierry - In: Financial market trends (2011) 100, pp. 119-127
Persistent link: https://www.econbiz.de/10009372826
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Infrastructure in the region : long-term investments of institutional investors in Russia
Bakhareva, Olga Vladimirovna; Romanova, Anna Ilyinichna; … - In: Journal of advanced research in law and economics : JARLE 6 (2015) 3/13, pp. 488-503
Persistent link: https://www.econbiz.de/10011721461
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Investor flow-chasing and price-performance puzzle : evidence from global infrastructure funds
Xu, Ruihui; Zhang, Xuliang; Gozgor, Giray; Lau, Chi Keung; … - In: Research in international business and finance 65 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014432627
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Survival and evolutionary stability of the Kelly rule
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - 2009
This chapter gives an overview of current research in evolutionary finance. We mainly focus on the survival and stability properties of investment strategies associated with the Kelly rule. Our approach to the study of the wealth dynamics of investment strategies is inspired by Darwinian ideas...
Persistent link: https://www.econbiz.de/10003971097
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An evolutionary financial market model with a risk-free asset
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - 2010
This paper introduces and analyzes an evolutionary model of a financial market with a risk-free asset. Focus is on the study of local stability of the wealth dynamics through the application of recent results on the linearization and stability of random dynamical systems (Evstigneev, Pirogov and...
Persistent link: https://www.econbiz.de/10008797770
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Market selection of constant proportions investment strategies in continuous time
Palczewski, Jan; Schenk-Hoppé, Klaus Reiner - 2008
towards a theory of continuous-time asset pricing that combines concepts from mathematical finance and economics by drawing on …
Persistent link: https://www.econbiz.de/10003966074