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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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Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
Persistent link: https://www.econbiz.de/10012800645
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Maharlika Investment Fund : still beyond repair
Abrenica, Ma. Joy; Adorna, Luzeta C.; Coseteng, Patricia T. - 2023
developmental projects like infrastructure. We find that the MIF violates fundamental principles of economics and finance and poses …
Persistent link: https://www.econbiz.de/10014288959
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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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Infrastructure Investments in a Multi-Asset Portfolio – A Drawdown Risk Perspective
Dechant, Tobias - 2012
This paper investigates the role of direct infrastructure investments in a multi-asset portfolio, by employing a US … Risk (CDaR) to determine time-varying asset allocations. In addition to infrastructure, the asset menu comprises large and … small cap stocks, bonds of different maturities and cash. Our results show that infrastructure plays an important role and …
Persistent link: https://www.econbiz.de/10013111812