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Portfolio analytics : an introduction to return and risk measurement
Marty, Wolfgang - 2013
Persistent link: https://www.econbiz.de/10010339404
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2013
This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post...
Persistent link: https://www.econbiz.de/10013523036
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Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra; Hafner, Christian M. - In: Econometric reviews 41 (2022) 8, pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
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International portfolio diversification, asset-return determination and foreign exchange risk premium under uncertainty
Yamakawa, Tetsufumi - 1992
Persistent link: https://www.econbiz.de/10000908857
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Consumption, stock returns, and the gains from international risk-sharing
Lewis, Karen K. - 1996
Persistent link: https://www.econbiz.de/10000933811
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Positive portfolio factors
Brown, Stephen J.; Goetzmann, William N.; Grinblatt, Mark - 1998
Persistent link: https://www.econbiz.de/10000656574
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Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.; Viceira, Luis M. - 1996
Persistent link: https://www.econbiz.de/10000613973
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Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.; Viceira, Luis M. - In: The quarterly journal of economics 114 (1999) 2, pp. 433-495
Persistent link: https://www.econbiz.de/10001410484
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Time-varying risk premia and the returns to buying winners and selling losers : caveat emptor et venditor
Karolyi, G. Andrew; Kho, Bong-Chan - 1996
Persistent link: https://www.econbiz.de/10001396186
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Equity anomalies and idiosyncratic risk around the world
Fan, Steve; Opsal, Scott; Yu, Linda - In: Multinational finance journal : MF ; quarterly … 19 (2015) 1/2, pp. 33-75
Persistent link: https://www.econbiz.de/10011434193