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Is historical cost accounting a panacea? : market stress, incentive distortions, and gains trading

Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - 2012

Persistent link: https://www.econbiz.de/10009552187

Is historical cost accounting a pancea? : market stress, incentive distortions, and gains trading

Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - 2015

Persistent link: https://www.econbiz.de/10010509478

Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading

Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2489-2538

Persistent link: https://www.econbiz.de/10011411355

Individual investors repurchasing behaviour : evidence from the Portuguese stock market

Leal, Cristiana Cerqueira; Armada, Manuel José da Rocha; … - In: The European journal of finance 24 (2018) 10/12, pp. 976-999

Persistent link: https://www.econbiz.de/10012244434

Internationale Portfoliodiversifikation und "home bias" aus Sicht deutscher Anleger

Szczecki, Błażej - 2002

Persistent link: https://www.econbiz.de/10003333170

Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books : a multivariate nonparametric approach

Gaißer, Sandra Caterina; Memmel, Christoph; Schmidt, Rafael - 2009

From a banking supervisory perspective, this paper analyses aspects of market risk of an aggregated trading portfolio comprised of the trading books of 11 German banks with a regulatory approved internal market risk model. Based on real, clean profit and loss data and Value-at-Risk estimates of...