Narrow search
Showing 1 - 10 of 8,475
Cover Image
Verluste trotz steigender Kurse? : Probleme der Perfomancemessung bei Zinsänderungen
Schwetzler, Bernhard - 1996
Persistent link: https://www.econbiz.de/10000960154
Cover Image
Risk-adjusted performance of mutual funds
Simons, Katerina Victorovna - In: New England economic review (1998), pp. 33-48
Persistent link: https://www.econbiz.de/10001252239
Cover Image
Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 126-137
Persistent link: https://www.econbiz.de/10011294186
Cover Image
Market Transparency and the Marking Precision of Bond Mutual Fund Managers
Cici, Gjergji - 2016
We analyze the dispersion of month-end price marks simultaneously placed on identical corporate bonds by different US mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database. Disseminated bonds show large and statistically significant...
Persistent link: https://www.econbiz.de/10012988746
Cover Image
Market Transparency and the Marking Precision of Bond Mutual Fund Managers
Cici, Gjergji - 2013
We analyze the dispersion of month-end prices simultaneously placed on identical corporate bonds by different US mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database. Disseminated bonds show large and statistically significant...
Persistent link: https://www.econbiz.de/10013074305
Cover Image
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000980793
Cover Image
The market capitalization value as a risk factor in the Athens stock exchange
Gklezakos, Michaēl - In: Spudai / University of Piraeus : journal of economics … 43 (1993) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10001159127
Cover Image
Modeling partial Greeks of variable annuities with dependence
Gan, Guojun; Valdez, Emiliano - In: Insurance / Mathematics & economics 76 (2017), pp. 118-134
Persistent link: https://www.econbiz.de/10011774791
Cover Image
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Cover Image
The efficiency of capital market microstructure in Greece
Mertzanis, Harilaos V. - In: Financial engineering, E-commerce and supply chain, (pp. 119-137). 2002
Persistent link: https://www.econbiz.de/10001747019