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The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection

Goldreyer, Elizabeth F.; Ahmed, Parvez; Diltz, J. David - In: Managerial Finance 25 (1999) 1, pp. 23-36

comparing the investment performance of “socially responsible” (SR) portfolios with others. Measures performance for a US sample … outperform those without. Calls for further research on the relationship between corporate social performance and portfolio … performance and comparisons between SR and conventional funds. …

Persistent link: https://www.econbiz.de/10014940363

Does firm value move too much to be justified by subsequent changes in cash flow?

Larrain, Borja; Yogo, Motohiro - 2005

Movements in the value of corporate assets are justified by changes in expected future cash flow. The appropriate measure of cash flow for valuing assets is net payout, which is the sum of dividends, interest, and net repurchases of equity and debt. When discount rates are low and equity...

Persistent link: https://www.econbiz.de/10010280930

Real options : an alternative valuation model for the U.S. REIT market

Dubreuille, Stephane; Cherif, Mondher; Bellalah, Mondher - In: International journal of business 21 (2016) 1, pp. 42-54

Persistent link: https://www.econbiz.de/10011457839

The long-run uncovered interest rate parity in view of a trading strategy

Chin, C-C. - In: Strategic Direction 26 (2010) 4

Persistent link: https://www.econbiz.de/10015011519

Value weighting and simple optimization of portfolios: an empirical examination

Dye, Richard T.; Groth, John C. - In: Managerial Finance 26 (2000) 6, pp. 23-35

Reviews the previous research on the management of portfolio investment and compares the performance of a typical small …

Persistent link: https://www.econbiz.de/10014939509

Analysis of diversification benefits of investing in the emerging gulf equity markets

Abraham, Abraham; Seyyed, Fazal J.; Al‐Elg, Ali - In: Managerial Finance 27 (2001) 10/11, pp. 47-57

Refers to previous research on the advantages of international portfolio diversification, gives an overview of the stock markets in Bahrein, Kuwait and Saudi Arabia; and assesses their sutiability for the purpose, especially as a hedge against oil price risk. Compares their 1993‐1998 monthly...

Persistent link: https://www.econbiz.de/10014939594

Exoploring the benefits of international diversification and currency hedging for international fund portfolios

Papadamou, Stephanos; Tsopoglou, Stavros - In: Managerial Finance 28 (2002) 1, pp. 35-58

Outlines previous research on international investment portfolios and presents a study of diversification and hedging on money market, bond and equity funds from UK, US and Japanese investors’ points of view. Explains the methodology, uses 1995‐1998 data to calculate returns and discusses...

Persistent link: https://www.econbiz.de/10014939600

Predicting stock‐bond correlations

Cheng, Joseph; Ryan, Robert - In: Managerial Finance 28 (2002) 4, pp. 12-18

Refers to previous research on deciding the balance between equities and bonds in investment portfolios and puts forward a model based on a single period correlation to predict future stock‐bond correlations from past interest and growth rates. Explains the concepts involved and uses...

Persistent link: https://www.econbiz.de/10014939616

Mean reversion of size‐sorted portfolios and parametric contrarian strategies

Gropp, Jeffrey - In: Managerial Finance 29 (2003) 10, pp. 5-21

Evidence of mean reversion in U.S. stock prices during the post‐World War II era is mixed. I find that using the standard portfolio formation method to construct size‐sorted portfolios is inadequate for detecting mean reversion. Using alternative portfolio formation methods and additional...

Persistent link: https://www.econbiz.de/10014939685

Intangible assets and stock trading strategies

Zhang, Duo - In: Managerial Finance 29 (2003) 10, pp. 38-56

Hall (2001a) argues that the value of intangible assets can be inferred from firms’ stock market value and the value of tangible assets, which suggests rational valuation in the market. This paper investigates the relationship between firms’ future stock returns and their inferred...

Persistent link: https://www.econbiz.de/10014939687

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