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The global multi-asset market portfolio : 1959 - 2012

Doeswijk, Ronald; Lam, Trevin; Swinkels, Laurens - In: Financial analysts' journal : FAJ 70 (2014) 2, pp. 26-41

Persistent link: https://www.econbiz.de/10010407423

International capital flows, returns and world financial integration

Evans, Martin D. D.; Hnatkovska, Viktoria - In: Journal of international economics 92 (2014) 1, pp. 14-33

Persistent link: https://www.econbiz.de/10010438457

Journal of financial and quantitative analysis : JFQA

University of Washington / Graduate School of Business … - Seattle, Wash. : [Verlag nicht ermittelbar]; Cambridge … - 1.1966 -

Persistent link: https://www.econbiz.de/10001460487

The Global Multi-Asset Market Portfolio 1959-2012

Doeswijk, Ronald Q. - 2014

The global multi-asset market portfolio contains important information for strategic asset-allocation purposes. First, it shows the relative value of all asset classes according to the global financial investment community, which one could interpret as a natural benchmark for financial...

Persistent link: https://www.econbiz.de/10013062242

Sentiment risk premia in the cross-section of global equity and currency returns

Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2019 - This version: August 28, 2019

Persistent link: https://www.econbiz.de/10012101492

Journal of financial and quantitative analysis : JFQA

Leonard N. Stern School of Business; Western Finance …; … - New York, NY [u.a.] : Cambridge University Press; … - 1.1966 -

Persistent link: https://www.econbiz.de/10000356983

The economics of financial markets

Bailey, Roy E. - 2005

asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the … APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the … volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an …