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Zur Notwendigkeit des Corporate Portfolio Management: Eine Würdigung der wissenschaftlichen Forschung der letzten vier Jahrzehnte
Nippa, Michael - 2011
Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …
Persistent link: https://www.econbiz.de/10010307742
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Zur Notwendigkeit des Corporate Portfolio Management: Eine Würdigung der wissenschaftlichen Forschung der letzten vier Jahrzehnte
Nippa, Michael - Fakultät Wirtschaftswissenschaften, Technische … - 2011
Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …
Persistent link: https://www.econbiz.de/10009422081
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The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten - 2005
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this … paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio … portfolio. We assume a reduced-form model and neglect the effects of a potential bankruptcy of one of the banks. We analyze …
Persistent link: https://www.econbiz.de/10010295895
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Ethical vs. non-ethical - is there a difference? Analyzing performance of ethical and non-ethical investment fund
Lundberg, Linnéa; Novák, Jiří; Vikman, Maria - 2009
. The analysis of the portfolio composition shows that there are small differences in the structure of portfolios concerning …
Persistent link: https://www.econbiz.de/10010322203
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Teaching empirical finance courses: A project on portfolio management
Morley, Bruce - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-8
determine an optimal portfolio of assets given their view on the risks in the economy. The emphasis is on risk management … through portfolio diversification and the use of a simple hedge strategy. The overall aim was to introduce the students to the … basics of portfolio management, as many work in this industry for their industrial placements and when they graduate. The …
Persistent link: https://www.econbiz.de/10011559211
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Sovereign Bonds since Waterloo
Meyer, Josefin; Reinhart, Carmen M.; Trebesch, Christoph - 2019
This paper studies external sovereign bonds as an asset class. We compile a new database of 220,000 monthly prices of foreign-currency government bonds traded in London and New York between 1815 (the Battle of Waterloo) and 2016, covering 91 countries. Our main insight is that, as in equity...
Persistent link: https://www.econbiz.de/10012018197
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Investing in Well-being: An Analytical Framework
Jacobsen, Veronica; Mays, Nicholas; Crawford, Ron; … - 2002
The NZ Treasury is currently engaged in a project to identify cost-effective interventions to improve outcomes for children and young adults in order to maximise the value of government expenditures across the social sector. The central aim of this paper is to provide an empirically-robust...
Persistent link: https://www.econbiz.de/10012115510
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Geometric Return and Portfolio Analysis
McCulloch, Brian - 2003
textbooks and other reference sources. Even the supposedly straightforward calculation of weighted average portfolio return …
Persistent link: https://www.econbiz.de/10012115545
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Network-based asset allocation strategies
Výrost, Tomas; Lyócsa, Štefan; Baumöhl, Eduard - 2018
portfolios, we propose simple adjustments to portfolio selection strategies that utilize centralization measures from financial … network-based asset allocation strategies improve key portfolio return characteristics in an out-of-sample framework, most … notably, risk and left-tail risk-adjusted returns. Resolving portfolio model selection uncertainties further improves risk …
Persistent link: https://www.econbiz.de/10011867877
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Law Serials Pricing and Mergers: A Portfolio Approach
McCabe, Mark J - In: Contributions in Economic Analysis & Policy 3 (2004) 1, pp. 1-29
after accounting for secular price trends. Furthermore, these merger effects occurred across a broadly-defined portfolio of … services, these effects were not observed. Based on the portfolio demand behavior of buyers, I offer an explanation for this …
Persistent link: https://www.econbiz.de/10014587499