Narrow search
Showing 1 - 10 of 225
Cover Image
Individual wealth accumulation: Why does dining together as a family matter?
Chatterjee, Swarn; Palmer, Lance; Goetz, Joseph - In: Applied Economics Research Bulletin 8, 2, pp. 1-22
This study uses data from the Panel Study of Income Dynamics to examine whether self-regulation, proxied by regularly dining together with family, is associated with better financial preparedness and greater wealth accumulation across time among households. Findings reveal that individuals who...
Persistent link: https://www.econbiz.de/10011440349
Cover Image
Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges
Aliu, Florin; Nuhiu, Artor; Krasniqi, Besnik; Aliu, Fisnik - In: Comparative Economic Research. Central and Eastern Europe 23 (2020) 2, pp. 41-51
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio based on the investor's risk tolerance. The study measures the risk-reward relationship when the number of stocks in the portfolio increases. Six diverse portfolios have been...
Persistent link: https://www.econbiz.de/10013204631
Cover Image
The dynamic linkages of Pakistani and global stock markets: Evidence from Karachi stock exchange
Mohammad, Sulaiman D.; Hussain, Adnan - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 5 (2011) 2, pp. 233-242
The aim of the study is to explore the long run association among Pakistani equity market and some developed and emerging equity markets. Weekly data from the period of 2000 to 2010 was applied in this study. The result highlighted Pakistani equity market well correlated with the American equity...
Persistent link: https://www.econbiz.de/10011938285
Cover Image
Restatement of the I-O coefficient stability problem
Dobrescu, Emilian - In: Journal of Economic Structures 2 (2013), pp. 1-67
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients is...
Persistent link: https://www.econbiz.de/10011551997
Cover Image
Impact of democratic/non-democratic regimes on foreign direct investment in Pakistan: Pre and post September 11, 2001 scenarios
Nawaz, Tahir; Khan, Masood Amjad; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 67-82
observed that the volatility shocks are quite persistent and take a long time to die out. September 11, 2001incident and … thereafter war on terror has increased the conditional volatility of foreign direct investment and has statistically significant … volatility. One interesting finding of this study is that the impact of Non-Democratic regime before September, 11 scenario is …
Persistent link: https://www.econbiz.de/10011938300
Cover Image
Portfolio choice and the effects of liquidity
González, Ana; Rubio, Gonzalo - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 1, pp. 53-74
This paper discusses how to introduce liquidity into the well known mean-variance framework of portfolio selection using a representative sample of Spanish equity portfolios. Either by estimating mean-variance liquidity constrained frontiers or directly estimating optimal portfolios for...
Persistent link: https://www.econbiz.de/10010317124
Cover Image
Time disparity and price discovery: The effect of the U.S. futures on Korean gold market
Baek, Jae-Seung; Kim, Jihun; Yeom, Myeonghoon - In: Global Business & Finance Review (GBFR) 23 (2018) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10012286659
Cover Image
VIX futures as a market timing indicator
Fassas, Athanasios P.; Hourvouliades, Nikolas - In: Journal of Risk and Financial Management 12 (2019) 3, pp. 1-9
information regarding future S&P500 returns. The objective of this empirical analysis is to verify if the shape of the volatility … that they can use the VIX futures term structure not only as a proxy of market expectations on forward volatility, but also …
Persistent link: https://www.econbiz.de/10012611184
Cover Image
Charakteristika vs. Carry - Outperformance in Devisenmärkten
Zeissler, Tom O. K. - In: Junior Management Science (JUMS) 4 (2019) 2, pp. 265-304
Die optimale Währungsallokation ist eine der Kernfragen des international agierenden Investors. Ich teste in diesem Zusammenhang empirisch den Mehrwert des Portfoliooptimierungsverfahrens von Brandt et al. (2009) im Devisenkontext und vergleiche das Ergebnis mit einer diversifizierten...
Persistent link: https://www.econbiz.de/10014528819
Cover Image
How the closure of a U.S. tax loophole may affect investor portfolios
Frei, Christoph; Welsh, Liam - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-10
In the United States, exchange-traded funds can defer capital gains taxes of their investors by taking advantage of a legal loophole. To quantify the impact of this tax loophole on investor portfolios, we study a rank-dependent expected utility model. We develop an approximation formula for the...
Persistent link: https://www.econbiz.de/10014332410