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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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Portfolio strategies of life science venture capital firms in the USA and Europe
Patzelt, Holger; zu Knyphausen-Aufseß, Dodo; Habib, Yasmin - 2005
the USA and Europe, we investigate portfolio strategies of US-American and European VC firms active in this sector. We …
Persistent link: https://www.econbiz.de/10010274363
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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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Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Schmidt, Daniel - 2003
a portfolio component. We use a unique dataset describing 642 US-American portfolio companies with 3620 private equity … variations and even higher rates of failure. It is in this category in particular that high average portfolio returns are …. There is a high marginal diversifiable risk reduction of about 80% when the portfolio size is increased to include 15 …
Persistent link: https://www.econbiz.de/10010298259
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Geschlossene Schifffonds - Portfolio- und Marktrisiken. Eine empirische Untersuchung anhand von Zweitmarktkursdaten
Küster Simic, André; Thönnessen, Rasmus - 2008
Kapitalmarktes. Der Nominalumsatz wird in 2009 erstmals die Grenze von über 1 Mrd. € überschreiten. Um ein Portfolio in optimaler …
Persistent link: https://www.econbiz.de/10010302751
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Contingent reserves management: An applied framework
Caballero, Ricardo; Panageas, Stavros - 2005
One of the most serious problems that a central bank in an emerging market economy can face is the sudden reversal of capital inflows. Hoarding international reserves can be used to smooth the impact of such reversals, but these reserves are seldom sufficient and always expensive to hold. In...
Persistent link: https://www.econbiz.de/10010280879
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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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Uncertainty in the Black-Litterman model: A practical note
Fuhrer, Adrian; Hock, Thorsten - 2019
and incorporated consistently to arrive at and .These new parameters can then be used in the portfolio optimization … Kovarianz-Matrix weiterverarbeitet werden. Diese angepassten Parameter dienen dann als Ausgangspunkt fur die Portfolio …
Persistent link: https://www.econbiz.de/10012054797
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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