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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Erwartungsbildung und Aktienkurse : eine theoretische und empirische Betrachtung der deutschen Börse
Sawazki, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000989182
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Does Portfolio Turnover Exceed Expectations?
Guyatt, Danyelle Jann - 2011
This comparison of expected versus realized turnover in institutional equity portfolios reveals that 65%of portfolios turn over more than expected, some by large amounts.Manager interviews indicated they were aware that excessive turnover was potentially harmful to their clients. They cited...
Persistent link: https://www.econbiz.de/10013132850
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Expected Equity Returns Should Correlate with Idiosyncratic Risk
Bruno, Giovanni - 2018
law of one price, and is present in all but risk-neutral economies. We test the cross-sectional predictions of our theory … equity than for assets, and stronger for more levered firms — consistent with the theory. We test also the timeseries … implications of the theory. Time variation in asset ivol causes time variation in the option value of equity that translates into …
Persistent link: https://www.econbiz.de/10012910108
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Skewness expectations and portfolio choice
Drerup, Tilman H.; Wibral, Matthias; Zimpelmann, Christian - 2022
Many models of investor behavior predict that investors prefer assets that they believe to have positively skewed return distributions. We provide a direct test of this prediction in a representative sample of the Dutch population. Using individual-level data on return expectations for a broad...
Persistent link: https://www.econbiz.de/10012805556
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Skewness expectations and portfolio choice
Drerup, Tilman H.; Wibral, Matthias; Zimpelmann, Christian - In: Experimental economics : a journal of the Economic … 26 (2023) 1, pp. 107-144
Persistent link: https://www.econbiz.de/10014227981
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003823652
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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Do investors put their money where their mouth is? : stock market expectations and investing behavior
Merkle, Christoph; Weber, Martin - In: Journal of banking & finance 46 (2014), pp. 372-386
Persistent link: https://www.econbiz.de/10010468411
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Stabilizing an unstable economy : fiscal and monetary policy, stocks, and the term structure of interest rates
Charpe, Matthieu; Flaschel, Peter; Hartmann, Florian; … - In: Economic modelling 28 (2011) 5, pp. 2129-2136
Persistent link: https://www.econbiz.de/10009272042