Narrow search
Showing 1 - 10 of 345,476
Cover Image
Backtesting GEM vs. GEM2 : Global Beta Performance Attribution, October 2009
Inc., MSCI - 2009
The Barra Global Equity Model (GEM2) introduced Volatility, a new factor that provides managers with a tool that enables close control of a portfolios' exposure to global beta. GEM2's Volatility factor includes global beta as its most significant descriptor. In contrast its predecessor, GEM,...
Persistent link: https://www.econbiz.de/10013154075
Cover Image
Corporate Valuation in an International Context with the Global CAPM from a German Perspective
Ruiz de Vargas, Santiago - 2018
The article proposes to apply the global CAPM instead of the traditional CAPM (local CAPM) used in the practice of … the local CAPM only assumes an exclusively national context. The global CAPM is presented as an alternative to account for …-listed enterprises. The resulting risk premia of the local and global CAPM are compared. Additionally, it is shown that the global CAPM …
Persistent link: https://www.econbiz.de/10012928170
Cover Image
Global de-diversification and stock returns
Cheng, Xiao; Huang, Ying; Wang, T'ao - In: Research in international business and finance 69 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015052825
Cover Image
Financing strategies and shareholders' risk in cross border acquisitions in India
Kohli, Reena - In: International journal of commerce and management 25 (2015) 3, pp. 294-308
Persistent link: https://www.econbiz.de/10011446806
Cover Image
Global risk premia on international stock and bond markets
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000621233
Cover Image
Mean-semivariance behavior : downside risk and capital asset pricing
Estrada, Javier - In: International review of economics & finance : IREF 16 (2007) 2, pp. 169-185
Persistent link: https://www.econbiz.de/10003461759
Cover Image
Common risk factors in the returns of shipping stocks
Drobetz, Wolfgang; Schilling, Dirk; Tegtmeier, Lars - In: Maritime policy and management : MPM 37 (2010) 2, pp. 93-120
Persistent link: https://www.econbiz.de/10003968275
Cover Image
The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets
Sandoval, Eduardo; Vásquez, Arturo - In: The international journal of business and finance … 2 (2008) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10003951974
Cover Image
Neutrality of market neutral funds
Capocci, Daniel - In: Global finance journal 17 (2006) 2, pp. 309-333
Persistent link: https://www.econbiz.de/10003395957
Cover Image
Testing forecasting power of the conditional relationship between beta and return
Verma, Rahul - In: Journal of risk finance : the convergence of financial … 12 (2011) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10008987153