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Static Fund Separation of Long Term Investments
Guasoni, Paolo - 2012
relative risk aversion, and with stochastic investment opportunities. An optimal portfolio decomposes as a constant mix of a …
Persistent link: https://www.econbiz.de/10013114549
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Value Investing : Investing for Grown Ups?
Damodaran, Aswath - 2012
Value investors generally characterize themselves as the grown ups in the investment world, unswayed by perceptions or … of value investors, as a whole, is no better than that of less “sensible” investors who chose other investment …
Persistent link: https://www.econbiz.de/10013107536
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Exchange-Traded Funds as an Alternative Investment Option : A Case Study
Afonso, António - 2018
of at least two days. The investment schemes with the highest ability to track the PSI 20 Index were PSI20 (ETF), BBVA …
Persistent link: https://www.econbiz.de/10012931487
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Investing in Gold - Market Timing or Buy-and-Hold?
Baur, Dirk G. - 2018
The literature on gold is dominated by empirical studies on its diversification, hedging, and safe haven properties. In contrast, the question “When to invest in gold?” is generally not analyzed in much detail. We test more than 4,000 seasonal, technical, and fundamental timing strategies...
Persistent link: https://www.econbiz.de/10012916051
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Investing in crises
Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10012518234
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'Other People’s Money' : The Trading Performance of Household Investors vs. Delegated Money Managers
Lu, Wei - 2017
methodology is free of such bias and allows for the endogenous nature of investment timing decisions made by numerous informed …
Persistent link: https://www.econbiz.de/10012972090
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Investment Beliefs of Endowments
Ang, Andrew - 2014
American university and college endowments now hold close to one-third of their portfolios in private equity and hedge funds. We estimate the implied beliefs of endowments about alternative assets' returns relative to equities and bonds. At the end of 2012, the typical endowment believes that...
Persistent link: https://www.econbiz.de/10013062870
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The Characteristics of Factor Investing
Blitz, David - 2018
We dissect the realized performance of factor-based equity portfolios using a characteristics-based multi-factor return model. We show that generic single-factor portfolios, which invest in stocks with high scores on one particular factor, are sub-optimal because they ignore the possibility that...
Persistent link: https://www.econbiz.de/10012915593
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Right-Brain Left-Brain Investing
Beaudan, Patrick - 2013
. These statistics are useful in pinpointing pertinent areas of investigation during investment due diligence reviews. However … source and identify good investments. Qualitative judgment usually needs to be the determining factor in most investment … of investment opportunities …
Persistent link: https://www.econbiz.de/10013081993
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Investment Style of Jordanian Mutual Funds
Hacini, Ishaq Lakhdar - 2012
The study investigates the mutual funds investment style in the Jordanian context. It uses monthly returns of five … a variable that account for momentum effect. These factors are used as benchmarks to investigate the investment style …. The results indicate that mutual funds returns tend to follow those of the market portfolio. In terms of investment style …
Persistent link: https://www.econbiz.de/10013100019