Showing 1 - 10 of 83
Persistent link: https://www.econbiz.de/10014307534
Persistent link: https://www.econbiz.de/10014232790
Persistent link: https://www.econbiz.de/10011749363
Factor investing has gained widespread acceptance among institutional investors. Some investors believe it is preferable to stratify the investment universe into factors to manage portfolio risk more effectively, while other investors focus on factors because they believe they yield risk...
Persistent link: https://www.econbiz.de/10011750137
The authors describe a new statistical concept called relevance from a conceptual and mathematical perspective, and based on their mathematical framework, they present a unified theory of relevance, regressions, and event studies. They also include numerical examples of how relevance is used to...
Persistent link: https://www.econbiz.de/10013239614
The authors introduce a new methodology for determining the relative importance of fiscal and monetary policy to promote growth and stabilize inflation. They apply this methodology to a panel of data that spans 66 years and 17 countries. Their analysis shows that, on average, monetary policy is...
Persistent link: https://www.econbiz.de/10012264687
Investors have long relied on scenario analysis as an alternative to mean-variance analysis to help them construct portfolios. Even though mean-variance analysis accounts for all potential scenarios, many investors find it difficult to implement because it requires them to specify statistical...
Persistent link: https://www.econbiz.de/10012012217
Persistent link: https://www.econbiz.de/10012106874
Persistent link: https://www.econbiz.de/10011942227
Persistent link: https://www.econbiz.de/10012423011