標(biāo)題: Titlebook: Asset Allocation and International Investments; Greg N. Gregoriou (Associate Professor of Finance Book 2007 Palgrave Macmillan, a divisio [打印本頁] 作者: Addendum 時間: 2025-3-21 16:30
書目名稱Asset Allocation and International Investments影響因子(影響力)
書目名稱Asset Allocation and International Investments影響因子(影響力)學(xué)科排名
書目名稱Asset Allocation and International Investments網(wǎng)絡(luò)公開度
書目名稱Asset Allocation and International Investments網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Asset Allocation and International Investments被引頻次
書目名稱Asset Allocation and International Investments被引頻次學(xué)科排名
書目名稱Asset Allocation and International Investments年度引用
書目名稱Asset Allocation and International Investments年度引用學(xué)科排名
書目名稱Asset Allocation and International Investments讀者反饋
書目名稱Asset Allocation and International Investments讀者反饋學(xué)科排名
作者: 向下五度才偏 時間: 2025-3-21 20:17
,The Price of Efficiency — So, What Do You Think About Emerging Markets?,With the appearance of assets reaching beyond the risk-return characteristics of conventional assets, performance measurement have also had to answer new questions. Option-like structures, dynamic strategies, leverage, the introduction of asset classes such as hedge funds, CTAs, credit funds and so on, produced novel shapes of risk-return.作者: 合并 時間: 2025-3-22 02:47 作者: aptitude 時間: 2025-3-22 07:46
Sofía Simeto,Gustavo Balmelli,Carlos Pérezectronic trading system. On March 4, 1999, the SPI ceased floor-trading and became screen-traded. Later, on Friday, November 12, 1999 the remainder of the floor-trading ceased, and on Monday, November 15, 1999 the Sydney Futures Exchange (SFE) became a completely automated system, with all trading conducted by SYCOM IV.作者: 小丑 時間: 2025-3-22 10:48
Forest Policies and Social Change in Englandl portfolio measures present some limitations when applied to hedge funds. For example, the Sharpe ratio uses the excess reward per unit of risk as a measure of performance, with risk represented by the standard deviation.作者: Baffle 時間: 2025-3-22 13:28
Book 2007This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.作者: 直覺沒有 時間: 2025-3-22 19:23 作者: NEEDY 時間: 2025-3-23 00:27
978-1-349-28545-7Palgrave Macmillan, a division of Macmillan Publishers Limited 2007作者: 變化無常 時間: 2025-3-23 01:43
Remote Sensing In Forest Mensuration,lternative asset classes to fulfill the need to preserve returns, while not involving too high a risk. Arising from the media’s continued concern about a potential bubble in the housing market, many investors are showing an increasing interest in alternative asset classes that are not so highly corr作者: Spinal-Fusion 時間: 2025-3-23 05:38 作者: Alveoli 時間: 2025-3-23 12:37 作者: lipids 時間: 2025-3-23 14:29 作者: 煩擾 時間: 2025-3-23 22:02
Sofía Simeto,Gustavo Balmelli,Carlos Pérezs of US and Japanese stock returns, and find large shocks to broad-based market indices positively affect both the magnitude and persistence of return correlations. Masson (1998) identifies several sources for contagion. In the so-called “monsoonal effect”, pressures common to affected assets are th作者: 發(fā)源 時間: 2025-3-24 00:07
Sofía Simeto,Gustavo Balmelli,Carlos Pérezerging market bond capitalization is relatively small compared to the size of the fixed-income market, it has still attracted the attention of investors. There have been times (for example, in the summer of 1997) when the average performance of the Emerging Market Bond Index is better than that of t作者: 朦朧 時間: 2025-3-24 04:29
Rodrigo Ahumada,Alessandro RotellaM) as a single-factor model in the 1960s revolutionized the concept of asset pricing as it enabled the quantification of the risk-return relationship. For practitioners, asset-pricing models may be important to identify whether stocks are over- or undervalued, which could influence their trading dec作者: precede 時間: 2025-3-24 09:00 作者: Obsessed 時間: 2025-3-24 12:42 作者: Occipital-Lobe 時間: 2025-3-24 16:24
https://doi.org/10.1007/978-1-4020-8365-5 emerging markets. It was pointed out in numerous studies that daily financial data is heavily tail distributed (Blattberg and Gonedes, 1974; Fama, 1976; Engle, 1982; Bollerslev, 1986; Nelson, 1991; Rachev and Mittnik, 2000). These studies proposed to pick up the assumptions of .-distribution, symme作者: occurrence 時間: 2025-3-24 22:09 作者: Pillory 時間: 2025-3-25 03:15
Finance and Capital Markets Serieshttp://image.papertrans.cn/b/image/163415.jpg作者: Exposure 時間: 2025-3-25 07:22
Liquidity and Market Efficiency Before and After the Introduction of Electronic Trading at the Sydnectronic trading system. On March 4, 1999, the SPI ceased floor-trading and became screen-traded. Later, on Friday, November 12, 1999 the remainder of the floor-trading ceased, and on Monday, November 15, 1999 the Sydney Futures Exchange (SFE) became a completely automated system, with all trading conducted by SYCOM IV.作者: CREST 時間: 2025-3-25 08:31
The Modified Sharpe Ratio Applied to Canadian Hedge Funds,l portfolio measures present some limitations when applied to hedge funds. For example, the Sharpe ratio uses the excess reward per unit of risk as a measure of performance, with risk represented by the standard deviation.作者: 深陷 時間: 2025-3-25 13:53
2946-2010 ldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.978-1-349-28545-7978-0-230-62651-5Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: Flatus 時間: 2025-3-25 19:16 作者: 里程碑 時間: 2025-3-25 21:47
Sofía Simeto,Gustavo Balmelli,Carlos Pérez contagion. In fact, a change in one set of asset prices may trigger changes elsewhere, for reasons unexplained by economic fundamentals, perhaps because there are shifts in the market’s attitude towards risk, leading to the notion of pure contagion.作者: 燒瓶 時間: 2025-3-26 00:12 作者: 對手 時間: 2025-3-26 05:57
Currency Crises, Contagion and Portfolio Selection, contagion. In fact, a change in one set of asset prices may trigger changes elsewhere, for reasons unexplained by economic fundamentals, perhaps because there are shifts in the market’s attitude towards risk, leading to the notion of pure contagion.作者: intricacy 時間: 2025-3-26 10:43 作者: 話 時間: 2025-3-26 16:35 作者: Strength 時間: 2025-3-26 16:59 作者: cutlery 時間: 2025-3-26 23:01 作者: Legion 時間: 2025-3-27 01:24
The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocationglobal market optimization based on equilibrium market asset pricing. Investors will have unique utility functions depending on their preferred habitat, and attempt to maximize their utility through a localized solution.作者: 絕緣 時間: 2025-3-27 05:40
The Australian Stock Market: An Empirical Investigation, For practitioners, asset-pricing models may be important to identify whether stocks are over- or undervalued, which could influence their trading decisions. Academics, however, are particularly interested in finding an accurate asset-pricing model to facilitate the testing of the efficient market hypothesis (EMH).作者: Mammal 時間: 2025-3-27 11:31 作者: cardiac-arrest 時間: 2025-3-27 16:44
Sampling For Forest Inventories,were domestic equities, while the size of the USA in world market capitalization was about 48.3 percent (Ahearne .., 2004). The wide disparity between actual and recommended international equity portfolio weights constitutes the equity home bias, one of the unresolved puzzles in international finance literature..作者: NAV 時間: 2025-3-27 19:36
The Determinants of Domestic and Foreign Biases: An Empirical Study,were domestic equities, while the size of the USA in world market capitalization was about 48.3 percent (Ahearne .., 2004). The wide disparity between actual and recommended international equity portfolio weights constitutes the equity home bias, one of the unresolved puzzles in international finance literature..作者: 紳士 時間: 2025-3-27 22:42
Sampling For Forest Inventories,ould maintain an unhedged foreign currency position. Therefore, for an investor with a long investment horizon, it becomes optimal not to hedge at all. Froot argues that real-exchange rates may deviate from their theoretical fair value over shorter horizons, and currency hedging in this context may 作者: CORE 時間: 2025-3-28 04:22 作者: Facet-Joints 時間: 2025-3-28 07:31 作者: coddle 時間: 2025-3-28 13:52 作者: JIBE 時間: 2025-3-28 17:19
International Stock Portfolios and Optimal Currency Hedging with Regime Switching,ould maintain an unhedged foreign currency position. Therefore, for an investor with a long investment horizon, it becomes optimal not to hedge at all. Froot argues that real-exchange rates may deviate from their theoretical fair value over shorter horizons, and currency hedging in this context may 作者: 悄悄移動 時間: 2025-3-28 20:06
Bond and Stock Market Linkages: The Case of Mexico and Brazil,d of similar issues from the US Treasury has become a market-based measure of sovereign credit worthiness. It has been argued that the credit worthiness of economies as measured by agencies such as Institutional Investor, Moody s and Standard and Poor’s are only . indicators and may not be useful me作者: 輕率看法 時間: 2025-3-29 02:46
How Does Systematic Risk Impact Stocks? A Study of the French Financial Market,arkets under consideration, they find that financial assets’ betas are stationary mean-reverting processes with an average degree of persistence equal to four days. Gen?ay, Sel?uk and Whitcher (2003) use wavelet techniques to assess the influence of systematic risk on any asset, or equivalently to c作者: 門窗的側(cè)柱 時間: 2025-3-29 06:33 作者: etiquette 時間: 2025-3-29 08:02 作者: FOLD 時間: 2025-3-29 12:59 作者: OGLE 時間: 2025-3-29 19:10 作者: 朦朧 時間: 2025-3-29 23:15 作者: 不如樂死去 時間: 2025-3-30 00:06
Bond and Stock Market Linkages: The Case of Mexico and Brazil,erging market bond capitalization is relatively small compared to the size of the fixed-income market, it has still attracted the attention of investors. There have been times (for example, in the summer of 1997) when the average performance of the Emerging Market Bond Index is better than that of t作者: 完成 時間: 2025-3-30 07:14
The Australian Stock Market: An Empirical Investigation,M) as a single-factor model in the 1960s revolutionized the concept of asset pricing as it enabled the quantification of the risk-return relationship. For practitioners, asset-pricing models may be important to identify whether stocks are over- or undervalued, which could influence their trading dec作者: Asseverate 時間: 2025-3-30 10:20
Liquidity and Market Efficiency Before and After the Introduction of Electronic Trading at the Sydnectronic trading system. On March 4, 1999, the SPI ceased floor-trading and became screen-traded. Later, on Friday, November 12, 1999 the remainder of the floor-trading ceased, and on Monday, November 15, 1999 the Sydney Futures Exchange (SFE) became a completely automated system, with all trading c作者: mechanism 時間: 2025-3-30 15:31
How Does Systematic Risk Impact Stocks? A Study of the French Financial Market,(CAPM) theory argues that each financial asset bears an undiversifiable risk known as systematic or market risk, as introduced by Sharpe (1963, 1964, 1970) and Treynor (1961) among others.. Such a risk can be estimated through a well-diversified portfolio so far as this portfolio presents as low as 作者: pericardium 時間: 2025-3-30 17:35
