標(biāo)題: Titlebook: Global Risk Premia on International Investments; Peter Oertmann Textbook 1997 Springer Fachmedien Wiesbaden 1997 Arbitragepreistheorie.Ass [打印本頁(yè)] 作者: 氣泡 時(shí)間: 2025-3-21 19:41
書(shū)目名稱Global Risk Premia on International Investments影響因子(影響力)
書(shū)目名稱Global Risk Premia on International Investments影響因子(影響力)學(xué)科排名
書(shū)目名稱Global Risk Premia on International Investments網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Global Risk Premia on International Investments網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Global Risk Premia on International Investments被引頻次
書(shū)目名稱Global Risk Premia on International Investments被引頻次學(xué)科排名
書(shū)目名稱Global Risk Premia on International Investments年度引用
書(shū)目名稱Global Risk Premia on International Investments年度引用學(xué)科排名
書(shū)目名稱Global Risk Premia on International Investments讀者反饋
書(shū)目名稱Global Risk Premia on International Investments讀者反饋學(xué)科排名
作者: Lacerate 時(shí)間: 2025-3-21 22:59 作者: cylinder 時(shí)間: 2025-3-22 02:34
Introduction,world market grew moderately from 22 per cent to around 26 per cent. The Japanese stock market, most notably, contributed to the rapid growth of global equity capitalization; this country’s world market share increased from about 13 per cent in the mid-seventies to 27 per cent in March 1995. In rece作者: 軟膏 時(shí)間: 2025-3-22 07:59 作者: ANNUL 時(shí)間: 2025-3-22 10:27
Introduction,ional markets have grown considerably in size. In terms of U.S. dollars, the capitalization of the world stock market increased from approximately 890 billion at the end of 1974 to over 13′200 billion in March 1995. Likewise, the nominal value of debt outstanding on international bond markets expand作者: Arb853 時(shí)間: 2025-3-22 16:29
The structure of beta pricing models,eory of finance includes the following notion: the expected return of any asset is simply related to the systematic risk of the asset’s period-by-period return. Then, cross-sectional differences in regard to long-term expected returns in the capital markets are entirely explained by differences in t作者: Arb853 時(shí)間: 2025-3-22 20:07
Beta pricing in an international environment,tream theories of beta pricing discussed in Chapter 2, namely the single-beta CAPM, the APT, and the multi-beta ICAPM, can be extended to international pricing relationships on principle. However, such extensions require assumptions on the behavior of exchange rates for currencies, and the consumpti作者: AGGER 時(shí)間: 2025-3-22 23:25
Empirical design,beta pricing models can be applied straightforwardly for an empirical assessment of the research questions addressed in this work. Recall that the major intention of my thesis is to explore the global forces affecting the evolution of asset prices over time as well as the long-term expected returns 作者: 補(bǔ)充 時(shí)間: 2025-3-23 02:25
Characteristics of the input data,rest rates, interest rate spreads, exchange rates, and commodity prices. All data series are taken from the Datastream database, which is available at the Swiss Institute of Banking and Finance at the University of St.Gallen.. This chapter provides comprehensive information on the original sources o作者: alcoholism 時(shí)間: 2025-3-23 09:07 作者: stress-test 時(shí)間: 2025-3-23 10:36
Exploring the time-variation of expected returns on international markets,t important findings: There exist some global economic factors which significantly move asset prices worldwide. The return on the world market portfolio, shifts in global long term-interest rates, and the change in the external value of the numeraire currency, the Swiss franc, have an impact on both作者: 瑣碎 時(shí)間: 2025-3-23 17:55
On contributions and practical implications of this study,ucture as well as the time-evolution of returns and expected returns on international markets. The examination includes monthly data of seventeen stock markets and eight bond markets over the period from February 1982 to February 1995. Returns are denominated in Swiss francs. To explore the global t作者: Anguish 時(shí)間: 2025-3-23 20:36 作者: Deadpan 時(shí)間: 2025-3-24 01:37 作者: 女上癮 時(shí)間: 2025-3-24 02:42 作者: Muffle 時(shí)間: 2025-3-24 10:09
https://doi.org/10.1057/9780230596504beta pricing models can be applied straightforwardly for an empirical assessment of the research questions addressed in this work. Recall that the major intention of my thesis is to explore the global forces affecting the evolution of asset prices over time as well as the long-term expected returns 作者: Onerous 時(shí)間: 2025-3-24 11:20
https://doi.org/10.1057/9781137488459rest rates, interest rate spreads, exchange rates, and commodity prices. All data series are taken from the Datastream database, which is available at the Swiss Institute of Banking and Finance at the University of St.Gallen.. This chapter provides comprehensive information on the original sources o作者: Lineage 時(shí)間: 2025-3-24 15:02 作者: verdict 時(shí)間: 2025-3-24 19:14 作者: Inculcate 時(shí)間: 2025-3-25 01:05 作者: ATRIA 時(shí)間: 2025-3-25 04:00 作者: 范例 時(shí)間: 2025-3-25 10:56
Empirical design,on international stock and bond markets. The present chapter provides the link between the theoretical considerations on beta pricing supplied in Chapter 2 as well as Chapter 3 and the empirical analysis constituting the second main part of this work.作者: ineluctable 時(shí)間: 2025-3-25 11:55
Textbook 1997ck and bond markets. To successfully control the risk of globally diversified portfolios, asset managers need to have a distinct understanding of the forces influencing the returns on international financial markets. Peter Oertmann provides empirical evidence on the cross-sectional structure as well作者: 網(wǎng)絡(luò)添麻煩 時(shí)間: 2025-3-25 16:50
Zoos in Europe and World War II,eeded to measure the risk of an investment. Moreover, a functional relationship between risk and expected return has to be specified. The appropriate measuring of risk as well as the modeling of the risk-return trade-off can be derived from some fundamental principles of valuation.作者: 擴(kuò)音器 時(shí)間: 2025-3-25 20:52
https://doi.org/10.1057/9780230274242-specific consumption and investment opportunities imply that investors from different countries perceive asset returns differently. One of the central issues in international valuation theory is to examine how these differences affect the investors’ portfolio holdings and the expected returns of assets in a certain numeraire currency.作者: 美色花錢(qián) 時(shí)間: 2025-3-26 01:40
Nursing Perspectives in Bioethicsrpose of the examination documented in this chapter is to explore whether some of the seven predetermined global risk factors can explain a portion of the comovement among international market returns.作者: MANIA 時(shí)間: 2025-3-26 05:59
,Abschlie?ende Betrachtung und Ausblick,affect their average returns in the spirit of beta pricing theory. However, sub-period estimation results strongly indicate that the rewards global investors can expect for bearing such risks vary considerably over time.作者: biopsy 時(shí)間: 2025-3-26 09:55
,Berichte von Alfred Mathias Peter Hürter,conditional as well as conditional beta pricing models. All in all, plenty of facts and manifold notions are provided on the risks, returns, and expected returns of investing capital on global markets.作者: 單調(diào)女 時(shí)間: 2025-3-26 14:20 作者: debble 時(shí)間: 2025-3-26 20:38
Beta pricing in an international environment,-specific consumption and investment opportunities imply that investors from different countries perceive asset returns differently. One of the central issues in international valuation theory is to examine how these differences affect the investors’ portfolio holdings and the expected returns of assets in a certain numeraire currency.作者: 起波瀾 時(shí)間: 2025-3-27 00:14
Global factors affecting the returns on international markets,rpose of the examination documented in this chapter is to explore whether some of the seven predetermined global risk factors can explain a portion of the comovement among international market returns.作者: 收藏品 時(shí)間: 2025-3-27 03:12 作者: buoyant 時(shí)間: 2025-3-27 08:56 作者: 有罪 時(shí)間: 2025-3-27 10:28
Textbook 1997 pricing models, the author identifies global economic factors that affect the performance of international investments. The analysis reveals an association between global indicators of current and future economic health and the evolution of risk premia associated with these factors.作者: 含鐵 時(shí)間: 2025-3-27 14:35 作者: Panacea 時(shí)間: 2025-3-27 21:50 作者: CUB 時(shí)間: 2025-3-28 01:34
tional stock and bond markets. To successfully control the risk of globally diversified portfolios, asset managers need to have a distinct understanding of the forces influencing the returns on international financial markets. Peter Oertmann provides empirical evidence on the cross-sectional structu作者: Gudgeon 時(shí)間: 2025-3-28 03:32
https://doi.org/10.1057/9781137488459 the Swiss Institute of Banking and Finance at the University of St.Gallen.. This chapter provides comprehensive information on the original sources of this data. In addition, the construction principles of the times-series used in the study are explained and their statistical properties are examined.作者: Kinetic 時(shí)間: 2025-3-28 06:54
Sorin Bastea,Laurence E. Fried of Landscape Agronomy was developed to integrate assessment and monitoring beyond the farm level and across multiple temporal and spatial scales. In this chapter, we evaluate the relevance of the Landscape Agronomy conceptual model by analysing three issues of integrated governance and public actio作者: Judicious 時(shí)間: 2025-3-28 13:40
HTML5 and JavaScript Essentials,Schwerpunkt bei den folgenden übungen liegt also nicht mehr in der Funktionsbeschreibung, sondern in der selbstst?ndigen L?sungsfindung. Mit den folgenden Beispielen wird die Arbeitsumgebung Sheetmetal noch einmal intensiviert.
