Zobrazeno 1 - 10 of 18 pro vyhledávání: '"Douglas R. Kahl"'
1
Fiduciary and legal considerations for student-managed investment funds
Autor: Suzanne Gradisher, John M. Clinebell, Douglas R. Kahl, Jerry L. Stevens
Publikováno v: Journal of Education for Business. 91:83-89
Student-managed investment funds are popular forms of experiential learning in business schools and finance departments. The investment management experience is a real world activity and the structure of the fund may also introduce real world fiducia
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::30d51b2812f8206274c814f4a07c69aa
https://doi.org/10.1080/08832323.2015.1122564
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3
Ex ante performance from ex post models of global equity market correlations
Autor: Douglas R. Kahl, Jerry L. Stevens
Publikováno v: Global Finance Journal. 20:248-259
Analysis of ex post returns reveals the time series properties of correlations, but ex ante correlations are required for efficient diversification. We find that a time-varying parameter model offers the best fit to ex post global equity market corre
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e871300c3569fd50f19a1eb9e91795e5
https://doi.org/10.1016/j.gfj.2009.08.002
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4
Integration of LIBOR and Treasury bill yields over different monetary regimes
Autor: Douglas R. Kahl, Jerry L. Stevens, John M. Clinebell
Publikováno v: Global Finance Journal. 11:17-30
In this paper, tests are conducted for cointegration and Granger-causality relationships between monthly yields on 90-day maturities for London Interbank Borrowing Rate (LIBOR) and Treasury bills (T-bills). Unlike prior studies, there is no evidence
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dac41d4e839c1ab4a069f6f13511aac4
https://doi.org/10.1016/s1044-0283(00)00012-0
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5
The challenges and opportunities of student-managed investment funds at metropolitan universities
Autor: Douglas R. Kahl
Publikováno v: Financial Services Review. 6:197-200
The number of student-managed investment funds has grown rapidly in recent years. In the four decades since the first student-managed investment fund was established at Gannon University, the number of such funds has grown at a rate of less than one
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::37b2a11db58c1fbddee440622c827f13
https://doi.org/10.1016/s1057-0810(97)90013-5
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7
TIME-SERIES PROPERTIES OF THE EQUITY RISK PREMIUM
Autor: Douglas R. Kahl, John M. Clinebell, Jerry L. Stevens
Publikováno v: Journal of Financial Research. 17:105-116
In this paper we use time-series models to investigate the presence of autoregression, random variation, and random walk movements of historic equity risk premiums. An autoregressive risk premium is found for 1926–58, but random variation around a
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::7d525b17b107f3738f79e5fdea742699
https://doi.org/10.1111/j.1475-6803.1994.tb00177.x
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8
FORECASTING THE TREASURY BILL RATE: A TIME-VARYING COEFFICIENT APPROACH
Autor: Douglas R. Kahl, Thomas C. Chiang
Publikováno v: Journal of Financial Research. 14:327-336
In this paper a time-varying coefficient model is developed using a Kalman filter methodology to test the term structure of interest rates. Since the model is characterized by continuing revision of the estimates when new information arrives, it is c
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fd45e38b1a37b3b13d3eb27e77d910d1
https://doi.org/10.1111/j.1475-6803.1991.tb00670.x
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