Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Moroz, Vadim"'
Autor:
Moroz, Vadim Vladimir.
Publikováno v:
Online version.
Thesis (Ph.D.)--Northwestern University, 2004.
Source: Dissertation Abstracts International, Volume: 65-05, Section: B, page: 2465. Adviser: Hermann Riecke.
Source: Dissertation Abstracts International, Volume: 65-05, Section: B, page: 2465. Adviser: Hermann Riecke.
Externí odkaz:
http://wwwlib.umi.com/cr/northwestern/fullcit?p3132570
Autor:
Cavaglia, Stefano1, Moroz, Vadim2
Publikováno v:
Financial Analysts Journal. Nov/Dec2002, Vol. 58 Issue 6, p78. 20p.
We investigate the ability of several international asset pricing models to price the returns on 36 FTSE global industry portfolios. The models are the international capital asset pricing model (ICAPM) the ICAPM with exchange risks, and global two-fa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e1217dce1c00da1ea7d6b669dd6454cc
http://www.nber.org/papers/w9344.pdf
http://www.nber.org/papers/w9344.pdf
We investigate the ability of several international asset pricing models to price the returns on 36 FTSE global industry portfolios. The models are the international capital asset pricing model (ICAPM) the ICAPM with exchange risks, and global two-fa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d83dba87d609073ebaf26fcfdf574b2
https://doi.org/10.3386/w9344
https://doi.org/10.3386/w9344
Publikováno v:
Journal of Portfolio Management; Spring2004, Vol. 30 Issue 3, p88-94, 7p
Publikováno v:
Risk. Sep2002, Vol. 15 Issue 9, Risk management for... pS24-S25. 2p.
Publikováno v:
CFA Digest. Nov2004, Vol. 34 Issue 4, p50-51. 2p.