Zobrazeno 1 - 10
of 98
pro vyhledávání: '"asset portfolios"'
Autor:
Jiahua Xu
Publikováno v:
International Journal for Re-Views in Empirical Economics, Vol 3, Iss 2019-6, Pp 1-20 (2019)
This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations
Externí odkaz:
https://doaj.org/article/51f351d27d14411a8c0d50f24558d6d8
Akademický článek
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Autor:
West, Tracey, Worthington, Andrew
Publikováno v:
Studies in Economics and Finance, 2019, Vol. 36, Issue 3, pp. 334-347.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-11-2017-0318
Autor:
Swan, Peter J.1
Publikováno v:
Wall Street Transcript. 1/26/2009, Vol. 183 Issue 4, p67-78. 12p. 1 Black and White Photograph, 4 Graphs.
Autor:
P. S.
Publikováno v:
Wall Street Transcript. 9/26/2005, Vol. 169 Issue 13, p109-112. 4p. 3 Graphs.
Autor:
Hahn, Karin, Backlund, Axel
We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. As many as
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337184
Akademický článek
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Autor:
Pieter G. Vosloo, Paul Styger
Publikováno v:
Journal of Economic and Financial Sciences, Vol 3, Iss 2, Pp 171-188 (2009)
Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirement
Externí odkaz:
https://doaj.org/article/64391fc4c88f4e22b83bad9a0aacf78e
Autor:
Lin, Yu-Cheng
Asia-Pacific Real Estate Investment Trusts (REITs) have become a significant listed property sector in the international property investment space. One of the prominent attributes of Asia-Pacific REITs is that sector-specific REITs have played a prev
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b6d387cd9f4a9f6d1909cbfcd0dfa8c
Autor:
Christopher S. Adam
This paper provides a set of benchmark estimates of the private sector's income and price elasticities of demand for the asset market components of this class of AGE models calibrated for low-income developing economies. The results presented in this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::09c02b349032638ebdda009194db3a9d
https://ora.ox.ac.uk/objects/uuid:050740be-a875-4e67-a5b5-597465f1b2cf
https://ora.ox.ac.uk/objects/uuid:050740be-a875-4e67-a5b5-597465f1b2cf