Empirical Perspectives on National Index Funds
Author : Ishac Diwan
Publisher : World Bank Publications
Page : 55 pages
File Size : 28,56 MB
Release : 1993
Category : Capital
ISBN :
Author : Ishac Diwan
Publisher : World Bank Publications
Page : 55 pages
File Size : 28,56 MB
Release : 1993
Category : Capital
ISBN :
Author : Stijn Claessens
Publisher : World Bank Publications
Page : 31 pages
File Size : 45,22 MB
Release : 1993
Category : Flujo de capitales - Paises en desarrollo
ISBN :
Author : Sohnke M. Bartram and Gunter Dufey
Publisher :
Page : 123 pages
File Size : 35,51 MB
Release : 2001
Category :
ISBN :
Author :
Publisher : World Bank Publications
Page : 52 pages
File Size : 12,47 MB
Release : 1993
Category : Comercio - Japon
ISBN :
The apparent shift of Japan's foreign direct investment from higher- income host countries (such as the United States) toward Asian developing countries (such as China) may create opportunities for sustained growth in these lower income economies. This shift seems to be part of a strategic reorientation that will gradually reduce Japanese dependence on the United States while Japan explores intra- Asian opportunities.
Author : B. H. Kinsey
Publisher : World Bank Publications
Page : 46 pages
File Size : 42,78 MB
Release : 1993
Category : Human settlements
ISBN :
Author : Wayne Ferson
Publisher : MIT Press
Page : 497 pages
File Size : 44,79 MB
Release : 2019-03-12
Category : Business & Economics
ISBN : 0262039370
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author :
Publisher :
Page : 140 pages
File Size : 25,91 MB
Release : 1995
Category : Finance
ISBN :
Author : Stijn Claessens (red.)
Publisher : Washington, D.C. : World Bank
Page : 516 pages
File Size : 22,34 MB
Release : 1993
Category : Business & Economics
ISBN :
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
Page : 168 pages
File Size : 34,11 MB
Release : 2000-01-01
Category : Business & Economics
ISBN : 1451974582
This paper discusses the origins of the pyramid schemes and the way the authorities handled them. The paper analyzes the economic effects of the pyramid schemes, concluding that despite the descent into anarchy triggered by the schemes’ collapse, their direct effects on the economy are difficult to specify and appear to have been limited. The paper also argues that prevention of pyramid schemes is better than cure and that government and international financial institutions should be vigilant in clamping down on frauds.
Author :
Publisher :
Page : 368 pages
File Size : 37,87 MB
Release : 1994-08-26
Category : Economics
ISBN :