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Thematische Bibliographien / Asset-based model / Bücher

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Bücher zum Thema „Asset-based model“

Autor: Grafiati

Veröffentlicht am 4. Juni 2021

Zuletzt aktualisiert am 20. Februar 2023

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1

Holmstrm̲, Bengt. A liquidity based asset pricing model. Cambridge, Mass: Massachusetts Institute of Technology, 1998.

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2

Holmström, Bengt. LAPM: A liquidity-based asset pricing model. Cambridge, MA: National Bureau of Economic Research, 1998.

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3

Holmstrm̲, Bengt. LAPM: A liquidity-based asset pricing model. Cambridge, Mass: MIT, Dept. of Economics, 2000.

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4

Chen, Xiaohong. Land of addicts?: An empirical investigation of habit-based asset pricing behavior. Cambridge, MA: National Bureau of Economic Research, 2004.

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5

Campbell, John Y. Explaining the poor performance of consumption-based asset pricing models. Cambridge, MA: National Bureau of Economic Research, 1999.

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6

Cochrane, John H. A cross-sectional test of a production-based asset pricing model. Cambridge, MA: National Bureau of Economic Research, 1992.

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7

Roy, Amlan. Multicountry comparisons of the consumption based capital asset pricing model: Germany, Japan and USA. London: London School of Economics, Financial Markets Group, 1995.

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8

Barr, David. A data-based simulation model of the financial asset decisions of UK, 'other' financial intermediaries. London: Bank of England, Economics Division, 1990.

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9

Heaton, John. The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model. Cambridge, Mass: Sloan School of Management, Massachusetts Institute of Technology, 1992.

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10

Gorton, Gary. Agency-based asset pricing. Cambridge, Mass: National Bureau of Economic Research, 2006.

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11

Cochrane, John H. Production based asset pricing. Cambridge, MA: National Bureau of Economic Research, 1988.

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12

Brock, William A. Liquidity constraints in production based asset pricing models. Cambridge, MA: National Bureau of Economic Research, 1989.

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13

Richardson, Matthew. Drawing inferences from statistics based on multi-year asset returns. Cambridge, MA: National Bureau of Economic Research, 1990.

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14

Chen, Xiaohong. Land of addicts?: An empirical investigation of habit-based asset pricing behavior. Cambridge, Mass: National Bureau of Economic Research, 2004.

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15

Zheng, Harry. The duration derby: A comparison of duration based strategies in asset liability management. Southampton: University of Southampton, School of Management, 2001.

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16

Galindo, Arturo J. Second thoughts on second moments: Panel evidence on asset-based models of currency crises. Washington, DC: World Bank, Latin America and the Caribbean Region, Poverty Reduction and Economic Management Unit, 1998.

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17

Strategic asset allocation in fixed-income markets: A MATLAB-based user's guide. Hoboken, NJ: Wiley, 2008.

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18

Cochrane, John H. Using production based asset pricing to explain the behavior of stock returns over the business cycle. Cambridge, MA: National Bureau of Economic Research, 1989.

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19

Romero, Andrea, und Iliana Reyes. Advancing Educational Equity for Students of Mexican Descent: Creating an Asset-Based Bicultural Continuum Model. Taylor & Francis Group, 2022.

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20

Romero, Andrea, und Iliana Reyes. Advancing Educational Equity for Students of Mexican Descent: Creating an Asset-Based Bicultural Continuum Model. Taylor & Francis Group, 2022.

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21

Romero, Andrea, und Iliana Reyes. Advancing Educational Equity for Students of Mexican Descent: Creating an Asset-Based Bicultural Continuum Model. Taylor & Francis Group, 2022.

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22

Romero, Andrea J., und Iliana Reyes. Advancing Educational Equity for Students of Mexican Descent: Creating an Asset-Based Bicultural Continuum Model. Routledge, 2022.

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23

Banal-Estanol, Albert, Enrique Benito und Dmitry Khametshin. Asset Encumbrance and CDS Premia of European Banks. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198815815.003.0021.

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Asset encumbrance refers to the existence of bank balance sheet assets being subject to arrangements that restrict the bank’s ability to freely transfer or realize them. Asset encumbrance has recently become a much discussed subject and policymakers have been actively addressing what some consider to be excessive levels of asset encumbrance. Despite its importance, the phenomenon of asset encumbrance remains poorly understood. We build a novel data set of asset encumbrance metrics based on information provided in the banks’ public disclosures for the very first time throughout 2015. We provide descriptive evidence of asset encumbrance levels by country, credit quality, size, and business model, using different encumbrance metrics. Our empirical results point to the existence of an association between CDS premia and asset encumbrance that is negative, not positive. That is, on average, encumbrance is perceived to be beneficial. Still, certain bank-level variables play a mediating role in this relationship. For banks that have high exposures to the central bank, high leverage ratios, and/or are located in southern Europe, asset encumbrance is less beneficial and could even be detrimental in absolute terms.

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24

Allen, Edward R. Evaluating consumption-based models of asset pricing. 1992.

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25

May, Peter J. Art and Collectibles for Wealth Management. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190269999.003.0023.

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This chapter examines different psychological biases pertinent to collecting art and other items, which are part of every client’s world to some degree. Wealth management has a tradition of management by silo, each guided by its own revenue stream. Yet, the chapter shows how financial advisors can incorporate a client’s interest in and further purchasing of art as an asset with long-term value increases. This is especially applicable to a changing world where art is available and traded globally. With the proliferation of social media and web-based resources, art and collectibles are now more accessible as an asset class option. Wealth management must adjust its client service model to leverage the informational commodity of art and incorporate it into wealth management.

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26

Aye, Goodness C., Laurence Harris und Junior T. Chiweza. Monetary policy and wealth inequality in South Africa: Evidence from tax administrative data. UNU-WIDER, 2020. http://dx.doi.org/10.35188/unu-wider/2020/931-0.

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This paper examines the relationship between monetary policy and wealth inequality in South Africa. We employed a unique database of tax administrative data which allowed us to account for individual heterogeneity. These tax data span from 2011 to 2017 and include over 3 million individual taxpayers in South Africa after data cleaning. Results based on fixed- and random-effects panel model estimates show that monetary policy generally increases wealth Gini inequality while it decreases the wealth 90–10 percentile differential. Increasing asset prices and gross domestic product per capita generally increases wealth inequality, while inflation reduces wealth inequality. The effect of age on wealth distribution varies depending on whether a fixed- or random-effects panel model is considered. Based on the estimates and observed data, being male tends to increase wealth inequality.

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27

Maloney, William F., und Arturo J. Galindo. Second Thoughts on Second Moments: Panel Evidence on Asset-Based Models of Currency Crises. The World Bank, 1999. http://dx.doi.org/10.1596/1813-9450-1939.

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28

Nyholm, Ken. Strategic Asset Allocation in Fixed Income Markets: A Matlab Based User's Guide. Wiley & Sons, Limited, John, 2015.

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29

Wallick, Daniel W., Daniel B. Berkowitz, Andrew S. Clarke, Kevin J. DiCiurcio und Kimberly A. Stockton. Getting More from Less in Defined Benefit Plans. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198827443.003.0004.

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As global interest rates hover near historic lows, defined benefit pension plan sponsors must grapple with the prospect of lower investment returns. We examine three levers that can enhance portfolio outcomes in a low-return world: increased contributions; reduced investment costs; and increased portfolio risk. We use portfolio simulations based on a stochastic asset class forecasting model to evaluate each lever according to two criteria: the magnitude of impact and the certainty that this impact will be realized. We show that increased contributions have the greatest and most certain impact. Reduced costs have a more modest, but equally certain impact. Increased risk can deliver a significant impact, but with the least certainty.

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30

Bruno, Brunella, Giacomo Nocera und Andrea Resti. Are Risk-Based Capital Requirements Detrimental to Corporate Lending? Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198815815.003.0019.

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In this chapter, we summarize the main results of a recent empirical research concerning European banks. We first explore the main drivers of the differences in risk-weighted assets (RWAs) across a sample of fifty large European banking groups. We then assess the impact of RWA-based capital regulations on those banks’ asset allocations in 2008–14. We find that risk weights are affected by bank size, business models, and asset mix. We also find that the adoption of internal ratings-based (IRB) approaches is an important driver of RWAs and that national segmentations explain a significant (albeit decreasing) share of the variability in risk weights. As for the impact of internal ratings on banks’ asset allocation in 2008–14, we uncover that banks using IRB approaches more extensively have reduced more (or increased less) their corporate loan portfolio. This effect is somewhat stronger for banks located in Eurozone periphery countries during the 2010–12 sovereign crisis. We do not find evidence, however, of internal models producing a reallocation from corporate loans to government exposures, suggesting that other motives prevailed in driving banks towards sovereign bonds during the Eurozone sovereign crisis, including the so-called ‘financial repression’ channel.

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