Bücher zum Thema „Portfolio management Australia Econometric models“
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Alexander, Gordon J. Portfolio analysis. 3. Aufl. Englewood Cliffs, N.J: Prentice-Hall, 1986.
Brandt, Michael W. Dynamic portfolio selection by augmenting the asset space. Cambridge, MA: National Bureau of Economic Research, 2004.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Jurek, Jakub W. Optimal value and growth tilts in long-horizon portfolios. Cambridge, Mass: National Bureau of Economic Research, 2006.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Reichenstein, William R. Time diversification revisited. [Charlottesville, Va.]: Research Foundation of the Institute of Chartered Financial Analysts, 1995.
Liu, Jun. Dynamic asset allocation with event risk. Cambridge, MA: National Bureau of Economic Research, 2002.
Buckle, M. J. Personal sector expenditure and portfolio decisions: An integrated model. Aldershot, Hants, England: Avebury, 1991.
Satchell, Stephen E. A demystification of the Black-Littermann model: Managing quantitative and traditional portfolio construction. Cambridge: Judge Institute of Management Studies, University of Cambridge, 1997.
Campbell, John Y. Consumption and portfolio decisions when expected returns are time varying. Cambridge, MA: National Bureau of Economic Research, 1996.
Svensson, Lars E. O. Portfolio choice and asset pricing with nontraded assets. Cambridge, MA: National Bureau of Economic Research, 1988.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Nielsen, Lars Tyge. Portfolio choice and equilibrium with expected-utility preferences. Fontainebleau: INSEAD, 1992.
Elsinger, Helmut. Arbitrage and optimal portfolio choice with financial constraints. Wien: Oesterreichische Nationalbank, 2001.
Basak, Gopal Krishna. Assessing the risk in sample minimum risk portfolios. Cambridge, Mass: National Bureau of Economic Research, 2004.
Basak, Gopal Krishna. Assessing the risk in sample minimum risk portfolios. Cambridge, MA: National Bureau of Economic Research, 2004.
Goldstein, Itay. An information-based trade off between foreign direct investment and foreign portfolio investment. Cambridge, Mass: National Bureau of Economic Research, 2005.
Goldstein, Itay. An information-based trade off between foreign direct investment and foreign portfolio investment. Cambridge, MA: National Bureau of Economic Research, 2005.
Chan, Louis K. C. On mutual fund investment styles. Cambridge, MA: National Bureau of Economic Research, 1999.
Muñoz, Sònia. Habit formation and persistence in individual assest portfolio holdings: The case of Italy. [Washington, D.C.]: International Monetary Fund, African Dept., 2006.
Brunnermeier, Markus Konrad. Do wealth fluctuations generate time-varying risk aversion?: Micro-evidence on individuals' asset allocation. Cambridge, Mass: National Bureau of Economic Research, 2006.
Mello, Luiz de. Is foreign debt portfolio management efficient in emerging economies? [Washington, D.C.]: International Monetary Fund, Fiscal Affairs Department, 2001.
Pavlova, Anna. Wealth transfers, contagion, and portfolio constraints. Cambridge, MA: National Bureau of Economic Research, 2005.
Pavlova, Anna. Wealth transfers, contagion, and portfolio constraints. Cambridge, Mass: National Bureau of Economic Research, 2005.
Gorton, Gary. Corporate control, portfolio choice, and the decline of banking. Cambridge, Mass: National Bureau of Economic Research, 1992.
Wagner, Niklas F. Tracking des Deutschen Aktienindexes (DAX): Hintergründe und empirische Untersuchung. Lohmar: Josef eul, 1998.
Acharya, Viral V. Should banks be diversified?: Evidence from individual bank loan portfolios. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2002.
Blake, David. Modelling pension fund investment behaviour. London: Routledge, 1992.
Poterba, James M. Household portfolio allocation over the life cycle. Cambridge, MA: National Bureau of Economic Research, 1997.
Sengupta, Jatikumar. Stochastic optimization and economic models. Dordrecht: D. Reidel, 1986.
Engel, Charles. Portfolio choice in a monetary open-economy DSGE model. Cambridge, Mass: National Bureau of Economic Research, 2006.
Engel, Charles. Portfolio choice in a monetary open-economy DSGE model. Washington, D.C: International Monetary Fund, Research Dept., 2005.
Pástor, Lubos̆. Comparing asset pricing models: An investment perspective. Cambridge, MA: National Bureau of Economic Research, 1999.
Faruqee, Hamid. The determinants of international portfolio holdings and home bias. Washington, D.C: International Monetary Fund, Research Dept., 2004.
Viciera, Luis M. Optimal portfolio choice for long-horizon investors with nontradable labor income. Cambridge, MA: National Bureau of Economic Research, 1999.
Benigno, Pierpaolo. Portfolio choices with near rational agents: A solution to some international-finance puzzles. Cambridge, MA: National Bureau of Economic Research, 2007.
Benigno, Pierpaolo. Portfolio choices with near rational agents: A solution to some international-finance puzzles. Cambridge, Mass: National Bureau of Economic Research, 2007.
Desai, Mihir A. Taxes and portfolio choice: Evidence from JGTRRA's treatment of international dividends. Cambridge, Mass: National Bureau of Economic Research, 2007.
Chan, Louis K. C. On portfolio optimization: Forecasting covariances and choosing the risk model. Cambridge, MA: National Bureau of Economic Research, 1999.
Jegadeesh, Narasimhan. Profitability of momentum strategies: An evaluation of alternative explanations. Cambridge, MA: National Bureau of Economic Research, 1999.
MacKinlay, Archie Craig. Asset pricing models: Implications for expected returns and portfolio selection. Cambridge, MA: National Bureau of Economic Research, 1999.
Cochrane, John H. Portfolio advice for a multifactor world. Cambridge, MA: National Bureau of Economic Research, 1999.
Lo, Andrew W. Trading volume: Definitions, data analysis, and implications of portfolio theory. Cambridge, MA: National Bureau of Economic Research, 2000.
Campbell, John Y. Who should buy long-term bonds? Cambridge, MA: National Bureau of Economic Research, 1998.
Jansen, W. J. International capital mobility and asset demand: Six empirical studies. [Amsterdam: Thesis Publishers], 1995.
Tesar, Linda L. International equity transactions and U.S. portfolio choice. Cambridge, MA: National Bureau of Economic Research, 1994.
Tian, Cunzhi. Yang lao jin tou zi yu jing ji zeng zhang: Li lun he shi zheng yan jiu = The link between pension-fund investment and economic growth : a theoretical and empirical study based on China. 8. Aufl. Kunming Shi: Yunnan da xue chu ban she, 2006.
Hashem, Pesaran M. Global business cycles and credit risk. Cambridge, MA: National Bureau of Economic Research, 2005.
Hashem, Pesaran M. Global business cycles and credit risk. Cambridge, Mass: National Bureau of Economic Research, 2005.