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Livros sobre o tema "Portfolio management Australia Econometric models"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 12 de fevereiro de 2022

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1

Clark, Francis Jack, e Francis Jack Clark, eds. Portfolio analysis. 3^a ed. Englewood Cliffs, N.J: Prentice-Hall, 1986.

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2

Brandt, Michael W. Dynamic portfolio selection by augmenting the asset space. Cambridge, MA: National Bureau of Economic Research, 2004.

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3

Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.

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4

Jurek, Jakub W. Optimal value and growth tilts in long-horizon portfolios. Cambridge, Mass: National Bureau of Economic Research, 2006.

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5

Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.

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6

Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.

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7

Dovalee, Dorsett, e Institute of Chartered Financial Analysts. Research Foundation., eds. Time diversification revisited. [Charlottesville, Va.]: Research Foundation of the Institute of Chartered Financial Analysts, 1995.

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8

Liu, Jun. Dynamic asset allocation with event risk. Cambridge, MA: National Bureau of Economic Research, 2002.

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9

Personal sector expenditure and portfolio decisions: An integrated model. Aldershot, Hants, England: Avebury, 1991.

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10

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.

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11

Campbell, John Y. Consumption and portfolio decisions when expected returns are time varying. Cambridge, MA: National Bureau of Economic Research, 1996.

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12

Svensson, Lars E. O. Portfolio choice and asset pricing with nontraded assets. Cambridge, MA: National Bureau of Economic Research, 1988.

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13

Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.

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14

Nielsen, Lars Tyge. Portfolio choice and equilibrium with expected-utility preferences. Fontainebleau: INSEAD, 1992.

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15

Elsinger, Helmut. Arbitrage and optimal portfolio choice with financial constraints. Wien: Oesterreichische Nationalbank, 2001.

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16

Basak, Gopal Krishna. Assessing the risk in sample minimum risk portfolios. Cambridge, Mass: National Bureau of Economic Research, 2004.

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17

Basak, Gopal Krishna. Assessing the risk in sample minimum risk portfolios. Cambridge, MA: National Bureau of Economic Research, 2004.

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18

Goldstein, Itay. An information-based trade off between foreign direct investment and foreign portfolio investment. Cambridge, Mass: National Bureau of Economic Research, 2005.

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19

Goldstein, Itay. An information-based trade off between foreign direct investment and foreign portfolio investment. Cambridge, MA: National Bureau of Economic Research, 2005.

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20

Chan, Louis K. C. On mutual fund investment styles. Cambridge, MA: National Bureau of Economic Research, 1999.

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21

Muñoz, Sònia. Habit formation and persistence in individual assest portfolio holdings: The case of Italy. [Washington, D.C.]: International Monetary Fund, African Dept., 2006.

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22

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.

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23

Mello, Luiz de. Is foreign debt portfolio management efficient in emerging economies? [Washington, D.C.]: International Monetary Fund, Fiscal Affairs Department, 2001.

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24

Pavlova, Anna. Wealth transfers, contagion, and portfolio constraints. Cambridge, MA: National Bureau of Economic Research, 2005.

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25

Pavlova, Anna. Wealth transfers, contagion, and portfolio constraints. Cambridge, Mass: National Bureau of Economic Research, 2005.

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26

Gorton, Gary. Corporate control, portfolio choice, and the decline of banking. Cambridge, Mass: National Bureau of Economic Research, 1992.

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27

Wagner, Niklas F. Tracking des Deutschen Aktienindexes (DAX): Hintergründe und empirische Untersuchung. Lohmar: Josef eul, 1998.

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28

Acharya, Viral V. Should banks be diversified?: Evidence from individual bank loan portfolios. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2002.

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29

Modelling pension fund investment behaviour. London: Routledge, 1992.

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30

Poterba, James M. Household portfolio allocation over the life cycle. Cambridge, MA: National Bureau of Economic Research, 1997.

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31

Stochastic optimization and economic models. Dordrecht: D. Reidel, 1986.

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32

Engel, Charles. Portfolio choice in a monetary open-economy DSGE model. Cambridge, Mass: National Bureau of Economic Research, 2006.

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33

Engel, Charles. Portfolio choice in a monetary open-economy DSGE model. Washington, D.C: International Monetary Fund, Research Dept., 2005.

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34

Pástor, Lubos̆. Comparing asset pricing models: An investment perspective. Cambridge, MA: National Bureau of Economic Research, 1999.

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35

Faruqee, Hamid. The determinants of international portfolio holdings and home bias. Washington, D.C: International Monetary Fund, Research Dept., 2004.

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36

Viciera, Luis M. Optimal portfolio choice for long-horizon investors with nontradable labor income. Cambridge, MA: National Bureau of Economic Research, 1999.

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37

Benigno, Pierpaolo. Portfolio choices with near rational agents: A solution to some international-finance puzzles. Cambridge, MA: National Bureau of Economic Research, 2007.

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38

Benigno, Pierpaolo. Portfolio choices with near rational agents: A solution to some international-finance puzzles. Cambridge, Mass: National Bureau of Economic Research, 2007.

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39

Desai, Mihir A. Taxes and portfolio choice: Evidence from JGTRRA's treatment of international dividends. Cambridge, Mass: National Bureau of Economic Research, 2007.

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40

Chan, Louis K. C. On portfolio optimization: Forecasting covariances and choosing the risk model. Cambridge, MA: National Bureau of Economic Research, 1999.

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41

Jegadeesh, Narasimhan. Profitability of momentum strategies: An evaluation of alternative explanations. Cambridge, MA: National Bureau of Economic Research, 1999.

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42

MacKinlay, Archie Craig. Asset pricing models: Implications for expected returns and portfolio selection. Cambridge, MA: National Bureau of Economic Research, 1999.

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43

Cochrane, John H. Portfolio advice for a multifactor world. Cambridge, MA: National Bureau of Economic Research, 1999.

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44

Lo, Andrew W. Trading volume: Definitions, data analysis, and implications of portfolio theory. Cambridge, MA: National Bureau of Economic Research, 2000.

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45

Campbell, John Y. Who should buy long-term bonds? Cambridge, MA: National Bureau of Economic Research, 1998.

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46

Jansen, W. J. International capital mobility and asset demand: Six empirical studies. [Amsterdam: Thesis Publishers], 1995.

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47

Tesar, Linda L. International equity transactions and U.S. portfolio choice. Cambridge, MA: National Bureau of Economic Research, 1994.

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48

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. Kunming Shi: Yunnan da xue chu ban she, 2006.

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49

Hashem, Pesaran M. Global business cycles and credit risk. Cambridge, MA: National Bureau of Economic Research, 2005.

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50

Hashem, Pesaran M. Global business cycles and credit risk. Cambridge, Mass: National Bureau of Economic Research, 2005.

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