Search Results - subject:"Asset class"

How do macro-financial factors influence asset classes’ performance? : an empirical analysis

Di Bonaventura, Luca; Morini, Riccardo - 2024

Persistent link: https://www.econbiz.de/10015097572

Asset class liquidity risk indicators : timing the risk in the European and US equity and bond markets

Coppola, Anna; Urga, Giovanni; Varaldo, Alessandro - 2024

Persistent link: https://www.econbiz.de/10015123840

Allocating the tracking error for the multi-asset-class fund by reconciling bottom-up model with top-down model

Sermsakskul, Korkiat; Suchintabandid, Sira - In: International journal of financial engineering 10 (2023) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10014251251

Asset class liquidity risk indicators : timing the risk in the European and US equity and bond markets

Coppola, Anna; Urga, Giovanni; Varaldo, Alessandro - In: Journal of financial stability 76 (2025), pp. 1-31

Persistent link: https://www.econbiz.de/10015323922

Asset allocation efficiency from dynamic and static strategies in underfunded pension funds

Park, Chunsuk; Kim, Dong-soon; Lee, Kaun Y. - In: Journal of derivatives and quantitative studies : … 30 (2022) 1, pp. 2-22

This study attempts to conduct a comparative analysis between dynamic and static asset allocation to achieve the long-term target return on asset liability management (ALM). This study conducts asset allocation using the ex ante expected rate of return through the outlook of future economic...

Persistent link: https://www.econbiz.de/10012887251

Wine as an investment

Jacobsen, Joyce P. - In: Themes in alternative investments, (pp. 89-99). 2024

Persistent link: https://www.econbiz.de/10014636845

Investidores institucionais e o financiamento da infraestrutura - uma estimativa do volume de recurso em potencial para o Brasil

Rocha, Katia - 2021

volume by at least 50%; ii) increasing of 2% to 3% in portfolio allocation to infrastructure asset class for the next decade …

Persistent link: https://www.econbiz.de/10012616542

Investidores institucionais e o financiamento da infraestrutura - uma estimativa do volume de recurso em potencial para o Brasil

Rocha, Katia - 2021

volume by at least 50%; ii) increasing of 2% to 3% in portfolio allocation to infrastructure asset class for the next decade …

Persistent link: https://www.econbiz.de/10012510795

Winter Saeculum

Mihalina, Emil; Krivicic, Ivan; Antunovic, Tihomir - In: UTMS Journal of Economics 8 (2017) 1, pp. 39-52

selected asset class markets developments for period ahead based on Saeculum theory. Use of term Secular describes a specific … portfolio rebalancing and timing of specific investment positions within a particular asset class market. Current stage in cycle …

Persistent link: https://www.econbiz.de/10011787195

Winter Saeculum

Mihalina, Emil; Krivicic, Ivan; Antunovic, Tihomir - In: UTMS journal of economics / University of Tourism and … 8 (2017) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10011644034