Search Results - subject:"Relative value"

On the determinants of pairs trading profitability

Jacobs, Heiko; Weber, Martin - In: Journal of Financial Markets 23 (2015) C, pp. 75-97

We perform a large-scale empirical analysis of pairs trading, a popular relative-value arbitrage approach. We start …

Persistent link: https://www.econbiz.de/10011263886

On the determinants of pairs trading profitability

Jacobs, Heiko; Weber, Martin - In: Journal of financial markets 23 (2015), pp. 75-97

Persistent link: https://www.econbiz.de/10011377498

Asset Management in Volatile Markets

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - 2008

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...

Persistent link: https://www.econbiz.de/10011689936

Electronic medical records and physician productivity : evidence from panel data analysis

Bhargava, Hemant K.; Mishra, Abhay Nath - In: Management science : journal of the Institute for … 60 (2014) 10, pp. 2543-2562

Persistent link: https://www.econbiz.de/10010461864

Using Choice Experiments to Measure Relative Values of Statistical Lives: Evidence from Bangladesh

Mahmud, Minhaj - Centre for Economic Research, School of Economics and … - 2006

described by an individual social welfare function, we explore the relative value of statistical life using survey data from … differences in the values of statistical lives related to age. We find that the relative value decreases strongly with age and …

Persistent link: https://www.econbiz.de/10005636066

AGE PREFERENCES FOR LIFE-SAVING PROGRAMS: USING CHOICE MODELING TO MEASURE THE RELATIVE VALUES OF STATISTICAL LIFE

PALANCA-TAN, ROSALINA - In: The Singapore Economic Review (SER) 58 (2013) 02, pp. 1350008-1

This study employed the survey-based choice modeling (CM) approach to determine people's age preferences for life-saving programs in Metro Manila, Philippines. Two social welfare models — social welfare as a function of the number of lives saved in each of the age groups (Model 1) and social...

Persistent link: https://www.econbiz.de/10010882993

Age preferences for life-saving programs : using choice modeling to measure the relative values of statistical life

Palanca-Tan, Rosalina - In: The Singapore economic review : journal of the Economic … 58 (2013) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10009792187

Relative value‐relevance of accounting measures based on Chinese Accounting Standards and International Financial Reporting Standards

Chamisa, Eddie; Mangena, Musa; Ye, Guanlan - In: Journal of Accounting in Emerging Economies 2 (2012) 2, pp. 162-187

Purpose – The purpose of this paper is to investigate the relative value relevance of accounting measures based on …‐share and B‐share prices. The J‐test was employed to determine the relative value relevance of the information based on the two …

Persistent link: https://www.econbiz.de/10014839413

Managerial Incentives and Financial Contagion

Chakravorti, Sujit; Lall, Subir - International Monetary Fund (IMF) - 2004

information. The model determines optimal portfolio weights, the incidence of relative value strategies, and the systematic …

Persistent link: https://www.econbiz.de/10005769103

The search for relative value in bonds

Grieves, Robin; Mann, Steven - In: Financial Markets and Portfolio Management 25 (2011) 1, pp. 95-106

Persistent link: https://www.econbiz.de/10008926389