Search Results - subject:"tracking portfolios"

Inflation hedging via tracking portfolios in the BRICS markets

Meshram, Vedprakash; Lalwani, Vaibhav - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-16

. Our empirical analysis, based on data from spanning 2005 to 2023, demonstrates that statistical tracking portfolios … these tracking portfolios can assist investors who are seeking to mitigate inflationary risks in volatile emerging markets …. This research contributes to the literature by demonstrating out-of-sample performance of tracking portfolios and their …

Persistent link: https://www.econbiz.de/10015425783

Inflation hedging via tracking portfolios in the BRICS markets

Meshram, Vedprakash; Lalwani, Vaibhav - In: Cogent economics & finance 12 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015192402

Measuring the effectiveness of volatility auctions

Castro, Carlos; Agudelo, Diego A.; Preciado, Sergio - In: International review of economics & finance : IREF 70 (2020), pp. 566-581

Persistent link: https://www.econbiz.de/10012486837

The Adverse Impact of Gradual Temperature Change on Capital Investment

Balvers, Ronald; Du, Ding; Zhao, Xiaobing - Agricultural and Applied Economics Association - AAEA - 2012

Financial market information can provide an objective assessment of losses anticipated from global warming. In a Merton-type asset pricing model, with asset prices affected by perceived changes in investment opportunities due to global warming, the risk premium is significantly negative and...

Persistent link: https://www.econbiz.de/10010916527

Temperature shocks and the cost of equity capital : implications for climate change perceptions

Balvers, Ronald J.; Du, Ding; Zhao, Xiaobing - In: Journal of banking & finance 77 (2017), pp. 18-34

Persistent link: https://www.econbiz.de/10011814343

The financial performance of socially responsible investments : insights from the intertemporal CAPM

Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of business ethics : JOBE 146 (2017) 2, pp. 353-364

Persistent link: https://www.econbiz.de/10011789319

What Do Financial Markets Reveal about Global Warming?

Balvers, Ron; Du, Ding; Zhao, Xiaobing - Department of Economics, College of Business and Economics - 2009

Financial market information can provide an objective assessment of expected losses due to global warming. In a Merton-type asset pricing model, with asset prices affected by changes in investment opportunities caused by global warming, the risk premium is significantly negative and growing over...

Persistent link: https://www.econbiz.de/10008509479

Innovations in the future money growth and the cross-section of stock returns in Korea

Jung, Hosung; Kim, Dongcheol - In: Asia-Pacific journal of financial studies 40 (2011) 5, pp. 683-709

Persistent link: https://www.econbiz.de/10009566677