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Use carma to price your stock : equity risk premiums reinvented with exchange-traded funds

Antczak, Stephen - In: The journal of portfolio management : JPM 49 (2023) 3, pp. 185-199

Persistent link: https://www.econbiz.de/10014232220

The interaction of market risk and idiosyncratic risk on equity mutual fund returns

Murugesu, John; Sakaran, Chandra - In: International journal of financial research 10 (2019) 6, pp. 1-14

Persistent link: https://www.econbiz.de/10012300792

The fundamental theorems of asset pricing and the closed-end fund puzzle

Frahm, Gabriel; Jonen, Alexander; Schüssler, Rainer - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-31

Persistent link: https://www.econbiz.de/10012153033

A mixed bond and equity fund model for the valuation of variable annuities

Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 131-159

Persistent link: https://www.econbiz.de/10012437276

Essays on asset pricing anomalies

Schrön, Sebastian - 2020

Persistent link: https://www.econbiz.de/10012660786

Investigating the factors affecting the performance of offshore high-yield bond funds

Ni, Yensen; Huang, Paoyu; Ku, Yaochia; Chen, Yuhsin - In: International journal of financial services management … 9 (2018) 3, pp. 242-254

Persistent link: https://www.econbiz.de/10011979969

Index Fund Management : A Practical Guide to Smart Beta, Factor Investing, and Risk Premia

Zaher, Fadi - 2019 - 1st ed. 2019

1. Introduction: What we talk about in factor investing -- Part I -- 2. Stepping up to factor investing -- 3. Architecture and art of indexation -- Part II -- 4. Equity Factor Investing: Value Stocks -- 5. Equity Factor Investing: High Quality -- 6. Equity Factor Investing: Low Risk -- 7. Equity...

Persistent link: https://www.econbiz.de/10012398773

Opacity in financial markets

Sato, Yuki - 2013

This paper studies the implications of opacity in fi nancial markets for investor behavior, asset prices, and welfare. Transparent funds (e.g. mutual funds) and opaque funds (e.g. hedge funds) trade transparent assets (e.g. plain-vanilla products) and opaque assets (e.g. structured products)....

Persistent link: https://www.econbiz.de/10010257853

Optimal asset allocation and risk shifting in money management

Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - 2006

Persistent link: https://www.econbiz.de/10003310548

Equilibrium liquidity premia of private equity funds

Buchner, Axel - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 110-128

Persistent link: https://www.econbiz.de/10011537517