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La mesure de la liquidité : une application au marché des options de Chicago
Poincelot, J. Dominique - In: Finance : revue de l'Association Française de Finance 17 (1996) 2, pp. 105-129
Persistent link: https://www.econbiz.de/10001229451
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Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
El Bouhadi, A.; Ounir, A.; El Maguiri, M. - 2008
methods of measurement of return, risk and the other statistical properties constitute, in fact, the pillars of companies …
Persistent link: https://www.econbiz.de/10015219831
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Peut-on encore parler des mesures de performance ?
Trabelsi, Mohamed Ali - 2008
The performance measurement of portfolio managers is a topic of major importance in finance. The utility of performance …
Persistent link: https://www.econbiz.de/10015223418
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Sur-réaction sur le marché tunisien des actions : une investigation empirique
Trabelsi, Mohamed Ali - 2008
The financial market interest several researchers, especially in the domain of assessment of the financial assets and their performances. The previous research identified several anomalies of the market, as size, Monday, January, PER effects, etc. putting in question the notion of market...
Persistent link: https://www.econbiz.de/10015224295
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Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
Abderrazik, Amal; Boutkardine, Mehdi; El Bahi, Nour El Houda - 2008
factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on … the second phase of management process, namely the measurement of risk. This can be defined as an uncertainty which has an … bonds and Value-at-Risk (VaR) for the global risk of portfolio). The use of measurement risk in a portfolio of securities is …
Persistent link: https://www.econbiz.de/10015224909
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Impact de la publication des notes financières sur les cours et les volume de transaction des sociétés cotées à la BRVM : Une analyse à partir des études d'évenement
OUATTARA, Aboudou - 2017
ratings on the price and liquidity of shares listed on the West African Regional Securities Exchange (BRVM). Indeed, since the …
Persistent link: https://www.econbiz.de/10015256480
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Sur-réaction sur le marché tunisien des actions : une investigation empirique
Trabelsi, Mohamed Ali - 2009
The financial market interest several researchers, especially in the domain of assessment of the financial assets and their performances. The previous research identified several anomalies of the market, as size, Monday, January, PER effects, etc. putting in question the notion of market...
Persistent link: https://www.econbiz.de/10015256778
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Sur-réaction sur le marché tunisien des actions : une investigation empirique
Trabelsi, Mohamed Ali - 2009
The financial market interest several researchers, especially in the domain of assessment of the financial assets and their performances. The previous research identified several anomalies of the market, as size, Monday, January, PER effects, etc. putting in question the notion of market...
Persistent link: https://www.econbiz.de/10015256953
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Sélection de portefeuille via la stratégie de sur-réaction
Trabelsi, Mohamed Ali - 2010
The inefficiency of the stock markets is often bound to the stake in evidence of anomalies noticed in the behavior of returns by several authors. These anomalies are revealing of inefficiency if their knowledge permits to make a profit ex-ante of strategies based on them. De Bondt and Thaler...
Persistent link: https://www.econbiz.de/10015257514
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Choix de portefeuille: comparaison des différentes stratégies
Trabelsi, Mohamed Ali - 2010
Our objective is to present to investors a method allowing them to form a portfolio of title in order to generate a profit while minimizing the risk due to the stock course fluctuations. For that to make, we presented the different strategies of portfolio choice allowing investors to beat the...
Persistent link: https://www.econbiz.de/10015258419