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Faced with historically low interest rates, investors are looking further into illiquid assets such as infrastructure … analyzes the key performance and risk characteristics of the EDHECinfra global unlisted infrastructure equity index when … compared to the main global listed infrastructure indices during the 2001-2018 period. The descriptive statistics method is …
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community towards new, alternative investments avenues like infrastructure companies and funds. This paper is an attempt at … identifying low volatility investment sectors in Indian market. Using data from the S&P CNX Nifty Index and the CNX Infrastructure … Index, it provides an analysis of the risk return performance of the infrastructure portfolio and the broader market …
Persistent link: https://www.econbiz.de/10012955628
from the budget. The mix kind of feelings arrived from the budget. The SMEs, Rural India, infrastructure, textiles, power … announcement on the infrastructure stocks. The top 10 stocks on the basis of weighted in the CNX infra Index was selected and …
Persistent link: https://www.econbiz.de/10012896116
This paper presents the first estimates of Spanish infrastructure stock and investment for the period 1845 … series allow a preliminary comparison of the Spanish infrastructure endowment with that of the most advanced countries …
Persistent link: https://www.econbiz.de/10015385668
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
Persistent link: https://www.econbiz.de/10012800645
To aid in the description and estimation of the tremendous recent growth in the collaborative economy, we provide a model for the dynamics of sharing, subject to fixed costs and imperfect price formation. The sharing economy comprises a set of infinitely lived, heterogeneous suppliers, who take...
Persistent link: https://www.econbiz.de/10013004240
-determinant for the successful IPO deal completion. We propose the Ledenyov theory on the origins of the IPO underpricing and long …
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