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Home asset preference and productivity shocks

Eldor, Rafael - In: Journal of international economics 1 (1988), pp. 165-176

Persistent link: https://www.econbiz.de/10001052338

Do Structured Products Improve Portfolio Performance? A Backtesting Exercise

Perusset, Florian; Rockinger, Michael - 2023

We consider a laboratory where bootstrapped synthetic structured products (convertible bonds, reverse convertibles, or barrier reverse convertibles) are added to a 60\% stock and 40\% bond portfolio. By using market data on the underlying assets which are stocks and bonds we directly inherit a...

Persistent link: https://www.econbiz.de/10014355470

Credit Constraints, Capital Portfolios, and Measured Productivity

Duncan, Alfred; Mulay, Anup - 2022

aggregate productivity using a dynamic general equilibrium model. Data shows that post the 2008 crisis, firms changed their … sheet portfolio composition of productive assets. This reallocation of assets leads to an increase in measured productivity …

Persistent link: https://www.econbiz.de/10014238987

Productivity shocks and home asset preference

Eldor, Rafael; Pines, David; Schwartz, Abba - 1986

Persistent link: https://www.econbiz.de/10000760609

Capital endowment, credit constraint and FDI : analysis based on heterogeneous firms

Li, Junjiang; Hou, Lei; Zhang, Jiarui - In: Frontiers of economics in China : selected publications … 6 (2011) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10009301945

The unexplainable nature of momentum portfolio returns

Moore, David J.; Philippatos, George C. - In: Journal of mathematical finance 4 (2014) 3, pp. 135-147

Persistent link: https://www.econbiz.de/10010400124

FDI and FPI : strategic complements?

Pfeffer, Barbara - 2008

presence of stochastic productivity taking into account differences in flexibility of both investments. Isolated FPI and FDI …&d-investment and consequently firm productivity increase faster than with isolated international investment. Depending on the success …-probability and the correlation between the various investment possibilities, even small firms (low productivity) invest in FDI …

Persistent link: https://www.econbiz.de/10003865729

Essays on international trade, growth and finance

Muendler, Marc-Andreas - 2002

Persistent link: https://www.econbiz.de/10003629922

Essays on monetary policy interactions with fiscal policy and financial markets

Niemann, Stefan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003652546

Destination performance : introducing the utility function in the mean-variance space

Zhang, Linjia; Botti, Laurent; Petit, Sylvain - In: Tourism management : research, policies, practice 52 (2016), pp. 123-132

Persistent link: https://www.econbiz.de/10011418373