Search Results - subject_exact:"Net asset value"

Why does price deviate from net asset value? : the case of Singaporean infrastructure REITs

Kumala, Calvin; Ye, Zhen; Zhu, Yite; Ke, Qiulin - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014543735

The effect of fund size on mutual funds performance in Egypt

Farid, Samar; Wahba, Hayam - 2022

The growth of mutual funds investment and its importance to various economies has become more significant in the past few decades. There are many factors that affect the mutual fund performance one of those factors are fund size. The researcher will investigate the effect of fund size on mutual...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013380404

Net asset value discounts and premiums in the maritime shipping industry

Andrikopulos, Andreas A.; Merika, Anna; Sigalas, Christos - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013163572

Exploring the role of ESG for the performance and risks of infrastructure investing : evidence from the international funds' market

Baldi, Francesco; Lambertides, Neophytos - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014467100

Return differences between DAX ETFs and the benchmark DAX

Schmidhammer, Christoph - 2021

For the DAX index market, this paper analyses the development of return differences between exchange traded funds (ETFs) and the DAX index from the perspective of long-term investors. The newly introduced methodology provides the opportunity to continuously identify long-term costs of passively...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012607112

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Return differences between DAX ETFs and the benchmark DAX

Schmidhammer, Christoph - 2021

Book / Working Paper

The business cycle and the portfolio composition of mutual funds

Kaya, Halil D.; Kwok, Julia S. - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012295258

Empirical comparison of Shariah-compliant vs conventional mutual fund performance

Al Rahahleh, Naseem M.; Bhatti, Muhammad Ishaq - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014456224

Nowcasting net asset values : the case of private equity

Brown, Gregory W.; Ghysels, Eric; Gredil, Oleg R. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014228791

Private equity valuation before and after ASC 820

Easton, Peter D.; Larocque, Stephannie; Stevens, … - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013164727

Differences in stock price drivers in case of global manufacturing and servicing companies

Takacs, Andras - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012798362

Public versus private market arbitrage : international evidence for listed property companies

Woltering, René-Ojas; Downs, David H.; Sebastian, Steffen - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012696767

The role of debt in REIT equity issuance at a discount to net asset values

Soyeh, Kenneth; Kim, Dongshin; Gyamfi-Yeboah, Frank - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012608625

Impact of COVID-19 pandemic on equity-oriented mutual funds : a preliminary analysis of Indian mutual funds industry

Shanmugam, Velmurugan Palaniappan; Ali, K. A. Ashique - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012654792

Bayesian unit root test for panel data

Kuma, Jitendra; Afifa, Umme; Chaturvedi, Anoop - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011853371

Bayesian unit root test for panel data

Kuma, Jitendra; Chaturvedi, Anoop; Afifa, Umme - 2016

The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis. The posterior odds ratio (POR) is derived under appropriate prior assumptions and then empirical analysis is carried out for testing the unit root hypothesis of Net Asset Value...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011784564

Real estate fund openings and cannibalization

Woltering, René-Ojas; Downs, David H.; Sebastian, Steffen - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011896311

Economic Substance Regulations : Einführung und Grundlagen

Frank-Fahle, Constantin; Zimmermann, Marc - 2020 - 1st ed. 2020.

International angelegte Steuervermeidungsstrategien von Unternehmen sind in der Vergangenheit in den Fokus der öffentlichen Wahrnehmung gerückt. Offshore-Strukturen wurden u. a. durch multinationale Unternehmen zur Gewinnverlagerung und -verkürzung genutzt. Die OECD hat als Antwort darauf...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012403058

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Economic substance regulations : Einführung und Grundlagen

Frank-Fahle, Constantin; Zimmermann, Marc - 2020

Book / Working Paper

The effect of fair value method adoption : evidence from real estate firms in the EU

Ghosh, Chinmoy; Liang, Mingwei; Petrova, Milena - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012226670

An empirical net asset value forecasting model based on optimised ANN using elephant herding strategy

Hota, Sarbeswara; Kuhoo; Mishra, Debahuti; Patnaik, Srikanta - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012177883

Why Do Turkish REITs Trade at Discount to Net Asset Value?

Coskun, Yener - 2020

Discount to net asset value (NAV) has been a long-standing problem for the Turkish REITs (TREITs) implying some serious weaknesses for the industry with some potential portfolio management problems. The goal of the paper is to explore main determinants of NAV discount in the context of rational...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012838231

Real estate fund openings and cannibalization

Downs, David H.; Sebastian, Steffen; Woltering, René-Ojas - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011781334

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Real Estate Fund Openings and Cannibalization

Downs, David H. - 2015

Book / Working Paper

The broken buck stops here : embracing sponsor support in money market fund reform

Fisch, Jill E. - 2014

Since the 2008 financial crisis, in which the Reserve Primary Fund "broke the buck," money market funds (MMFs) have been the subject of ongoing policy debate. Many commentators view MMFs as a key contributor to the crisis because widespread redemption demands during the days following the Lehman...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010428143

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The broken buck stops here: Embracing sponsor support in money market fund reform

Fisch, Jill E. - 2014

Book / Working Paper

The broken buck stops here: Embracing sponsor support in money market fund reform

Fisch, Jill E. - 2014

Book / Working Paper

News media sentiment and investor behavior

Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014

This paper investigates the impact of news media sentiment on financial market returns and volatility in the long-term. We hypothesize that the way the media formulate and present news to the public produces different perceptions and, thus, incurs different investor behavior. To analyze such...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010427987

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News media sentiment and investor behavior

Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014

Book / Working Paper

News media sentiment and investor behavior

Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014

Book / Working Paper

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

Frahm, Gabriel; Jonen, Alexander; Schüssler, Rainer - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012153033

Fair valuation of insurance liability cash-flow streams in continuous time : applications

Delong, Łukasz; Dhaene, Jan; Barigou, Karim - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012056592

Fair valuation of insurance liability cash-flow streams in continuous time : theory

Delong, Łukasz; Dhaene, Jan; Barigou, Karim - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012105568

REIT Share Price and NAV Deviations: Noise or Sentiment?

Lee, Nai Jia; Sing, Tien Foo; Tran, Dinh Hoang - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010607414

INVESTMENT FUNDS INDUSTRY IN ROMANIA

Ionescu, Adela - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010721098

Fair value adjusted pricing of mutual funds using treasury futures

Guo, Jiequn - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012016678

Capturing the value premium : global evidence from a fair value-based investment strategy

Woltering, René-Ojas; Weis, Christian; Schindler, Felix; … - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011962337

Do consumer attitudes matter in capital markets? A study of mutual funds in Oman market

Tahseen, Arshi A.; Narayana, Surya - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010286827

Solvency assessment within the ORSA framework: issues and quantitative methodologies

Vedani, Julien; Devineau, Laurent - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010899704

АКТИВЫ ИНВЕСТИЦИОННЫХ ФОНДОВ УКРАИНЫ В ПЕРИОД ФИНАНСОВОГО КРИЗИСА

БЕЛОВ Д. - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011234332

ИНДЕКСНЫЕ ПАЕВЫЕ ИНВЕСТИЦИОННЫЕ ФОНДЫ (АНАЛИЗ ДОХОДНОСТИ)

ГРИГОРЬЕВИЧ, СПИРО АРНОЛЬД; … - 2011

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011248407

The Reliability of Investment Property Fair Values Under IFRS

Zülch, Henning - 2010

The valuation of property companies and fair value accounting for investment properties under IFRS are closely affiliated with each other. This is because property companies are commonly valued using net asset value as a valuation technique. The term net asset value represents the fair value of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013143368

АНАЛИЗ СОВРЕМЕННОГО ЭТАПА РАЗВИТИЯ ОТРАСЛИ ПАЕВЫХ ИНВЕСТИЦИОННЫХ ФОНДОВ В РОССИИ

ЧЕЛПАНОВА В.А. - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011236359

Erklärungsansätze für NAV-Spreads und deren Implikationen für das Management von REITs : auf Basis einer empirischen Untersuchung des pan-EU-REIT-Marktes

Müller, Michael G. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011413858

Inside the solvency 2 black box : net asset balues and solvency vapital requirements with a least-squares Monte-Carlo approach

Floryszczak, Anthony; Le Courtois, Olivier; Majri, Mohamed - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011630591

Net asset value discounts in listed private equity funds

Lahr, Henry; Kaserer, Christoph - 2009

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010305728

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Net asset value discounts in listed private equity funds

Lahr, Henry; Kaserer, Christoph - 2009

Book / Working Paper

Fair value accounting choice : Empirical evidence from Portuguese real estate investment funds

Pinto, Inês; Pais, Manuel Caldeira - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014862860

German real estate funds: changes in return distributions and portfolio favourability

Stein, Michael - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014862883

Forecasting the net asset value of PRWCX

Lawrence, Kenneth D.; Kleinman, Gary K.; Lawrence, Sheila M. - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010474791

The effect of fair value versus historical cost reporting model on analyst forecast accuracy

Liang, Lihong; Riedl, Edward J. - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010407928

Turnover and closed-end fund discounts

Hooks, Jon A.; Erdman, Sarah - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010432148

Basis risk in Solvency Capital Requirements for longevity risk

Coppola, Mariarosaria; D'Amato, Valeria - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010512183

Forecasting the Net Asset Value of PRWCX

Lawrence, Kenneth D.; Kleinman, Gary K.; Lawrence, Sheila M. - 2014

This research examines the use of a number of time series model structures of a moderate allocation mutual fund, PRWCX. PRWCX was rated as the top fund in its category during the past five years. The fund invests at least 50% of its total assets that the fund manager believes that have above...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015369063

The perils of performance measurement in the German mutual-fund industry

Böhme, Philip; Pohl, Walter; Schmedders, Karl - 2013

We document a curious feature of the German mutual fund industry. Unlike U.S. mutual funds, funds domiciled in Germany do not necessarily compute their net asset values (NAV) as of market close. Using a sample of German equity funds, we infer each fund's NAV closing time from the best-fit market...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009751161

German Open Ended Real Estate fund performance : the impact of liquidity

Stein, Michael - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009754801

Asset value management in the Portuguese real estate sector

Pinto, Inês - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010125766

Short sales and fundamental value : explaining the REIT premium to NAV

Brounen, Dirk; Ling, David C.; Prado, Melissa Porras - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010199580