Asset Management and International Capital Markets

Herausgeber: Adcock, Chris; Drobetz, Wolfgang; Bessler, Wolfgang

• Broschiertes Buch

Produktbeschreibung

This book covers a wide spectrum of investment topics ranging from risk management, performance measurement, fund characteristics and consumption risk to fixed income portfolio management. It was originally published as a special issue of The European Journal of Finance.

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Produktdetails

• Verlag: Taylor & Francis Ltd
• Seitenzahl: 248
• Erscheinungstermin: 14. Oktober 2024
• Englisch
• Abmessung: 246mm x 189mm
• Gewicht: 458g
• ISBN-13: 9781032925288
• ISBN-10: 1032925280
• Artikelnr.: 71710843

Autorenporträt

Wolfgang Bessler is Professor of Finance and Banking at the Justus-Liebig-University of Giessen, Germany. His research interest includes corporate finance, empirical capital market research, securities markets, and asset management. He is a member of the editorial board of The European Journal of Finance and associate editor of the Journal of International Financial Markets, Institutions, and Money, amongst others. Wolfgang Drobetz holds the chair for corporate finance and ship finance at the University of Hamburg, Germany. His research interests are corporate finance, asset pricing, and asset management. He is a member of the editorial board of The European Journal of Finance and served as co-president of the European Financial Management Association (EFMA). Chris Adcock is Professor of Financial Econometrics at the University of Sheffield, UK. His research interests are in portfolio selection and asset pricing theory and the development of quantitative techniques for portfolio management. He has acted as an advisor to a number of international investment managers. He is founding editor of The European Journal of Finance and has been an associate editor of several finance journals.

Inhaltsangabe

1. Introduction Wolfgang Bessler, Wolfgang Drobetz and Chris Adcock
2. From Markowitz to modern risk management Gordon J. Alexander 3.
Long-horizon consumption risk and the cross-section of returns: new tests
and international evidence Joachim Grammig, Andreas Schrimpf and Michael
Schuppli 4. Performance measures and incentives: loading negative
coskewness to outperform the CAPM Alexandros Kostakis 5. Conditional
performance evaluation for German equity mutual funds Wolfgang Bessler,
Wolfgang Drobetz and Heinz Zimmermann 6. Conditioning information in mutual
fund performance evaluation: Portuguese evidence Paulo Armada Leite and
Maria Ceu Cortez 7. Performance and characteristics of mutual fund starts
Aymen Karoui and Iwan Meier 8. Individual home bias, portfolio churning and
performance Lars Nordén 9. Diversification benefits for bond portfolios
Wassim Dbouk and Lawrence Kryzanowski 10. International bond
diversification strategies: the impact of currency, country, and credit
risk Mats Hansson, Eva Liljeblom and Anders Löflund 11. The performance of
investment grade corporate bond funds: evidence from the European market
Leif Holger Dietze, Oliver Entrop and Marco Wilkens