Global Risk Premia on International Investments:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | German |
Veröffentlicht: |
Wiesbaden
Deutscher Universitätsverlag
1997
|
Ausgabe: | Gabler Edition Wissenschaft |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Capital investing has become a global business. More and more investors tend to allocate significant portions of their portfolios to international stock and bond markets. To successfully control the risk of globally diversified portfolios, asset managers need to have a distinct understanding of the forces influencing the returns on international financial markets. Peter Oertmann provides empirical evidence on the cross-sectional structure as well as the time-evolution of returns and expected returns on international stock and bond markets. Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments. The analysis reveals an association between global indicators of current and future economic health and the evolution of risk premia associated with these factors |
Beschreibung: | 1 Online-Ressource (XXIII, 306 S.) |
ISBN: | 9783663085287 9783824464975 |
DOI: | 10.1007/978-3-663-08528-7 |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Oertmann, Peter |
author_facet | Oertmann, Peter |
author_role | aut |
author_sort | Oertmann, Peter |
author_variant | p o po |
building | Verbundindex |
bvnumber | BV041614138 |
classification_tum | WIR 000 |
collection | ZDB-2-SWI ZDB-2-BAD |
contents | 1 Introduction -- 2 The structure of beta pricing models -- 3 Beta pricing in an international environment -- 4 Empirical design -- 5 Characteristics of the input data -- 6 Global factors affecting the returns on international markets -- 7 Exploring the time-variation of expected returns on international markets -- 8 On contributions and practical implications of this study |
ctrlnum | (OCoLC)864108644 (DE-599)BVBBV041614138 |
dewey-full | 330 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 330 - Economics |
dewey-raw | 330 |
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dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
doi_str_mv | 10.1007/978-3-663-08528-7 |
edition | Gabler Edition Wissenschaft |
era | Geschichte 1982-1995 gnd |
era_facet | Geschichte 1982-1995 |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-07-10T01:00:53Z |
institution | BVB |
isbn | 9783663085287 9783824464975 |
language | German |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027055271 |
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spelling | Oertmann, Peter Verfasser aut Global Risk Premia on International Investments von Peter Oertmann Gabler Edition Wissenschaft Wiesbaden Deutscher Universitätsverlag 1997 1 Online-Ressource (XXIII, 306 S.) txt rdacontent c rdamedia cr rdacarrier Capital investing has become a global business. More and more investors tend to allocate significant portions of their portfolios to international stock and bond markets. To successfully control the risk of globally diversified portfolios, asset managers need to have a distinct understanding of the forces influencing the returns on international financial markets. Peter Oertmann provides empirical evidence on the cross-sectional structure as well as the time-evolution of returns and expected returns on international stock and bond markets. Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments. The analysis reveals an association between global indicators of current and future economic health and the evolution of risk premia associated with these factors 1 Introduction -- 2 The structure of beta pricing models -- 3 Beta pricing in an international environment -- 4 Empirical design -- 5 Characteristics of the input data -- 6 Global factors affecting the returns on international markets -- 7 Exploring the time-variation of expected returns on international markets -- 8 On contributions and practical implications of this study Geschichte 1982-1995 gnd rswk-swf Economics Economics/Management Science Economics/Management Science, general Management Wirtschaft Internationaler Aktienmarkt (DE-588)4257200-9 gnd rswk-swf Betafaktor (DE-588)4336383-0 gnd rswk-swf Risikoprämie (DE-588)4178227-6 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd rswk-swf Internationaler Kapitalmarkt (DE-588)4027402-0 gnd rswk-swf 1\p (DE-588)4113937-9 Hochschulschrift gnd-content Internationaler Kapitalmarkt (DE-588)4027402-0 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Arbitrage-Pricing-Theorie (DE-588)4112584-8 s Risikoprämie (DE-588)4178227-6 s Betafaktor (DE-588)4336383-0 s Geschichte 1982-1995 z 2\p DE-604 Internationaler Aktienmarkt (DE-588)4257200-9 s 3\p DE-604 https://doi.org/10.1007/978-3-663-08528-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Oertmann, Peter Global Risk Premia on International Investments 1 Introduction -- 2 The structure of beta pricing models -- 3 Beta pricing in an international environment -- 4 Empirical design -- 5 Characteristics of the input data -- 6 Global factors affecting the returns on international markets -- 7 Exploring the time-variation of expected returns on international markets -- 8 On contributions and practical implications of this study Economics Economics/Management Science Economics/Management Science, general Management Wirtschaft Internationaler Aktienmarkt (DE-588)4257200-9 gnd Betafaktor (DE-588)4336383-0 gnd Risikoprämie (DE-588)4178227-6 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Internationaler Kapitalmarkt (DE-588)4027402-0 gnd |
subject_GND | (DE-588)4257200-9 (DE-588)4336383-0 (DE-588)4178227-6 (DE-588)4121078-5 (DE-588)4112584-8 (DE-588)4027402-0 (DE-588)4113937-9 |
title | Global Risk Premia on International Investments |
title_auth | Global Risk Premia on International Investments |
title_exact_search | Global Risk Premia on International Investments |
title_full | Global Risk Premia on International Investments von Peter Oertmann |
title_fullStr | Global Risk Premia on International Investments von Peter Oertmann |
title_full_unstemmed | Global Risk Premia on International Investments von Peter Oertmann |
title_short | Global Risk Premia on International Investments |
title_sort | global risk premia on international investments |
topic | Economics Economics/Management Science Economics/Management Science, general Management Wirtschaft Internationaler Aktienmarkt (DE-588)4257200-9 gnd Betafaktor (DE-588)4336383-0 gnd Risikoprämie (DE-588)4178227-6 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Internationaler Kapitalmarkt (DE-588)4027402-0 gnd |
topic_facet | Economics Economics/Management Science Economics/Management Science, general Management Wirtschaft Internationaler Aktienmarkt Betafaktor Risikoprämie Capital-Asset-Pricing-Modell Arbitrage-Pricing-Theorie Internationaler Kapitalmarkt Hochschulschrift |
url | https://doi.org/10.1007/978-3-663-08528-7 |
work_keys_str_mv | AT oertmannpeter globalriskpremiaoninternationalinvestments |