Historical returns, inflation and future return expectations

WS Gray - Financial Analysts Journal, 1993 - Taylor & Francis
Most things in life are uncertain. Rates of return on investments are no exception, although
one may expect the outcomes from low-risk investments to be less uncertain than those from …

Towards the Theory of World Stock Markets: An Overview

JR Calderon-Rossell - International Finance, 2003 - taylorfrancis.com
Interest in foreign stock markets has significantly increased during the last two decades,
particularly during the 1980s when international portfolio investments seem to have …

[BOOK][B] Strategische stochastische Investmentmodelle für den deutschen Kapitalmarkt

E Eberts - 2003 - madoc.bib.uni-mannheim.de
Der Versicherungsbereich, speziell die Lebensversicherung, beinhaltet institutionelle Groß-
anleger mit vergleichsweise langen Anlagehorizonten. Deren Asset-Management, und im …

[BOOK][B] Enhancing the timing of the asset allocation process

J Nam - 1990 - search.proquest.com
Much of previous research in finance has concentrated on explaining movements of
individual securities rather than on explaining movements in the stock market as a whole …

The structural relationship between stock market returns and macroeconomic variables in international equity markets

AG Shafie - 1991 - dspace.stir.ac.uk
This study is concerned with investigating the structural relationship between stock markets
and economic variables in different countries. In investigating the relationships, the following …