Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
E Elyasiani, I Mansur - Journal of banking & finance, 1998 - Elsevier
The objective of this paper is to employ the generalized autoregressive conditionally
heteroskedastic in the mean (GARCH-M) methodology to investigate the effect of interest …
heteroskedastic in the mean (GARCH-M) methodology to investigate the effect of interest …
Time varying risk premia for real estate investment trusts: A GARCH-M model
M Devaney - The Quarterly Review of Economics and Finance, 2001 - Elsevier
This study employs the generalized autoregressive conditionally heteroskedastic in the
mean (GARCH-M) methodology to investigate the return generating process of real estate …
mean (GARCH-M) methodology to investigate the return generating process of real estate …
A Test of the Persistence in the Performance of UK Managed Funds
DE Allen, ML Tan - Journal of Business Finance & Accounting, 1999 - Wiley Online Library
We employ a United Kingdom data set of weekly returns from a sample of investment trust
companies available on the Datastream database. We analyse the relative performance of …
companies available on the Datastream database. We analyse the relative performance of …
Small-business lending and profit efficiency in commercial banking
We use nonparametric linear programming methods to calculate the directional distance
function and the profit function for a random sample of banks from 1994 to 1999. The …
function and the profit function for a random sample of banks from 1994 to 1999. The …
Portfolios of Alternative Assets
RMF Lamm Jr - The Journal of Investing, 1999 - pm-research.com
In recent years, interest in “alternative assets” has increased tremendously, driven by the
eternal search for superior risk-adjusted returns. Hedge “funds of funds” and principal …
eternal search for superior risk-adjusted returns. Hedge “funds of funds” and principal …
The financial performance of low-grade municipal bond funds
J Kihn - Financial Management, 1996 - JSTOR
This study analyzes the risks and returns of low-grade municipal bonds by examining the
financial performance of low-grade municipal bond funds over the study period. The …
financial performance of low-grade municipal bond funds over the study period. The …
Human Centered Projects and Survivorship Bias The Perceived Success of Project Outcomes?
T Wise - Beyond the Project Horizon: Journal of …, 2023 - digitalcommons.harrisburgu.edu
Due to the bias that process design demands, we forget the example given by failed
projects. The tendency to focus on success was first noted during WWII and named …
projects. The tendency to focus on success was first noted during WWII and named …
[PDF][PDF] Human Centered Projects and Survivorship Bias
TP Wise - scholar.archive.org
Due to the bias that process design demands, we forget the example given by failed
projects. The tendency to focus on success was first noted during WWII and named …
projects. The tendency to focus on success was first noted during WWII and named …
Free float and liquidity screening of the JSE
H Andersen, F Durand - South African Journal of Business …, 2001 - journals.co.za
Current index construction techniques screen potential index constituents in order to
exclude those with a low liquidity and/or free float, the actual percentage of shares available …
exclude those with a low liquidity and/or free float, the actual percentage of shares available …
[PDF][PDF] Performance Persistence in the Insurance Markets–Comparative Analysis of Selected Central and Eastern European Countries
TP Kramaric, T Milun - International review of management and business …, 2014 - Citeseer
In this paper researchers has analyse the performance persistence of the insurance
companies operating in the insurance markets of the selected Eastern and Central …
companies operating in the insurance markets of the selected Eastern and Central …