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Asset Management and International Capital Markets

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asset management
Carhart Alpha
Carhart Model
Category=KCH
Category=KFFH
Cumulative Abnormal Returns
CVaR Constraint
Diversification Benefits
Dividend Yield Variable
Emerging Market Debt
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Equity Mutual Funds
European Corporate Bond
European Journal of Finance
Full Conditional Model
Fund Starts
Home Bias
Illiquidity Ratio
international capital markets
international diversification
Investment Grade Corporate Bond
Investment Opportunity Set
Issuer Type
Jensen's Alpha
mutual funds
Overconfident Individuals
performance measurement
Primitive Assets
PS Increase
Public Information Variables
Sharpe Ratio
Significant Diversification Benefits
UK Stock Return
VaR Constraint

Product details

  • ISBN 9780415661874
  • Weight: 620g
  • Dimensions: 189 x 246mm
  • Publication Date: 02 Apr 2013
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Description

This innovative volume comprises a selection of original research articles offering a broad perspective on various dimensions of asset management in an international capital market environment. The topics covered include risk management and asset pricing models for portfolio management, performance evaluation and performance measurement of equity mutual funds as well as the wide range of bond portfolio management issues.

Asset Management and International Capital Markets offers interesting new insights into state-of-the-art asset pricing and asset management research with a focus on international issues. Each chapter makes a valuable contribution to current research and literature, and will be of significant importance to the practice of asset management.

This book is a compilation of articles originally published in The European Journal of Finance.
About
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.