Asset Management and International Capital Markets
- 228 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Asset Management and International Capital Markets
About This Book
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.
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Table of contents
- Cover
- Half Title
- Title Page
- Copyright Page
- Table of Contents
- Citation Information
- Introduction
- 1. From Markowitz to modern risk management
- 2. Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
- 3. Performance measures and incentives: loading negative coskewness to outperform the CAPM
- 4. Conditional performance evaluation for German equity mutual funds
- 5. Conditioning information in mutual fund performance evaluation: Portuguese evidence
- 6. Performance and characteristics of mutual fund starts
- 7. Individual home bias, portfolio churning and performance
- 8. Diversification benefits for bond portfolios
- 9. International bond diversification strategies: the impact of currency, country, and credit risk
- 10. The performance of investment grade corporate bond funds: evidence from the European market
- Index