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Bankers, Markets & Investors n° 141 – Mars-Avril 2016
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- Risk-Based and Factor Investing
- Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
- Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
- Changing Dynamic Relationships between Stock and Bond Markets in Crises
- Do Regulatory and Supervisory Reforms Affect European Bank Stability
Sommaire
Articles
- Risk-Based and Factor Investing
- Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
- Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume: An Experimental Approach
- Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality
- Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data
141
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- How Risky are Low-Risk Hedge Funds?
- Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
- Multi-Asset Seasonality and Trend-Following Strategies
- New Insight on the Performance of Equity Long/short Investment Styles
- Editorial
Availability: Out of stock
Availability: Out of stock
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- Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market
- Violating United Nations Global Compact Principles: An Event Study
- Investigating a Fund Return Distribution when the Value of the Fund under Management is Irregularly Observed
- Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps
Availability: Out of stock
Availability: Out of stock
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- Active Portfolio Management with Conditional Tracking Error
- Bank Acquisitiveness and Financial Crisis Vulnerability
- Is Macroeconomic Announcement News Priced?
Focus On
- Basel III and Bank Liquidity Creation
