- Rupture de stock
Société Editions ESKA
Diversification Portfolio Strategies and Financial Integration: Toward a European Capital Market? [extrait BMI 113]
Author : Miloudi Anthony
- Donnez votre avis
50,00 €
TTC
Version numérique PDF
The goal of this paper is to revisit the effects of the implemntation of the Euro system on the level of European stock market integration over the last fifteen years. In this context, two fundamental questions can be raised: Does the asset management industry attain acceptable levels of diversification in their portfolios? Can the convergence of European economies towards Economic and Monetary Union (EMU) and the launch of the single currency lead to an increase in stock market integration? To answer these questions, we empirically investigate the influence of the EMU on covariations in stock market integration/segmentation dynamics using an original principal component analysis in the presence of group structure. The findings represent an important step towards the setting up of strategic and tactical asset allocation processes.Auteurs :Miloudi Anthony
Extrait de la revue BMI 113
BMI113-1104487
Nouveau
16 autres produits dans la même catégorie :
Availability: Out of stock
Sommaire
Articles
- Passive Investing before and after the Crisis: Investors’ views on exchange-traded funds and competing index products
- Stock Volatility, Institutional Ownership and Analyst Coverage
- The Contribution of Emerging Markets to International Diversification
- VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach
Focus On
- Microcredit Contracts
Availability: Out of stock
Sommaire
Articles
- Capital Protected notes for Loss Averse Investors: a Counterintuitive Result
- The Cost of Accuracy in the Least Squares Monte Carlo Approach
- Success of Shareholder Activism: the French Case
Focus On
- Dividend Policy
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Comparing the Value Relevance of Earnings and Book Value in IFRS and GAAP Standards
- Credit Risk Evaluation: The Econometric vs the Structural Approach
- The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds
- Corporate Governance and Performance of French Listed Companies
Focus On
- Symmetric vs. Downside Risk Measures in Portfolio Decisions
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Stress Testing with a Credit Risk Model
- How Many Banks does it Take to Lend? Empirical Evidence from Europe
- Diversification Portfolio Strategies and Financial Integration: Toward a European Capital Market?
- Risk Management of CPPI Funds in Switching Regime Markets
Focus On
- Why do Firms go private? Motivations, Performance and International Issues
Availability: Out of stock
Sommaire
Articles
- SME Reliance on Bank Debt in France
- Real Estate Brokers: Do they Infl ate Housing Prices?
- Capital Structure Determinants and Convergence
Focus On
- Bank Transparency: a Microeconomic and Macroeconomic Assessment
- How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
Availability: Out of stock