Results 221 to 230 of about 32,430 (265)

Asset Pricing in an International Setting

2012
AbstractSeveral factors complicate the tasks of valuing assets in a portfolio and measuring their risk-adjusted performance in an international setting. Chief among these are currency and inflation effects that arise when investment returns must be translated into a currency other than that in which the return is paid.
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Theory of international asset pricing

2000
The global environment is characterized by several factors that are distinct from a purely domestic setting. It is necessary to identifying these differences before translating the pricing concepts introduced in the previous chapter into an international context.
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An International Asset

Social Work, 1998
M.-s. Tsui, F. Cheung
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External and Internal Asset Partitioning

Abstract This article examines corporate asset partitioning, focusing on its two key mechanisms: owner shielding, which protects equityholders’ personal assets from business creditors, and entity shielding, which protects business assets from equityholders’ personal creditors.
Henry Hansmann, Richard Squire
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A model of international asset pricing

Journal of Financial Economics, 1981
Abstract In this paper an intertemporal model of international asset pricing is constructed which admits differences in consumption opportunity sets across countries. It is shown that the real expected excess return on a risky asset is proportional to the covariance of the return of that asset with changes in the world real consumption rate.
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Internal Rationality and Asset Prices

2015
Comunicación presentada en la Learning Week Conference, del Federal Reserve Bank of St. Louis, celebrada del 7 al 9 de julio de 2008 en St. Louis, Missouri (Estados Unidos)
Adam, Klaus, Marcet, Albert, Nicolini, Juan Pablo   +2 more
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Asset Allocation and International Investments

2007
Time Varying Downside Risk: An Application to the Art Market R. Campbell and R. Kraussl International Stock Portfolios and Optimal Currency Hedging with Regime Switching M. Leippold and F. Morger The Determinants of Domestic and Foreign Biases: An Empirical Study F. Abid and S.
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Internal Rationality and Asset Prices

2009
We present a decision theoretic framework with agents that are learning about the behavior of market determined variables. Agents are 'internally rational', i.e., maximize discounted expected utility under uncertainty given consistent beliefs about the future, but may not be 'externally rational', i.e., may not know the true stochastic process for ...
Adam, Klaus, Marcet, Albert
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International Asset Tracing In Insolvency

2009
Abstract In the light of the market downturn and the inevitable discoveries of frauds and misfeasance, tracing assets has become important in all significant insolvencies. This is the first book to provide comprehensive coverage of the legal and practical forensic issues involved in asset tracing in insolvencies.
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External and Internal Assets

2023
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