En savoir plus
This book covers a wide spectrum of investment topics ranging from risk management, performance measurement, fund characteristics and consumption risk to fixed income portfolio management. It was originally published as a special issue of
The European Journal of Finance.
Table des matières
1. Introduction Wolfgang Bessler, Wolfgang Drobetz and Chris Adcock 2. From Markowitz to modern risk management Gordon J. Alexander 3. Long-horizon consumption risk and the cross-section of returns: new tests and international evidence Joachim Grammig, Andreas Schrimpf and Michael Schuppli 4. Performance measures and incentives: loading negative coskewness to outperform the CAPM Alexandros Kostakis 5. Conditional performance evaluation for German equity mutual funds Wolfgang Bessler, Wolfgang Drobetz and Heinz Zimmermann 6. Conditioning information in mutual fund performance evaluation: Portuguese evidence Paulo Armada Leite and Maria Ceu Cortez 7. Performance and characteristics of mutual fund starts Aymen Karoui and Iwan Meier 8. Individual home bias, portfolio churning and performance Lars Nordén 9. Diversification benefits for bond portfolios Wassim Dbouk and Lawrence Kryzanowski 10. International bond diversification strategies: the impact of currency, country, and credit risk Mats Hansson, Eva Liljeblom and Anders Löflund 11. The performance of investment grade corporate bond funds: evidence from the European market Leif Holger Dietze, Oliver Entrop and Marco Wilkens
A propos de l'auteur
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.
Résumé
This book covers a wide spectrum of investment topics ranging from risk management, performance measurement, fund characteristics and consumption risk to fixed income portfolio management. It was originally published as a special issue of The European Journal of Finance.
