Global Risk Premia on International Investments -Language: german
Oertmann, Peter (CON)
ISBN 10: 3824464977 ISBN 13: 9783824464975
Published by Deutscher Universitätsverlag, 1997
Used
Soft cover
From
GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
AbeBooks Seller since April 6, 2009
This specific item is no longer available.
About this Item
Description:
Unread book in perfect condition. Seller Inventory # 20191714
Synopsis:
Capital investing has become a global business. More and more investors tend to allocate significant portions of their portfolios to international stock and bond markets. To successfully control the risk of globally diversified portfolios, asset managers need to have a distinct understanding of the forces influencing the returns on international financial markets. Peter Oertmann provides empirical evidence on the cross-sectional structure as well as the time-evolution of returns and expected returns on international stock and bond markets. Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments. The analysis reveals an association between global indicators of current and future economic health and the evolution of risk premia associated with these factors.
About the Author: Dr. Peter Oertmann ist Habilitand und Projektleiter am Schweizerischen Institut für Banken und Finanzen der Universität St. Gallen.
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Global Risk Premia on International ...
Publisher: Deutscher Universitätsverlag
Publication Date: 1997
Binding: Soft cover
Condition: As New