This book covers a new and innovative approach to the issue of investment portfolio efficiency from the perspective of a large institutional investor. It discusses the challenges relating to changes in returns on the international stock market, with particular emphasis on investments.
This book covers a new and innovative approach to the issue of investment portfolio efficiency from the perspective of a large institutional investor. It discusses the challenges relating to changes in returns on the international stock market, with particular emphasis on investments.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Stanis¿aw Urbanski is a Professor in the Department of Finance and Accounting and Head of the Capital Markets Laboratory, AGH University of Science and Technology, Cracow, Poland. Bartosz Rymkiewicz is an Assistant Professor in the Department of Finance and Accounting, AGH University of Science and Technology, Cracow, Poland. Jacek Le¿kow is the Rector of American University in Kyiv and Professor of Cracow University of Technology. Bartosz Stawiarski is an Assistant Professor in the Department of Applied Mathematics, Faculty of Computer Science and Telecommunications, Cracow University of Technology, Cracow, Poland.
Inhaltsangabe
1. Introduction 2. Theoretical ICAPM considerations 3. Modelling of pricing considering the ICAPM 3.1. Modelling of future states of the economy 3.2. Modelling of equilibrium: Using the author's ICAPM application 3.3. Modelling of equilibrium: Sustainability considerations 3.4. Estimation of pricing models 3.5. Efficient market hypotheses: Discretisation problems 4. Methodology 5. Results 5.1. U.S. Market 5.2. European market 5.3. Japanese market 5.4. Chinese market 5.5. Polish market 6. Discussion 7. Conclusions 8. Research limitations and future research directions
1. Introduction 2. Theoretical ICAPM considerations 3. Modelling of pricing considering the ICAPM 3.1. Modelling of future states of the economy 3.2. Modelling of equilibrium: Using the author's ICAPM application 3.3. Modelling of equilibrium: Sustainability considerations 3.4. Estimation of pricing models 3.5. Efficient market hypotheses: Discretisation problems 4. Methodology 5. Results 5.1. U.S. Market 5.2. European market 5.3. Japanese market 5.4. Chinese market 5.5. Polish market 6. Discussion 7. Conclusions 8. Research limitations and future research directions
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