Encyclopedia of Finance Part 11 docx

... investi- gation of the arbitrage pricing theory.’’ Journal of Finance, 33: 1073 110 3. Ross, R. (1977). ‘‘A critique of the asset pricing theory’ s tests, part 1: One past and potential testability of the ... arbitrage pricing theory: Is it testable?’’ Journal of Finance, 37(5): 112 9 114 0. Shanken, J. (1985). ‘‘Multivariate tests of the zero- beta.’’ Journal of Financial...

Ngày tải lên: 06/07/2014, 08:20

... prices: a theory of market equilibrium under conditions of risk.’’ Jour- nal of Finance, 19: 425–442. Sharpe, W.F. (1966). ‘‘Mutual fund performance.’’ Journal of Business, 39(1): 119 –138. Sharpe, ... 1945–1964.’’ Journal of Finance, 23: 389–416. Kallaberg, J.G., Lin, C.L., and Trzcinka, C. (2000). ‘‘The value added from investment managers: an examination of funds of REITs...

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... same bar of net as in the second, the threads touching each other. The fourth row is a repetition of the first. Fig. 114 . Net pattern. Net pattern (fig. 115 ).—This consists of two rows of stitches. ... similar row of stitches backwards, completes the crosses. This can be further varied by the introduction of a row of triple stitches, after the double row, as in fig. 11...

Ngày tải lên: 29/03/2014, 00:20

... and professionals, in an attempt to meet the demand for a key source of fundamental finance terminology and concepts. This Encyclopedia of Finance contains five parts. Part I includes finance terminology ... Distinguished Professor of Finance at Rutgers Busi- ness School, Rutgers University and was chairperson of the Department of Finance from 1988–1995. He has also se...

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... company subsidiaries. Furthermore, there is a limitation of the total assets of all financial subsidiaries of 45 percent of the total assets of the bank or $50 billion. 2.3. Functional Regulation ... http:==econ.worldbank.org=programs =finance= topic=depinsurance= 304 ENCYCLOPEDIA OF FINANCE The law, as passed, requires regulators to estab- lish standards to ensure the privacy...

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... Bureau of Economic Research, 2824. Harvey, R.C. (1991). ‘‘The world price of covariance risk.’’ Journal of Finance, 46: 111 –157. Kocherlakota, N. (1990). ‘‘Disentangling the coefficient of relative ... theory of capital asset pricing.’’ Journal of Economic Theory, 13: 341–360. Sharpe, W. (1964). ‘‘Capital asset prices: a theory of market equilibrium under conditions of risk...

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... premium.’’ Jour- nal of International Money and Finance, 8: 147–157. 356 ENCYCLOPEDIA OF FINANCE asset on each coupon date until maturity. This spread represents the credit quality of the risky floater ... swap CREDIT DERIVATIVES 341 Counterparty A 100 Counterparty B Counterparty A Counterparty B Reference asset worth P Dirty C LIBOR + S C Counterparty A Counterparty B 100 100 Matu...

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... Cri- tique.’’ Journal of Financial Economics, 18: 91 110 . Sharpe, W. F. (1964). ‘‘Capital asset prices: a theory of market equilibrium under conditions of risk.’’ Jour- nal of Finance, 19: 425–442. Sharpe, ... the Arbitrage Pricing Theory.’’ Journal of Finance, 43(3): 721–733. 372 ENCYCLOPEDIA OF FINANCE Chapter 7 TREASURY INFLATION-INDEXED SECURITIES QUENTIN C. CHU, The Un...

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... covar- iances in tests of asset pricing models.’’ Journal of Financial Economics, 24: 289–318. Harvey, C.R. (1991). ‘‘The world price of covariance risk.’’ Journal of Finance, 46: 111 –157. Jagannathan, ... and the level of interest rates.’’ Journal of Finance, 44: 119 1–1217. Ferson, W.E. and Foerster, S.R. (1994). ‘‘Finite sample properties of the generalized methods of...

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... regard to the time of receipt or payment of cash. Financial accounting enables a manager to measure the financial performance of a firm by 398 ENCYCLOPEDIA OF FINANCE A total review of a cash management ... return of asset i, the payoff equals 1. Where the payoff of asset i is an excess return, the price equals 0. Equation (12.1) states that the expected value of the risk-...

Ngày tải lên: 06/07/2014, 08:20