Signs That Markets Are Coming Back - Couverture rigide

Couverture rigide

ISBN 10 : 1783509317 ISBN 13 : 9781783509317

Editeur : Emerald Group Publishing Limited, 2014

Synopsis

The volume includes two contributions on hedge funds. One evaluates the performance of hedge funds in market environments that are conducive to active management versus environments that are not. The other provides an empirical study of the market timing skills of hedge fund managers. Additionally, we have two contributions in the area of options. One extends the real options approach to options in which the underlying assets are information items such as seismic databases (rather than tangible real assets), opening the way for a complete analysis of investments along the so-called "Virtual Value Chain." Another offers a significant improvement in the estimation of implied volatility by developing a least-squared-error approach to the problem of "smiles and frowns." We also have an analysis of whether a firm's founders can create an artificial dividend without adversely affecting the value of the firm to other investors. From Canada, we have an empirical analysis of the current uneasy case for adding real estate investments to a portfolio. From Spain is an empirical analysis of whether earnings management activities by companies lead to an increase in qualified audit reports.

Détails de l'édition

• Éditeur: Emerald Group Publishing Limited
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 1783509317
• ISBN 13: 9781783509317
• Reliure: Relié
• Nombre de pages: 184
• Éditeur: Kensinger John
• Coordonnées du fabricant: non disponible
• Personne responsable: Parlux SpA; customer-care@parlux.it; ; Via Goldoni, 10-12; Trezzano sul Naviglio; 20090; Italie