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Displaying results 1 to 11 of 11.

  1. Investor expectations and systematic risk
    Author: Clements, Adam; Drew, Michael E.
    Published: 2003
    Publisher:  Queensland Univ. of Techn., School of Economics and Finance, Brisbane, Qld

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1076 (129)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion papers in economics, finance and international competitiveness ; 129
    Subjects: Betafaktor; Risiko; CAPM; Portfolio-Management; Australien; systematic risk
    Scope: 9 S
    Notes:
  2. Systematic risk in the major eurobanking markets
    evidence from inter-bank offered rates
    Author: Simpson, John L.; De Mello, Lurion; Evans, John P.
    Published: 2002
    Publisher:  School of Economics and Finance, Curtin Business School, Curtin Univ. of Technology, Perth, Western Australia

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 557 (02.18)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 1740671961
    Series: Working paper series / School of Economics and Finance, Curtin Business School, Curtin University of Technology ; 02.18
    Subjects: Euro; Währungsunion; Bank; Wettbewerb; Bankentgelt; Kostenverrechnung; EU-Staaten; systematic risk
    Scope: 27, XV S, graph. Darst
    Notes:

    Literaturverz. S. 25 - 27
  3. On unstable beta risk and its modelling techniques for New Zealand industry portfolios
    Author: Li, Xiaoming
    Published: 2003

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1079 (03.01)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / Department of Commerce, College of Business, Massey University ; 03,01
    Subjects: Betafaktor; Risiko; CAPM; Portfolio-Management; Industrie; Neuseeland; systematic risk
    Scope: 28 S
  4. Systematic Stewardship
    It's Up to the Shareholders a Response to Profs. Kahan and Rock
    Author: Gordon, Jeffrey N.
    Published: [2023]
    Publisher:  SSRN, [S.l.]

    In an article forthcoming in the Journal of Corporate Law, Systematic Stewardship with Tradeoffs, Profs. Kahan and Rock take issue with the portfolio approach that I offered in Systematic Stewardship (47 J. Corp. L. 627 (2022)) on the grounds that... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    In an article forthcoming in the Journal of Corporate Law, Systematic Stewardship with Tradeoffs, Profs. Kahan and Rock take issue with the portfolio approach that I offered in Systematic Stewardship (47 J. Corp. L. 627 (2022)) on the grounds that corporate law requires a “single firm focus” that is inconsistent with the portfolio premises of “systematic stewardship.” The implication of their argument is that a manager or director or controlling shareholder (individually or as a group) would violate the duty of loyalty by following such an approach. I argue that corporate law (as developed in Delaware) and our regular practice has already rejected a “single firm focus.” Doctrinally, courts have accommodated corporate concessions to the divergent interests of diversified and undiversified shareholders on the grounds that parties bought and held shares with foreknowledge of these tensions. Portfolio investors commonly pursue corporate governance measures that they believe improve risk-adjusted expected returns across an entire portfolio, even if not optimal for a particular firm. Portfolio investors push firms to adopt risk-taking business strategies that suit the interests of a diversified investor but not necessarily undiversified investors in the firm. Directors added through activist pressure commonly act to promote the interests of portfolio investors, whose support resulted in their appointment or election. The limiting factor on directors’ consideration of these systematic factors, which in the case of climate risk (or financial stability risk) may reduce own-firm returns (at least in the short run), is not our “theory of the corporation” but whether the shareholders will in the end support and legitimate such measures through director elections

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Columbia Law and Economics Working Paper ; No. 666
    Subjects: corporate governance; systematic stewardship; systematic risk; single-firm focus; climate change
    Other subjects: Array
    Scope: 1 Online-Ressource (9 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 5, 2023 erstellt
  5. Sovereign risk and return in global equity markets
    Author: Bansal, Ravi
    Published: 2001
    Publisher:  Centre for Economic Policy Research, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (3034)
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    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/d55-3034
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Array ; 3034
    Subjects: Länderrisiko; CAPM; Risikoprämie; Systematischer Fehler; Allgemeines Gleichgewicht; Theorie; systematic risk
    Scope: 36 S., graph. Darst.
  6. Systematic tail risk
    Author: Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist
    Published: December 2016
    Publisher:  Bank of England, [London]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 637
    Subjects: Asset pricing; downside risk; tail risk; co-moments; value at risk; systematic risk
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  7. Volatility and systematic risks in financial markets
    Author: Würsig, Christoph Matthias
    Published: 2022
    Publisher:  Gottfried Wilhelm Leibniz Universität, Hannover

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    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Clausthal
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    Fachhochschule Erfurt, Hochschulbibliothek
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Universität Hamburg, Universitätsbibliothek
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    Bibliothek der Hochschule Hannover
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    Bibliothek im Kurt-Schwitters-Forum
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    Hochschule Osnabrück, Bibliothek Campus Westerberg
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    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
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    UB Weimar
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    Source: Union catalogues
    Contributor: Prokopczuk, Marcel (AkademischeR BetreuerIn); Dierkes, Maik (AkademischeR BetreuerIn)
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Marktmacht; Systematisches Risiko; Vorhersage von Aktienrenditen; Rohstoffmärkte; Volatilität; Extrem-Risiko; Market power; systematic risk; Return Predictability; Commodity Market; Volatility; Tail Risk
    Scope: 1 Online-Ressource (11, I-IV, 274 Seiten, 2.768 Mb), Diagramme
    Notes:

    Literaturverzeichnis

    Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2022
  8. Enhancing corporate governance for financial institutions
    the role of international standards
    Author: Alexander, Kern; Dhumale, Rahul
    Published: 2001
    Publisher:  ESRC Centre for Business Research, Univ. of Cambridge, Cambridge

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1068 (196)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / ESRC Centre for Business Research, University of Cambridge ; 196
    Subjects: Finanzintermediation; Corporate Governance; Internationaler Kredit; Risikomanagement; Bankenaufsicht; Theorie; systematic risk
    Scope: 16 S
  9. Systemic risk in international settlements
    Author: Dhumale, Rahul
    Published: 1999
    Publisher:  ESRC Centre for Business Research, Cambridge

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1068 (152)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / ESRC Centre for Business Research, University of Cambridge ; 152
    Subjects: Investitionsrisiko; Zahlungsverkehr; Risikomanagement; Bankenaufsicht; Theorie; systematic risk
    Scope: 30 S
  10. A stress test approach to the calibration of borrower-based measures
    a case study of the Czech Republic
    Author: Gregor, Jiří
    Published: [2024]
    Publisher:  Czech National Bank, Economic Research Division, Praha, Czech Republic

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 490
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Czech National Bank ; 2024, 2
    Subjects: Borrower-based measures; macroprudential policy; mortgage lending; stresstesting; systematic risk
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  11. Systemic risk, interbank relations and liquidity provision by the Central Bank
    Author: Freixas, Xavier; Parigi, Bruno; Rochet, Jean-Charles
    Published: 1999
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1141 (440)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Departament d'Economia i Empresa, UPF ; 440
    Subjects: Geldmarkt; Bankrisiko; Geldpolitik; Theorie; systematic risk
    Scope: 1 Online-Ressource