Southville International School and Colleges Search for 'su:"Asset"'

Schaum's outline of financial management /

By Shim, Jae K..
New York : McGraw-Hill, 2007 .
488 p : 28 cm..
9780071481281

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International financial management /

By Eun, Cheol S..
Boston : McGraw-Hill Irwin, 2007 .
536 p. : 26 cm. .
970071106511

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Investing for retirement : the moderating effect of fund assortment size on the 1/N heuristic /

By Morrin, Maureen...
2012 .
49 : 4, page 537

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International corporate finance /

By Madura, Jeff..
Australia : South-Western, Cengage Learning, 2012 .
xxix, 701 pages ; , Includes index. 26 cm..
9780538482974

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Fixed asset management system for southville international school and colleges /

By Oriondo, Bong Jerick C..
Las Piñas, Philippines : SISC, 2015 .
177 pages : , Includes bibliographical references and appendices. 28 cm..

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Fixed asset management system for southville international school and colleges /

By Oriondo, Bong Jerick C..
Las Piñas, Philippines : SISC, 2015 .
177 pages : , Includes bibliographical references and appendices. 28 cm..

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International financial management /

By Madura, Jeff..
Australia : Cengage, 2015 .
xxv, 722 pages : , Previous edition: Mason, OH : South-Western, Cengage Learning, c2012. | Includes index. 26 cm..
9781133947837 (student edition) | 1133947832

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Oxford handbook of quantitative asset management /

Oxford ; | New York : Oxford University Press, 2012 .
xxvii, 501 pages : , Includes bibliographical references and index. 26 cm..
9780199553433 (hbk.) | 0199553432 (hbk.)

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Leverage constraints and asset prices: Insights from mutual fund risk taking / by Oliver Boguth, Mikhail Simutin

Amsterdam Elsevier 2018 .
Pages 325-341 , Abstract Prior theory suggests that time variation in the degree to which leverage constraints bind affects the pricing kernel. We propose a measure for this leverage constraint tightness by inverting the argument that constrained investors tilt their portfolios to riskier assets. We show that the average market beta of actively managed mutual funds—intermediaries facing leverage restrictions—captures their desire for leverage and thus the tightness of constraints. Consistent with theory, it strongly predicts returns of the betting-against-beta portfolio, and is a priced risk factor in the cross-section of mutual funds and stocks. Funds with low exposure to the factor outperform high-exposure funds by 5% annually, and for stocks this difference reaches 7%. Our results show that the tightness of leverage constraints has important implications for asset prices.

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Asset pricing with beliefs-dependent risk aversion and learning / by Tony Berrada, Jérôme Detemple, Marcel Rindisbacher

Amsterdam Elsevier 2018 .
Pages 504-534

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Choosing factors / by Eugene F. Fama, & Kenneth R. French

Amsterdam Elsevier 2018 .
Pages 234-252 , Abstract Our goal is to develop insights about the maximum squared Sharpe ratio for model factors as a metric for ranking asset pricing models. We consider nested and non-nested models. The nested models are the capital asset pricing model, the three-factor model of Fama and French (1993), the five-factor extension in Fama and French (2015), and a six-factor model that adds a momentum factor. The non-nested models examine three issues about factor choice in the six-factor model: (1) cash profitability versus operating profitability as the variable used to construct profitability factors, (2) long-short spread factors versus excess return factors, and (3) factors that use small or big stocks versus factors that use both.

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Non-myopic betas / by Semyon Malamud & Grigory Vilkov

Amsterdam Elsevier 2018 .
Pages 357-381 , Abstract An overlapping generations model with investors having heterogeneous investment horizons leads to a two-factor asset pricing model. The risk premiums are determined by the exposure to the market (myopic betas) and the future return on the efficient portfolio (non-myopic betas), which is identified nonparametrically from equilibrium. Non-myopic betas are priced in the cross-section of stocks, producing increasing and economically significant risk-return relation. In the model with funding constraints, low non-myopic beta stocks deliver higher risk-adjusted returns. Empirically, a betting against non-myopic beta portfolio generates superior performance relative to common factor models and is negatively correlated with the market betting against beta portfolio.

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International financial management

By Madura, Jeff.
Australia Cengage Learning Australia Pty Limited 2022 .
xxii, 751 pages : 26cm. .
978-0170449014

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