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

Miller's movie collectibles /

By Franchi, Rudy.
London : Octopus Publishing Group, 2002 .
144 p. : 25 cm..
1840005106

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What's behind the numbers? : a guide to exposing financial chicanery and avoiding huge losses in your portfolio /

By Del Vecchio, John..
New York : McGraw-Hill, 2013 .
viii, 278 p. : 24 cm..
9780071791977

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International financial markets /

By Levich, Richard M..
.
698 p. : 26 cm..
0071181237

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Marketing due diligence : reconnecting strategy to share price. /

By McDonald, Malcolm.
Amsterdam : Butterworth-Heinemann, 2007 .
238 p. : 27 cm..
139780750683425

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A Reference price theory of the endowment effect /

By Weaver, Ray...
2012 .
49 : 5, page 696

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Supply and Demand

By Henderson, Hubert Douglas,.
Project Gutenberg, 2004

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English Book Collectors

By Fletcher, William Younger,.
Project Gutenberg, 2008

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Bibliomania; or Book-Madness : A Bibliographical Romance

By Dibdin, Thomas Frognall,.
Project Gutenberg, 2009

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Trading between the lines : pattern recognition and visualization of markets /

By Knuth, Elaine..
Hoboken, N.J. : John Wiley & Sons, 2011 .
xi, 222 p. : 24 cm..
9781576603734 (cloth)

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The Impact of the Filipino-American war in the economy and standard of living in the city of Manila, 1898-1901/

By Mactal, Ronaldo.
2014 .
26:2 page 36

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Pedigree and Panache A History of the Art Auction in Australia

By Huda, Shireen.
ANU E Press 2008 9781921313714

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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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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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