Title: Essays in asset pricing and institutional investors.
This work consists of three essays that investigate the effect of investor behavior on asset prices. In the first essay, titled “ Transaction Costs and Investment Decisions of Individual Investors,” I study the liquidity decisions of 66,000 households from a large discount brokerage.
Thesis title: Essays in Asset Pricing and Institutional Investors; Terence Teo Thesis title: Essays in disclosure of holdings by institutional investors; Gyuri Venter, Assistant Professor of Finance, Copenhagen Business School Thesis Title: Essays on asymmetric information and trading constraints; Yiyi Wang Thesis Title: Rational bubble, short.
Essays on Asset Pricing and Portfolio Choice Abstract The first chapter offers an explanation for the properties of the nominal term structure of interest rates and time- varying bond risk premia based on a model with rare consumption disaster risk. In the model, expected.
Essays in Asset Pricing January 26, 2017 This thesis improves our understanding of asset prices and returns as it documents a regime shift risk premium in currencies, corrects the estimation bias in the term pre-mium of bond yields, and shows the impact of ambiguity aversion towards parameter uncertainty on equities. The thesis consists of.
Deb, Pragyan Essays on phd impact of competition on financial intermediaries. Thesis Related Our editorial team. Yen, Yu-Min Three essays in financial econometrics. Shang, Qi Essays in asset pricing and institutional investors. Teo, Terence Essays on disclosure phd holdings by institutional investors. Parida, Sitikantha Essays on successful.
IIGCC’s membership includes a broad range of asset owners and asset managers. This includes many of the largest global and European institutional investors and asset managers. Reflecting the significance of climate change as an issue for the investor community and the impact of our work, our membership continues to grow.
Given the importance of strategic asset allocation in explaining the ex post performance of any type of investment portfolio, this part provides an in-depth analysis of asset allocation methods, illustrating the different theoretical and operational solutions available to institutional investors. The third part describes performance assessment, its breakdown and risk control, with an in-depth.