[BOOK][B] Portfolio choice problems: An introductory survey of single and multiperiod models

N Chapados - 2011 - books.google.com
This brief offers a broad, yet concise, coverage of portfolio choice, containing both
application-oriented and academic results, along with abundant pointers to the literature for …

[BOOK][B] Uncloaking Campbell and Shiller's CAPE: a comprehensive guide to its construction and use

TK Philips, C Ural - 2019 - pm-research.com
These modifications (which include weighting past earnings by revenues instead of CPI,
replacing a simple 10-year average with a robust averaging procedure, and using revenues …

[PDF][PDF] The P/B-ROE valuation model revisited

JW Wilcox, TK Philips - Journal of Portfolio Management, 2005 - researchgate.net
A two-stage stock valuation model derived from Wilcox's (1984) P/B-ROE approach is shown
to be a surprisingly effective tool for a broad variety of uses, including the explanation of …

Analisis Return Saham Perusahaan Yang Terdaftar di Bursa Efek Indonesia Pada Masa Covid-19

ED Purnamasari, LD Anggraini - Jurnal Akun Nabelo: Jurnal …, 2021 - jurnal.untad.ac.id
Return saham merupakan keuntungan yang didapatkan para investor yang berasal dari
dana ditanamkan pada suatu investasi serta memiliki tujuan utama dengan memperoleh …

[CITATION][C] Rethinking the equity risk premium: An overview and some new ideas

B Hammond, M Leibowitz - Rethinking the …, 2011 - Research Foundation of CFA …

[PDF][PDF] Investing in collectibles

D Walgreen - Erasmus University, 2010 - thesis.eur.nl
This study focuses on investing in collectibles. We will investigate the benefits of investing in
collectibles in several ways. Correlations with traditional asset classes are computed to look …

Saving social security: A better approach

TK Philips, A Muralidhar - Financial Analysts Journal, 2008 - Taylor & Francis
The disappearance of the defined-benefit (DB) pension plan is one of the greatest financial
tragedies to befall the US citizen. As demographics have changed and as defined …

The Market Equity Risk Premium

BW McCulloch, D Leonova - Available at SSRN 727583, 2005 - papers.ssrn.com
Abstract The New Zealand Superannuation Act 2001 requires the Treasury to state each
year the required capital contribution of the New Zealand Government to the New Zealand …

Crafting asset allocation for a re-insurer via portfolio optimisation

M Abdulla - 2022 - scholar.sun.ac.za
Abstract ENGLISH SUMMARY: One of the most challenging tasks faced by nancial advisors
and consultants, relates to the phenomena of portfolio selection. This process typically …

[BOOK][B] Estimation of expected returns, time consistency of a stock return model, and their application to portfolio selection

H Ma - 2010 - search.proquest.com
Longer horizon returns are modeled by two approaches, which have different impact on
skewness and excess kurtosis. The Levy approach, which considers the random variable at …