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issue of PNAS the results of her research
issue of PNAS the results of her research

... description of what we’ve been through in the last few years. I guess that’s the flip side of a bank always being willing to give you a loan—unless you really need one. That’s another old saying. My point is that when the last recession hit, household debt service ratios hit a record and people star ...
docx Role of Accounting in the Financial Crisis
docx Role of Accounting in the Financial Crisis

... this view, even in instances where information used by investors to make investment decisions was provided by audits carried out in compliance with the provisions of the Generally Accepted Auditing Standards, there is high probability that the audits failed to discover information that could mislead ...
2006-5
2006-5

... With the collapse of command economies in the Eastern block during the late 1980s, and the peculiarities of their economic transformation towards market economies, it thus seems important to assess the validity of extant theory on finance and growth in the context of transitional economies. However, ...
Capital Structure: Basic Concepts
Capital Structure: Basic Concepts

... Some of the increase in equity risk and return is offset by the interest tax shield RS = R0 + (B/S)×(1-TC)×(R0 - RB) RB is the interest rate (cost of debt) RS is the return on equity (cost of equity) R0 is the return on unlevered equity (cost of capital) B is the value of debt S is the value of leve ...
Royce Total Return Fund
Royce Total Return Fund

Estimation of the marginal expected shortfall using extreme
Estimation of the marginal expected shortfall using extreme

... Expectiles as risk measures Theoretical and numerical results, obtained recently, indicate that expectiles are perfectly reasonable alternatives to quantiles as risk measures : Taylor (2008) [Journal of Financial Econometrics] Kuan, Yeh and Hsu (2009) [Journal of Econometrics] ...
Q1 Global Brief 2014
Q1 Global Brief 2014

... Already in the infancy of 2014, market events have tested the resolve and resilience of investors with a sell-off in emerging market currencies, increased stock market volatility and a surprise rate hike here in SA. It is completely understandable that investors would question their investment strat ...
Document
Document

Document
Document

...  “The process of gathering and organizing information and then using it to determine the intrinsic value of a share of common stock.” ...
A sample topic from the Course Companion can be downloaded here.
A sample topic from the Course Companion can be downloaded here.

US marinas set to become `asset class`
US marinas set to become `asset class`

... to get the funding they’re seeking. Much has changed for the marina The historically ‘mom and pop’ marina industry since the mid-2000s when industry is transforming, with larger investors were looking at alternative ...
When US rates rise
When US rates rise

... Source: Gerard Minack, November 2015; * note higher numbers indicate tighter financial conditions and vice versa ...
RTF 80kB - Commonwealth Grants Commission
RTF 80kB - Commonwealth Grants Commission

... If the intention were to consider needs relating to net worth/financial capital ie for earnings on net worth not to be treated as EPC, SA would suggest that the valuation gains which give rise to net worth over and above the accumulation of net operating surpluses, which tend to be greater in higher ...
Fat Tails and their (Un)happy Endings
Fat Tails and their (Un)happy Endings

The Political Economy of Shadow Banking
The Political Economy of Shadow Banking

... In the private market, the amount of cash you can get for an asset depends on that asset’s current market value. By buying a guarantee of the market value of your assets, in effect you are guaranteeing your access to cash as needed; if no one else will give you cash for them, the guarantor will. [.. ...
Current Conditions Index - Legacy Financial Planning
Current Conditions Index - Legacy Financial Planning

... To create the index we found 10 indicators that provided a weekly, real-time measure of the conditions in the economic and market environment. We then standardized these components compared to their pre-crisis 10-year average, equally weighted their standardized scores, and aligned the resulting ind ...
Financially Speaking
Financially Speaking

... risks in equity markets. Opportunities take time to play out, and adverse events always seem to be reflected in markets immediately. If investors keep a close eye on their objectives, and make sure their portfolios remain appropriate for their circumstances, they may be more prepared to respond to ch ...
www.FirstRate.com | Evaluating Performance of Alternative
www.FirstRate.com | Evaluating Performance of Alternative

... the results of these more complex investments to clients. The lack of transparency with these strategies includes obtaining information on pricing, holdings and cash flows. Alternative investments depend highly on expertise in specific disciplines that are applied in less efficient markets than the ...
Session 25- Dividends II (The trade off)
Session 25- Dividends II (The trade off)

Focused on Delivering Superior Investment Advice
Focused on Delivering Superior Investment Advice

... for each portfolio based on a variety of characteristics and corresponding performance in over 300 different market conditions [using our proprietary statistical SAT tool]. ...
Investment Strategy – Second Quarter 2015 - Morgans
Investment Strategy – Second Quarter 2015 - Morgans

... partners including Australia. However, while Equity and Income Asset markets have been very strong in early 2015, there are several areas of concern for us: §§ global inflation is stagnant, despite the best attempts of central governments §§ subsequently the growth recovery has been slower than expe ...
NBER WORKING PAPER SERIES OF BELIEFS. Pierre Collin-Dufresne
NBER WORKING PAPER SERIES OF BELIEFS. Pierre Collin-Dufresne

... source of credit risk-premium, namely, a contagion risk premium, which is due to a marketwide adverse reaction to a given firm’s default. An implication of this argument is that models which ignore contagion risk may not be well-specified, in turn leading to a JTD risk premium that is biased upward. I ...
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... increase in the rate of inflation causes ROE to increase. Sales increase due to higher prices. However, assets recorded on the balance sheet are replaced gradually over time and lag in nominal amounts. The result is an increase in turnover and an increase in ROE. WAGES is a proxy for the cost of la ...
Explanation for Financial Crisis from Monetary Perspective
Explanation for Financial Crisis from Monetary Perspective

... (Other economic situations could be achieved by changing the assumptions) As demand for goods declines, T, which is the total level of transaction, also declines. As the supply of goods is now larger than the demand for goods, P declines. In the above equation MV=PT, the right side declines, so the ...
emerging markets
emerging markets

... This question boils down to our decision to reduce interest rate risk and take on more credit risk. Let’s start by reviewing why we reduced interest rate risk. As core bond yields have continued to move lower, our return expectations for the asset class have become less and less attractive. This is ...
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Financial economics

Financial economics is the branch of economics characterized by a ""concentration on monetary activities"", in which ""money of one type or another is likely to appear on both sides of a trade"". Its concern is thus the interrelation of financial variables, such as prices, interest rates and shares, as opposed to those concerning the real economy. It has two main areas of focus: asset pricing (or ""investment theory"") and corporate finance; the first being the perspective of providers of capital and the second of users of capital.The subject is concerned with ""the allocation and deployment of economic resources, both spatially and across time, in an uncertain environment"". It therefore centers on decision making under uncertainty in the context of the financial markets, and the resultant economic and financial models and principles, and is concerned with deriving testable or policy implications from acceptable assumptions. It is built on the foundations of microeconomics and decision theory.Financial econometrics is the branch of financial economics that uses econometric techniques to parameterise these relationships. Mathematical finance is related in that it will derive and extend the mathematical or numerical models suggested by financial economics. Note though that the emphasis there is mathematical consistency, as opposed to compatibility with economic theory.Financial economics is usually taught at the postgraduate level; see Master of Financial Economics. Recently, specialist undergraduate degrees are offered in the discipline.Note that this article provides an overview and survey of the field: for derivations and more technical discussion, see the specific articles linked.
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