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Active or Passive
Active or Passive

... funds in this study to reduce survivorship bias: the tendency for mutual funds to be excluded from a database because they no longer exist. Mutual funds with poor performance tend to be dropped by mutual fund companies, generally because of poor results or low asset accumulation. This phenomenon, wh ...
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... when compared with the first half of 2013. Table 4 details the main items that have contributed to changes in net fees and commissions during the first half of the year, which were, on the negative side, fees and commissions on lending transactions with 1.5 million euros less, -18.5%, and, on the po ...
Investment Financing and Financial Development: Firm Level Evidence from Vietnam
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... through which finance can influence long-term growth patterns (Greenwood and Jovanovic, 1990; Greenwood and Smith, 1997; Diamond and Rajan, 2001; Diamond, 1984, 1991). These are summarised by Levine (2005) as: producing information about investments and allocated capital, monitoring investments and ...
JZCP Annual Report and Financial Statements 2016
JZCP Annual Report and Financial Statements 2016

... and European micro-cap companies, as well as real estate properties in the US. JZCP’s investment objective is to provide an overall total return comprised of dividend yield plus stock appreciation. The current Board policy is to pay a dividend equal to 3% of net asset value, paid through semi-annual ...
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... 3 We also allowed for the persistence parameter to be regime dependent. However, based on results from a formal hypothesis test using Argentinean quarterly data, we could not reject the null hypothesis that the persistence parameter is the same across regimes. More precisely, we constructed a likeli ...
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... and Vishny, 2012), and by helping banks and investment banks design structured products to exploit investors’ misunderstandings of financial markets (Henderson and Pearson, 2011). Paul Volcker, former chairman of the Federal Reserve, claims that he can find very little evidence that the financial in ...
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... Monetary and exchange rate policy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Implications of relative price shocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Responding to exchange rate appreciation pressures . . . . . . . . . . . . . . . . . . Pol ...
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... (GDP) is estimated. One strength of this approach is that the transition path from the current to the future state—which for demographic shocks can take decades—is clearly mapped out and explained. There are several drawbacks, though. It is assumed that the current state (to which the shock is appli ...
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... based upon superior efficiency of the business.27 Theoretically, if a business does not have a competitive value chain and sells its output below its costs, the losses will prohibit the continued use of low prices. However, if accounting fraud is involved, as in the cases of WorldCom or Enron, cost ...
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... ratio (0.000<0.05) and Expense ratio (0.01<0.05) are statistically significant while Inflation rate (0.151>0.05), Exchange rate (0.169>0.05), Money Supply (0.696>0.05) and Size of the assets (0.412>0.05) with significance of more than 5% are not statistically significant. This reveals that x1, x5, x ...
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Task force on Climate-Related Disclosures

... indicate clearly that responsibility for climate assessment, particularly footprinting and scenario analysis, needs to be taken across the investment chain by all key actors, not only asset owners. The guidance should clarify how multi-managers disclose.  Portfolio footprinting: while carbon footpr ...
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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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