hajkr (19 risultati)

Softcover. Condizione: As New.

Sammelschriften der Pädagogischen Fakultät in Ostrava 33: 108pp, 44 figs, 7 pls 8vo, paperback.

Condizione: New.

Condizione: New.

Condizione: New.

4to. Pp. 173, numerous photos and figs. on 49 plates, 75 figs. in text, bibliogr. Orig. wrappers.

108 S., 50 Abb., 7 Taf., Sprache: Deutsch Gewicht in Gramm: 500.

15 pp., gr. 8.

17 pp., 8 figs, gr. 8.

Taschenbuch. Condizione: Neu. The performance of long-term investments in the Italian stock market | The impact of survivorship bias | Petr Maxmilian Hajkr | Taschenbuch | 100 S. | Englisch | 2016 | AV Akademikerverlag | EAN 9783639887617 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

4°. M. 5 Taf., 36 Abb. u. 30 Tab. 79 S. OBr. (FFH C 228). Sprache: Deutsch 0 gr.

M. 7 Taf. u. einigen (dav. 3 beilieg.) Abb. 108 S. (Spisy ped. fak. v Ostrave 33). Sprache: Deutsch 0 gr.

M. 49 Taf. u. zahlr. Abb. 173 S. (FFH C 325). Sprache: Deutsch 0 gr.

159 S., 68 Abb., 21 Tab., 3 Taf., Sprache: Deutsch Gewicht in Gramm: 500.

4°. M. 13 Taf. u. zahlr. Abb. 159 S. (FFH C 306). Sprache: Deutsch 0 gr.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The objective of this work is to research on the impact of delisting effects and dropping off the market index on the investment performance and to understand whether the survivorship bias matters in the context of long-term investments. Given the calculation algorithms of a market index which exclude any failed, small and or illiquid company, we legitimately believe that a market index would have outperformed any passively managed not-rebalanced portfolio in the long run. We denote this phenomenon as natural survivorship bias. However, the results of this work show that the opposite is true. In all cases and under all regimes, the observed portfolios outperform noticeably the market index. We find that on average, small and less liquid firms gained higher returns than bigger and more liquid players. The literature defines the small firm effect as a concept which states that small cap firms outperform the large cap firms. Lower prices lead to larger price appreciations. We therefore believe that the phenomena like Small firm effect, Neglected firm effect and Illiquidity premium might explain the obtained results. 100 pp. Englisch.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Hajkr Petr MaxmilianPetr M. Hajkr holds a BSc in Economics and management from the Free University of Bolzano and a MSc in Banking and finance from the University of Innsbruck. His special focus lies on the insurance financial advis.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The objective of this work is to research on the impact of delisting effects and dropping off the market index on the investment performance and to understand whether the survivorship bias matters in the context of long-term investments. Given the calculation algorithms of a market index which exclude any failed, small and or illiquid company, we legitimately believe that a market index would have outperformed any passively managed not-rebalanced portfolio in the long run. We denote this phenomenon as natural survivorship bias. However, the results of this work show that the opposite is true. In all cases and under all regimes, the observed portfolios outperform noticeably the market index. We find that on average, small and less liquid firms gained higher returns than bigger and more liquid players. The literature defines the small firm effect as a concept which states that small cap firms outperform the large cap firms. Lower prices lead to larger price appreciations. We therefore believe that the phenomena like Small firm effect, Neglected firm effect and Illiquidity premium might explain the obtained results.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 100 pp. Englisch.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The objective of this work is to research on the impact of delisting effects and dropping off the market index on the investment performance and to understand whether the survivorship bias matters in the context of long-term investments. Given the calculation algorithms of a market index which exclude any failed, small and or illiquid company, we legitimately believe that a market index would have outperformed any passively managed not-rebalanced portfolio in the long run. We denote this phenomenon as natural survivorship bias. However, the results of this work show that the opposite is true. In all cases and under all regimes, the observed portfolios outperform noticeably the market index. We find that on average, small and less liquid firms gained higher returns than bigger and more liquid players. The literature defines the small firm effect as a concept which states that small cap firms outperform the large cap firms. Lower prices lead to larger price appreciations. We therefore believe that the phenomena like Small firm effect, Neglected firm effect and Illiquidity premium might explain the obtained results.