Global Risk Premia on International Investments
By Susanne BaunImplementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments. Dr. Peter Oertmann ist Habilitand und Projektleiter am Schweizerischen Institut fr Banken und Finanzen der Universitt St. Gallen. The structure of beta pricing models - Beta pricing in an international environment - Empirical design - Characteristics of the input data - Global factors affecting the returns on international markets - Exploring the time-variation of expected returns
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About this book
Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments. Dr. Peter Oertmann ist Habilitand und Projektleiter am Schweizerischen Institut fr Banken und Finanzen der Universitt St. Gallen. The structure of beta pricing models - Beta pricing in an international environment - Empirical design - Characteristics of the input data - Global factors affecting the returns on international markets - Exploring the time-variation of expected returns