Financial Markets and Portfolio Management最新文献

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Interaction effects between dynamic hybrid products and traditional deferred annuities in the German life insurance market 动态混合产品与传统递延年金在德国寿险市场的交互效应
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-02-01 DOI: 10.1007/s11408-020-00367-z
Nikolaj Moretti, Johannes Bartels
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引用次数: 0
Seasonalities in the German stock market 德国股市的季节性
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-24 DOI: 10.1007/s11408-020-00373-1
D. Hofmann, K. Keiber
{"title":"Seasonalities in the German stock market","authors":"D. Hofmann, K. Keiber","doi":"10.1007/s11408-020-00373-1","DOIUrl":"https://doi.org/10.1007/s11408-020-00373-1","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74020027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Product market competition and intermediate-term momentum 产品市场竞争和中期势头
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-23 DOI: 10.1007/s11408-020-00371-3
Scott Li
{"title":"Product market competition and intermediate-term momentum","authors":"Scott Li","doi":"10.1007/s11408-020-00371-3","DOIUrl":"https://doi.org/10.1007/s11408-020-00371-3","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11408-020-00371-3","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72454419","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Antony Lewis: The basics of bitcoins and blockchains 安东尼·刘易斯:比特币和区块链的基础知识
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-04 DOI: 10.1007/s11408-020-00374-0
Luca J. Liebi
{"title":"Antony Lewis: The basics of bitcoins and blockchains","authors":"Luca J. Liebi","doi":"10.1007/s11408-020-00374-0","DOIUrl":"https://doi.org/10.1007/s11408-020-00374-0","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86123001","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Cross-validated covariance estimators for high-dimensional minimum-variance portfolios 高维最小方差组合的交叉验证协方差估计
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-02 DOI: 10.1007/s11408-020-00376-y
S. Husmann, A. Shivarova, R. Steinert
{"title":"Cross-validated covariance estimators for high-dimensional minimum-variance portfolios","authors":"S. Husmann, A. Shivarova, R. Steinert","doi":"10.1007/s11408-020-00376-y","DOIUrl":"https://doi.org/10.1007/s11408-020-00376-y","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81218326","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Report of the Editor 2020. 2020年编辑报告。
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-01 Epub Date: 2021-03-04 DOI: 10.1007/s11408-021-00379-3
Markus Schmid
{"title":"Report of the Editor 2020.","authors":"Markus Schmid","doi":"10.1007/s11408-021-00379-3","DOIUrl":"https://doi.org/10.1007/s11408-021-00379-3","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11408-021-00379-3","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39720786","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ICO investors. ICO投资者。
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-01 Epub Date: 2020-11-06 DOI: 10.1007/s11408-020-00366-0
Rüdiger Fahlenbrach, Marc Frattaroli
{"title":"ICO investors.","authors":"Rüdiger Fahlenbrach,&nbsp;Marc Frattaroli","doi":"10.1007/s11408-020-00366-0","DOIUrl":"https://doi.org/10.1007/s11408-020-00366-0","url":null,"abstract":"<p><p>We conduct a detailed analysis of investors in successful initial coin offerings (ICOs). The average ICO has 4700 contributors. The median participant contributes small amounts and many investors sell their tokens before the underlying product is developed. Large presale investors obtain tokens at a discount and flip part of their allocation shortly after the ICO. ICO contributors lack the protections traditionally afforded to investors in early-stage financing. Nevertheless, returns 9 months after the ICO are positive on average, driven mostly by an increase in the value of the Ethereum cryptocurrency.</p>","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11408-020-00366-0","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39644383","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Covid-19 and smart beta: A case study on the role of sectors. Covid-19与智能beta:部门作用的案例研究。
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2021-01-01 Epub Date: 2021-04-15 DOI: 10.1007/s11408-021-00383-7
Milot Hasaj, Bernd Scherer
{"title":"Covid-19 and smart beta: A case study on the role of sectors.","authors":"Milot Hasaj,&nbsp;Bernd Scherer","doi":"10.1007/s11408-021-00383-7","DOIUrl":"https://doi.org/10.1007/s11408-021-00383-7","url":null,"abstract":"<p><p>We investigate the role of sectors on the performance of smart beta products during the COVID-19 crisis. Cross-sectional differences in excess returns (versus a market capitalized portfolio) are driven by strong exposures to COVID-19-related industry rotation, rather than to long-term structural causes.</p>","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11408-021-00383-7","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39720789","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
COVID-19's impact on real estate markets: review and outlook. COVID-19 对房地产市场的影响:回顾与展望。
IF 1.5
Financial Markets and Portfolio Management Pub Date : 2021-01-01 Epub Date: 2021-03-25 DOI: 10.1007/s11408-021-00384-6
Nadia Balemi, Roland Füss, Alois Weigand
{"title":"COVID-19's impact on real estate markets: review and outlook.","authors":"Nadia Balemi, Roland Füss, Alois Weigand","doi":"10.1007/s11408-021-00384-6","DOIUrl":"10.1007/s11408-021-00384-6","url":null,"abstract":"<p><p>As symbolized by vacant office buildings, empty shopping malls and abandoned flats in metropolitan areas, the new coronavirus disease 2019 has severely impacted real estate markets. This paper provides a comprehensive literature review of the latest academic insights into how this pandemic has affected the housing, commercial real estate and the mortgage market. Moreover, these findings are linked to comprehensive statistics of each real estate sector's performance during the crisis. Finally, the paper includes an outlook and discusses possible future developments in each real estate segment.</p>","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7993983/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39720787","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A comprehensive investigation into style momentum strategies in China 中国风格动量策略的综合研究
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-12-22 DOI: 10.1007/s11408-020-00375-z
C. Su
{"title":"A comprehensive investigation into style momentum strategies in China","authors":"C. Su","doi":"10.1007/s11408-020-00375-z","DOIUrl":"https://doi.org/10.1007/s11408-020-00375-z","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2020-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79641468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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