Vimeo
Rss Feed
Facebook
Twitter
YouTube
Linked In
(Fuente: CapitalSpectator.com)...+
Tag Archives: Asset Class
Paper: "Palanca" de laboratorio…
Leverage and Asset Prices: An Experiment Abstract This is the ?rst paper to test the asset pricing implication of leverage in a laboratory. We show that as theory predicts, leverage increases asset prices: When an asset can be used as collateral (that is, when the asset can be bought on margin), its price goes up....+
Tabla du Jour: Total Returns al 30 de noviembre
(Fuente: The Capital Spectator)...+
Finanzas 101: FAQ, Short Selling + CDS
En el sitio de la Unión Europea, hay un accesible FAQ sobre la regulación sobre Short Selling y Credit Default Swaps. ¿Sesgos + momentum?, maybe. Personalmente me quedo con la tabla comparativa -cerca del final- entre la regulacion del Short Selling en USA, EU y Hong Kong. ...+
Finanzas 101: Proxy Hedging
Tal vez es una serie de post más para finanzas 301, pero los ultimos 3 post de Quantivity hacen un buen capitulo de Hedging. Proxy / Cross Hedging “The root challenge of two current equity risk and alpha projects boil down to hedging using non-underlying instruments, known as proxy hedging or cross hedging.” Empirical Quantiles and Proxy Selection “(…)how to...+