The objective of this paper is to employ the generalized autoregressive conditionally
heteroskedastic in the mean (GARCH-M) methodology to investigate the effect of interest …

This study employs the generalized autoregressive conditionally heteroskedastic in the
mean (GARCH-M) methodology to investigate the return generating process of real estate …

We employ a United Kingdom data set of weekly returns from a sample of investment trust
companies available on the Datastream database. We analyse the relative performance of …

We use nonparametric linear programming methods to calculate the directional distance
function and the profit function for a random sample of banks from 1994 to 1999. The …

In recent years, interest in “alternative assets” has increased tremendously, driven by the
eternal search for superior risk-adjusted returns. Hedge “funds of funds” and principal …

This study analyzes the risks and returns of low-grade municipal bonds by examining the
financial performance of low-grade municipal bond funds over the study period. The …

Due to the bias that process design demands, we forget the example given by failed
projects. The tendency to focus on success was first noted during WWII and named …

Due to the bias that process design demands, we forget the example given by failed
projects. The tendency to focus on success was first noted during WWII and named …

Current index construction techniques screen potential index constituents in order to
exclude those with a low liquidity and/or free float, the actual percentage of shares available …

In this paper researchers has analyse the performance persistence of the insurance
companies operating in the insurance markets of the selected Eastern and Central …