دانلود مقالات ISI درباره G11 + ترجمه فارسی

Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure

Keywords: G11; G11; G21; Interest rate risk; Term transformation; Interest income;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Sufficient conditions for expected utility to imply drawdown-based performance rankings

Keywords: G11; D81; G10; G11; G23; G29; Asset management; Performance measurement; Sharpe ratio; Drawdown; Calmar ratio; Location and scale condition;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

IPO underpricing: A social comparison perspective

Keywords: G11; G11; G14; G24; IPO underpricing; Behavioral finance; Social comparison;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal consumption and investment under time-varying relative risk aversion

Keywords: G11; Merton's problem; Hamilton-Jacobi-Bellman equation; Marginal indirect utility; Life-cycle investment; G11;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Agricultural arbitrage and risk preferences

Keywords: G11; G11; Q12; Arbitrage; Risk aversion; Agriculture;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Risk adjustment and momentum sources

Keywords: G11; G10; G11; G12; Momentum; Risk adjustment; Market efficiency;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Cross hedging under multiplicative basis risk

Keywords: G11; D81; G11; G32; Risk management; Cross hedging; Basis risk; Prudence; Jet fuel; Crude oil futures; Vector error correction model;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Detecting the presence of insider trading via structural break tests

Keywords: G11; C14; G11; G12; G14; G28; G38; CUSUM tests; ECAPM; Insider trading; Structural change; U-statistics;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance

Keywords: G11; G14; G13; G12; G11; C53; Momentum; Reversals; Imbalance; Trading test;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

On “optimal pension management in a stochastic framework” with exponential utility

Keywords: G11; IB81; G11; G23; IM12; Defined-contribution pension plan; Wage risk; Inflation; Optimal asset allocation; Exponential utility; Hamilton-Jacobi-Bellman equation;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

The crisis, Fed, Quants and stochastic optimal control

Keywords: G11; C61; G11; G12; G14; Dodd-Frank reform bill; Greenspan; Capital requirements; Stochastic optimal control; Warning signals of crisis; Optimal leverage and debt ratios; Bubbles; Dodd-Frank bill;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite

Keywords: G11; G11; G12; G22; G32Cotendency; Premium switching; Power law; Probability-of-ruin; Risk management; VaR

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Risk aversion for variational and multiple-prior preferences

Keywords: G11; D81; G11; Risk aversion; Mean-independent risk; Multiple-prior expected utility; Variational preferences;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange

Keywords: G11; G11; Q56; G12Volatility; Trading volume; Chicago Climate Exchange; Carbon Financial Instrument; Sustainability

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

A note on the returns from minimum variance investing

Keywords: G11; G11; C14Minimum variance portfolio; SHARPE-ratio; Risk based anomalies; Market capitalization weighted portfolio; Bootstrapping

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

A review of the seasonal affective disorder hypothesis

Keywords: G11; G10; G11; G12Seasonal affective disorder (SAD); International; Stock returns; Seasonality

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Do ETFs provide effective international diversification?

Keywords: G11; C16; G11; G15Bootstrap; Value at Risk; Efficient frontier; Exchange Traded Fund

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Pareto improvement and agenda control of sequential financial innovations

Keywords: G11; C72; C73; D51; D52; D61; G11; General equilibrium theory of incomplete security markets; Financial innovation; Pareto improvement; Agenda control; Nash equilibrium; Subgame perfect equilibrium;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Alternative models for hedging yield curve risk: An empirical comparison

Keywords: G11; G11; E43; Yield curve risk; Interest rate risk; Immunization; Hedging;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

A cyclical model of exchange rate volatility

Keywords: G11; G11; G17; Conditional volatility; Intraday range; Non-parametric filter;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

A test of the different implications of the overconfidence and disposition hypotheses

Keywords: G11; G10; G11; Disposition effect; Order aggressiveness; Overconfidence; Signed volume;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Investors’ trading activity: A behavioural perspective and empirical results

Keywords: G11; C30; D14; G11; O16Behavioural finance; Trading behaviour; Psychological biases; Personality traits

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

A tale of values-driven and profit-seeking social investors

Keywords: G11; A13; G11; Investor behavior; Values; Socially responsible investing; Risk; Return;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Firm specific and macro herding by professional and amateur investors and their effects on market volatility

Keywords: G11; G0; G11; G14; Herding; Professional investors; Amateur investors; Behavioral finance;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Measuring the effects of geographical distance on stock market correlation

Keywords: G11; R12; G11; G14Stock returns; Residual correlation; Mark correlation function; Spatial correlation; Investor sentiment

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

The diversification effects of volatility-related assets

Keywords: G11; G00; G11; G13; Investment opportunity; Mean-variance analysis; VIX;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Valuation effects with transitory and trend productivity shocks

Keywords: G11; F32; F41; G11; C68; Valuation effects; Current account; External imbalances; Net foreign assets;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Price uncertainty, saving, and welfare

Keywords: G11; D91; E21; G11; Price uncertainty; Kreps-Porteus preferences; Saving; Welfare;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Asset-liability management under time-varying investment opportunities

Keywords: G11; C61; G11; Asset-liability management; Predictability; Stochastic programming; Scenario generation; VAR process;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Global equity fund performance, portfolio concentration, and the fundamental law of active management

Keywords: G11; G11; G14; G19; Mutual funds; Performance; Portfolio concentration; Breadth;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?

Keywords: G11; G11; G12; Estimation risk; Mean-variance timing; Combined portfolio strategies;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Selected MENA countries' attractiveness to G7 investors

Keywords: G11; F30; G11; Foreign portfolio investment; Attractiveness; Middle East and North Africa; G7 investors; Gravity model; Analytic hierarchy process; Goal programming;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Investment banks' stock ratings, call warrant issuance, and responses from heterogeneous investors: Evidence from Taiwan

Keywords: G11; G11; G14; G24; Stock ratings; Call warrant issuance; Conflict-of-interest; Investment banks;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Home country bias: Does domestic experience help investors enter foreign markets?

Keywords: G11; G11; G15; F30; Learning; Home country bias; Duration analysis;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Applying portfolio theory to the electricity sector: Energy versus power

Keywords: G11; G11; L94; Q40; Portfolio theory; Electricity generation investment; Wind power deployment;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests

Keywords: G11; C43; G11; Shortage function; Mutual funds; Mean-Variance model; Higher-order moments; Data envelopment analysis; Free disposal hull;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Geographical focus in emerging markets and hedge fund performance

Keywords: G11; G11; G15; Hedge fund; Emerging market; Abnormal performance;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Explaining over-subscription in fixed-price IPOs - Evidence from the Malaysian stock market

Keywords: G11; G11; G14; G24; Initial public offerings; Over-subscription; Opportunity cost of fund; Hot issue market; Fixed price mechanism;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Asset market linkages: Evidence from financial, commodity and real estate assets

Keywords: G11; C13; C32; G11; Markov switching; Asset linkages; Flight to quality; Flight from quality; Contagion;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Crude oil hedging strategies using dynamic multivariate GARCH

Keywords: G11; C22; C32; G11; G17; G32; Multivariate GARCH; Conditional correlations; Crude oil prices; Optimal hedge ratio; Optimal portfolio weights; Hedging strategies;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

The effect of leverage on the cost of capital of US buyouts

Keywords: G11; G11; G24; G32; Private equity; Cost of capital; Buyout; Benchmarking alternative assets;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Disclosed corporate responses to climate change and stock performance: An international empirical analysis

Keywords: G11; Q54; Q48; M14; G11; G12; Climate change; Climate policy; Corporate environmental performance; Financial performance; Portfolio analysis; Asset pricing models;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Performance analysis of Brazilian hedge funds

Keywords: G11; G11; Hedge fund; Calculation of alpha; Market timing; Fund performance assessment; Brazilian hedge fund;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Stockholding: Participation, location, and spillovers

Keywords: G11; G11; E21; D14; C35; Stockholding; Asset location; Retirement accounts; Household finance; Multivariate probit; Simulated maximum likelihood;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Informed momentum trading versus uninformed “naive” investors strategies

Keywords: G11; G11; G12; G14; Momentum; Naive strategies; Return percentiles; Price information;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal investment and consumption decision of a family with life insurance

Keywords: G11; IE13; IB11; D91; E21; G11; G22; Life insurance; Optimal investment/consumption; Labor income; Utility maximization; Martingale method;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Effects of background risks on cautiousness with an application to a portfolio choice problem

Keywords: G11; D51; D58; D81; G11; G12; G13Risk aversion; Risk tolerance; Cautiousness; Portfolio insurance; Idiosyncratic risks; Background risks; Incomplete markets

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Maximum likelihood estimation of non-affine volatility processes

Keywords: G11; G11; G12; C52Non-affine volatility; Integrated volatility; Volatility risk premium; Markov chain approximation

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology's prospects in view of the new regulatory framework

Keywords: G11; C15; D81; G11; Q49; Combined heat and power; CHP technology; Portfolio optimization; Germany;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Small-cap equity mutual fund managers as liquidity providers

Keywords: G11; G11; G20; G30Liquidity creation; Trading behavior; Small-cap mutual funds; Mutual fund performance; Bid-ask spread; Turnover ratio

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه