دانلود مقالات ISI درباره G11 + ترجمه فارسی

Estimation of stable distributions by indirect inference

Keywords: G11; C13; C15; G11; Stable distribution; Indirect inference; Constrained indirect inference; Skewed-t distribution;

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

Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors

Keywords: G11; G11; G15International portfolio; Foreign exchange risk; Currency hedging; Minimum-variance hedging rule

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Fixed-income fund performance: Role of luck and ability in tail membership

Keywords: G11; G11; G12Performance measurement; Conditioning; Bond funds; Block bootstrap

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

The informativeness and ability of independent multi-firm directors

Keywords: G11; G11; G14; G34; Independent directors; Multi-firm directors; Director ability;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Why mutual funds “underperform”

Keywords: G11; Mutual fund; Performance; Business cycle; Investment; Pricing kernelG23; G12; G11

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

A conditional asset-pricing model with the optimal orthogonal portfolio

Keywords: G11; G11; G12; Optimal orthogonal portfolio; Factor pricing; Time-varying risk premium;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

The relationship between the 52-week high of an individual stock and stock market index level: Evidence from Taiwan

Keywords: G11; G11; G15; G17; Reference point; Panel model; Behavioral finance;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Investor protection and international equity portfolio investments

Keywords: G11; G11; G15; F12; International equity portfolio investments; Investor protection; Developed and developing countries; Fixed effect models;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Marriage and other risky assets: A portfolio approach

Keywords: G11; G11; E21; J12; J21; Household portfolios; Risky investments; Marriage; Divorce; Labor force participation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Optimizing international portfolios with options and forwards

Keywords: G11; G11; G15; D81; C61; International portfolios; Stochastic programming; Options; Forwards; Risk management;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products

Keywords: G11; G11; G13; Portfolio insurance strategies; Prospect theory; Monte Carlo simulation; Historical simulation; Financial product design;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Are stock and real estate markets integrated? An empirical study of six Asian economies

Keywords: G11; F21; G11; G15; R51Real estate market; Stock market; Cointegration; Segmentation; Substitution effect; Portfolio management

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Risk and return characteristics of Islamic equity funds

Keywords: G11; G11; Islamic equity funds; Risk-return characteristics; Alternative investments; Ethical investing; Islamic finance; Social Responsible Investing;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market

Keywords: G11; G11; G14; G15; C32; Stock returns; Investment fund flows; Cross-border investment; VAR;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds

Keywords: G11; G11; G23; G14; Mutual funds; Disposition effect; Fund flows;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Stock market trading activity and returns around milestones

Keywords: G11; G11; G12Trading volume; Milestone effect; Return predictability; Asset pricing anomaly

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

On the characteristics and performance of long-short, market-neutral and bear mutual funds

Keywords: G11; G10; G11; G23; Mutual funds; Conditional performance evaluation; Long-short funds; Market-neutral funds; Bear funds;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Omitted debt risk, financial distress and the cross-section of expected equity returns

Keywords: G11; G11; G12; G15; CAPM; Characteristic 'anomalies'; Equity and debt market portfolio; Calibration;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Estimating covariation: Epps effect, microstructure noise

Keywords: G11; C01; C13; C14; C46; G11; Bias-variance tradeoff; Epps effect; High frequency data; Measurement error; Market microstructure; Martingale; Nonsynchronous trading; Realized covariance; Realized variance; Two scales estimation;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Stock market aversion? Political preferences and stock market participation

Keywords: G11; G11; D14Household finance; Limited participation; Political preference

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Dividend distributions and closed-end fund discounts

Keywords: G11; G11; G12Closed-end funds; Discounts; Tax capitalization; Unrealized capital gains

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Financial integration and portfolio investments to emerging Balkan equity markets

Keywords: G11; C51; G11; G15; F36; O16Market comovements; Dynamic cointegration; Causality effects; Portfolio diversification; Balkan equity markets

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Ex post: The investment performance of collectible stamps

Keywords: G11; G11; G12; Z11Alternative investments; Indexes; Long-term returns; Philately; Stamps

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Higher risk, lower returns: What hedge fund investors really earn

Keywords: G11; G11; G12; G23Hedge fund; Dollar-weighting; Investor capital flows; Fund alpha

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures

Keywords: G11; G11; C12; C14Dependence structures; Risk management; Copulas; Goodness-of-fit-testing

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Transition to the Euro and its impact on country portfolio diversification

Keywords: G11; F37; F33; G11; G15; F21; C25Euro; International diversification; Volatility; Serial correlation stability; European stock markets; Prospects of the Euro; Benefits of monetary union

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Residual momentum

Keywords: G11; G11; G12; G14Momentum; Time-varying risk; Stock-specific returns; Residual returns

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Tracking down distress risk

Keywords: G11; G11; G12; G32; G33Distress risk; Bankruptcy; Risk factors

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Distributional asymmetry of loadings on market co-moments

Keywords: G11; G11; G12; Asset pricing; Return distribution; Co-moments; Asymmetry;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Risk comparison of different bonus distribution approaches in participating life insurance

Keywords: G11; G11; G22; Participating life insurance contracts; Policies with profits; Interest rate guarantees;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Liquidity risk management and credit supply in the financial crisis

Keywords: G11; G01; G11; G21Financial institutions; Liquidity risk; Financial crisis

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies

Keywords: G11; G11; G12; C11; Hedge funds; GARCH; Market timing; MCMC methods; Model uncertainty; Risk factors;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Expected returns, risk premia, and volatility surfaces implicit in option market prices

Keywords: G11; G11; G12; G13; Jump-diffusion; Term structure of implied volatilities; Option pricing model;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Information spillovers and performance persistence for hedge funds

Keywords: G11; Hedge funds; Performance persistence; Disclosure; Information spilloversG24; G11; D82

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Nonlinearly weighted convex risk measure and its application

Keywords: G11; C13; C61; D81; G11; Expected shortfall; Market frictions; Portfolio optimization; Performance ratio;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal asset allocation under linear loss aversion

Keywords: G11; D03; D81; G11; G15; G24; Loss aversion; Prospect theory; Portfolio optimization; MV/CVaR portfolios; Copula; Investment strategy;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Mean-variance portfolio selection of cointegrated assets

Keywords: G11; G11; C61; Cointegration; Mean-variance portfolio theory; Pairs trade;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal R&D investment for a risk-averse entrepreneur

Keywords: G11; R&D; Technical uncertainty; Entrepreneurial investment; Cost of unhedgeable risk; Utility maximisation; G11; G13; G31; L26;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Does corporate governance risk at home affect investment choices abroad?

Keywords: G11; F21; F3; G11; G15; G32; G34; Corporate governance; Foreign portfolio investment; Asian financial crisis;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Risk contagion among international stock markets

Keywords: G11; G11; G15Spillover; Jump; Stochastic volatility; Wavelet; Markov Chain Monte Carlo; Integration

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Contrarian investment strategies work better for dually-traded stocks: Evidence from Hong Kong

Keywords: G11; G11; G12; G15Contrarian strategy; Cross-listings; Turnover ratio; Hong Kong; Multifactor model

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Strategic behavior within families of hedge funds

Keywords: G11; G23; G11; Hedge fund families; Investment companies; Fund liquidation; Fund origination;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Spot and forward volatility in foreign exchange

Keywords: G11; Implied volatility; Foreign exchange; Forward volatility agreement; Unbiasedness; Volatility speculationF31; G11; G15; G17

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

The effect of information quality on liquidity risk

Keywords: G11; G01; G11; G12; G14; M41; Information quality; Earnings quality; Liquidity risk; Cost of capital; Disclosure;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Three retirement decision models for defined contribution pension plan members: A simulation study

Keywords: G11; G11; J26; J33; Defined contribution pension plan; Dynamic and stochastic simulation; One-year retirement decision model; Two-thirds model; Option-value of continued work model;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Are better governed funds better monitors?

Keywords: G11; G11; G23; G34; Proxy voting; Corporate governance; Mutual funds;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Governance, monitoring and foreign investment in Chinese companies

Keywords: G11; G1; G11; G15; Home bias; Monitors; Foreign ownership; Chinese stock market;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Modeling non-monotone risk aversion using SAHARA utility functions

Keywords: G11; G11; G13; G22; D52; C61SAHARA utility; Optimal investment problem; Dual approach; Utility indifference pricing

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Intertemporal asset pricing and the marginal utility of wealth

Keywords: G11; G11; G12; G13; G14; C6; Arbitrage; Viability; Linear pricing rules; Optimal portfolio-consumption problems; Marginal utility of wealth;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Pricing executive stock options under employment shocks

Keywords: G11; Executive stock options; Risk aversion; Undiversification; Incentives; FAS123R; G11; G13; G35; M52;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه