Global Risk Premia on International Investments by Peter OertmannGlobal Risk Premia on International Investments by Peter Oertmann

Global Risk Premia on International Investments

As told byPeter Oertmann

Paperback | April 14, 1997 | German

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Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments.
Dr. Peter Oertmann ist Habilitand und Projektleiter am Schweizerischen Institut für Banken und Finanzen der Universität St. Gallen.
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Title:Global Risk Premia on International InvestmentsFormat:PaperbackPublished:April 14, 1997Publisher:Deutscher UniversitätsverlagLanguage:German

The following ISBNs are associated with this title:

ISBN - 10:3824464977

ISBN - 13:9783824464975

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Table of Contents

The structure of beta pricing models - Beta pricing in an international environment - Empirical design - Characteristics of the input data - Global factors affecting the returns on international markets - Exploring the time-variation of expected returns