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© 1997

Global Risk Premia on International Investments

  • Authors
Textbook

Table of contents

  1. Front Matter
    Pages I-XXII
  2. Peter Oertmann
    Pages 1-8
  3. Peter Oertmann
    Pages 9-71
  4. Peter Oertmann
    Pages 73-101
  5. Peter Oertmann
    Pages 103-126
  6. Peter Oertmann
    Pages 127-167
  7. Back Matter
    Pages 291-306

About this book

Introduction

Capital investing has become a global business. More and more investors tend to allocate significant portions of their portfolios to international stock and bond markets. To successfully control the risk of globally diversified portfolios, asset managers need to have a distinct understanding of the forces influencing the returns on international financial markets. Peter Oertmann provides empirical evidence on the cross-sectional structure as well as the time-evolution of returns and expected returns on international stock and bond markets. Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments. The analysis reveals an association between global indicators of current and future economic health and the evolution of risk premia associated with these factors.

Keywords

Arbitragepreistheorie Asset Pricing CAPM Investment Investments Portfolio Portfoliomodell Pricing Rating arbitrage pricing theory asset pricing model

About the authors

Dr. Peter Oertmann ist Habilitand und Projektleiter am Schweizerischen Institut für Banken und Finanzen der Universität St. Gallen.

Bibliographic information

  • Book Title Global Risk Premia on International Investments
  • DOI https://doi.org/10.1007/978-3-663-08528-7
  • Copyright Information Gabler Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 1997
  • Publisher Name Deutscher Universitätsverlag, Wiesbaden
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-8244-6497-5
  • eBook ISBN 978-3-663-08528-7
  • Edition Number 1
  • Number of Pages XXIII, 306
  • Number of Illustrations 22 b/w illustrations, 0 illustrations in colour
  • Topics Business and Management, general
  • Buy this book on publisher's site
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