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Portfolio choice and equity characterisitcs: characterizing the hedging demands induced by return predictability

Article Abstract:

Research information is given regarding the examination of portfolio allocation across equity portfolios formed on the basis of characteristics like size and book-to-market. Specifically, the paper assesses the impact of return predictability on portfolio choice for a multi-period investor.

Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
United States, Portfolio Management

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Direct foreign ownership, institutional investors, and firm characteristics

Article Abstract:

Research is presented describing the study Swedish firms to identify the characteristics of ownership, foreign investment and market strategies.

Author: Dahlquist, magnus, Robertsson, Goran
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
Sweden, Foreign investments, Economic aspects, Markets (Economics), Institutional economics

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Predictable changes in yields and forward rates

Article Abstract:

Research is presented describing the study of interest rates to determine dynamic impact on financial output and pricing policies.

Author: Foresi, Silverio, Backus, david, Mozumdar, Abon, Liuren, Wu
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
Pricing, Interest rates

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Subjects list: Research, Econometrics, Business models
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