Equity Risk Premium Efe Çağlar Çağlı

Equity Risk Premium

Understanding the behavior of asset prices is essential in evaluating investment decisions so that practitioners and academics have been investigating what assets are worth and whether asset prices are predictable. The degree of stock return...
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Kargo Ücreti: 45,00 TL
indirimli
142,50TL
Taksitli fiyat: 9 x 18,13TL
9786052228630
928364
Equity Risk Premium
Equity Risk Premium
142.50

Understanding the behavior of asset prices is essential in evaluating investment decisions so that practitioners and academics have been investigating what assets are worth and whether asset prices are predictable. The degree of stock return predictability is a statistical concept and totally an empirical issue. In this study, we conduct an empirical application on the equity premium forecastability concept. We consider both macroeconomic and technical indicators in order to predict the equity risk premiums of selected thirteen stock markets including Belgium, Greece, Malaysia, Mexico, Portugal, Spain, Taiwan, Turkey, Brazil, Hong-Kong, India, Russia, and South Africa. Incorporating information from all indicators including domestic and foreign macroeconomic indicators, oil price changes, and technical indicators provides in-sample fitting gains. Out-of-sample forecasting results show that the strategy of combining forecasts provides out-of-sample gains. Portfolio performance analyses suggests following the forecasts generated by the proposed models to obtain positive returns over the buy-and-hold strategy.





(Tanıtım Bülteninden)




Kitabın Özellikleri
Hamur Tipi:
2. Hamur
Orijinal Dili:
İngilizce
Stok Kodu:
9786052228630
Boyut:
16 x 23,5
Sayfa Sayısı:
164
Basım Yeri:
İstanbul
Baskı:
1
Basım Tarihi:
2018
Kapak Türü:
İnce Kapak
Kağıt Türü:
2. Hamur
Dili:
İngilizce

Understanding the behavior of asset prices is essential in evaluating investment decisions so that practitioners and academics have been investigating what assets are worth and whether asset prices are predictable. The degree of stock return predictability is a statistical concept and totally an empirical issue. In this study, we conduct an empirical application on the equity premium forecastability concept. We consider both macroeconomic and technical indicators in order to predict the equity risk premiums of selected thirteen stock markets including Belgium, Greece, Malaysia, Mexico, Portugal, Spain, Taiwan, Turkey, Brazil, Hong-Kong, India, Russia, and South Africa. Incorporating information from all indicators including domestic and foreign macroeconomic indicators, oil price changes, and technical indicators provides in-sample fitting gains. Out-of-sample forecasting results show that the strategy of combining forecasts provides out-of-sample gains. Portfolio performance analyses suggests following the forecasts generated by the proposed models to obtain positive returns over the buy-and-hold strategy.





(Tanıtım Bülteninden)




Axess Kartlar
Taksit Sayısı Taksit tutarı Genel Toplam
1 -    -   
2 71,25    142,50   
3 50,83    152,48   
4 -    -   
6 26,36    158,18   
9 18,13    163,16   
QNB Finansbank Kartları
Taksit Sayısı Taksit tutarı Genel Toplam
1 -    -   
2 71,25    142,50   
3 52,58    157,75   
4 -    -   
6 26,13    156,75   
9 18,13    163,16   
Ziraat Bankkart Combo
Taksit Sayısı Taksit tutarı Genel Toplam
1 -    -   
2 71,25    142,50   
3 50,83    152,48   
4 -    -   
6 26,13    156,75   
9 18,13    163,16   
Bonus Kartlar
Taksit Sayısı Taksit tutarı Genel Toplam
1 -    -   
2 71,25    142,50   
3 50,83    152,48   
4 -    -   
6 26,24    157,46   
9 18,13    163,16   
Paraf Kartlar
Taksit Sayısı Taksit tutarı Genel Toplam
1 -    -   
2 71,25    142,50   
3 50,83    152,48   
4 38,83    155,33   
6 26,13    156,75   
9 18,13    163,16   
Maximum Kartlar
Taksit Sayısı Taksit tutarı Genel Toplam
1 -    -   
2 71,25    142,50   
3 50,83    152,48   
4 -    -   
6 26,13    156,75   
9 18,13    163,16   
World Card - 100 TL ve üzerine + 3 taksit
Taksit Sayısı Taksit tutarı Genel Toplam
Tek Çekim 142,50    142,50   
2 71,25    142,50   
3 50,83    152,48   
4 -    -   
6 26,13    156,75   
9 18,21    163,88   
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