Auflistung nach JEL-Klassifizierung "C15"

Anzeige der Dokumente 1-3 von 3

    • Kenneth French 

      Unbekannter Autor
      The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...

    • On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data 

      Jakusch, Sven Thorsten (2013-12-24)
      This paper addresses whether and to what extent econometric methods used in experimental studies can be adapted and applied to financial data to detect the best-fitting preference model. To address the research question, ...

    • Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets 

      Bluhm, Marcel; Krahnen, Jan Pieter (2014-03-30)
      We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from ...