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- Wealth Transfers, Contagion, and Portfolio Constraints
- This paper examines the co-movement among stock market prices and exchange rates within a three-country Center-Periphery dynamic equilibrium model in which agents in the Center country face portfolio constraints. In the model, international transmission occurs through the terms of trade, through the common discount factor for cash flows, and, finally,...
- White papers 2005-06-01
Additional Resources
- Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
- In this article, we show how to analyze analytically the equilibrium policies and prices in an economy with a stochastic investment opportunity set and incomplete financial markets, when agents have power utility over both intermediate consumption and terminal wealth, and face portfolio constraints. The exact local comparative statics and approximate...
- Webcasts 2003-01-01
- Optimal Portfolio Allocation In A World Without Treasury Securities
- If current projections of future budget surpluses materialize, investing in Treasury securities–an asset class with which investors have long been familiar–could eventually become a thing of the past. This paper examines the extent to which investors' portfolio allocation decisions are likely to be affected by the retirement of all federal...
- White papers 2001-01-17
- AXA Bank Reduces Risk With SAS and Improves Its Portfolio Management
- Risk is an important parameter that must be considered with granting credit. It is also an issue recently addressed by Basel II regulations. While many other banks have viewed these rules as a constraint, Belgium-based AXA Bank understood from the start that these new regulations could also generate business opportunities....
- Case studies
- Synovus Financial Corp. Q3 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator Thank you, ladies and gentlemen. The floor is now opened for questions. [Operator Instructions]. Our first question comes from Nancy Bush. Your line is live. Nancy Bush - NAB Research Good afternoon guys. Richard E. Anthony - Chairman of the Board and Chief...
- Earnings calls 2007-10-28
- Shanda Interactive Entertainment Ltd. Q4 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator Your first question comes from Dick Wei - JP Morgan. Dick Wei - JP Morgan My question is on the longer term game licensing strategy. I believe Tianqiao Chen was mentioning that the pipeline has more than 20 games for the next...
- Earnings calls 2008-02-25
- Can Americans Stop Spending?
- Get over that image of Americans as debt-ridden consumption addicts. The Great Recession will teach us to find better things to do with the time and money we have left — at least for now. Right now, as we lick our financial and career wounds and poke our 401k...
- Articles 2009-06-25
- Capital Trust Q3 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions We'll take our first question from David Boardman, from Wachovia. Please go ahead. David Boardman - Wachovia Good morning and thank you very much for taking my question regarding investment activity within the quarter, and then you're going forward here, I mean, spread did blow...
- Earnings calls 2007-11-07
- The Bank of New York Mellon Corporation Q3 FY07 Earnings Call Transcript
- Question-and-Answer SessionOperator Thank you. [Operator Instructions]. Our first question comes from Glenn Schorr with UBS. Please go ahead. Glenn Schorr - UBS Hey guys. Robert P. Kelly - Chief Executive Officer Good morning Glenn. Glenn Schorr - UBS so I guess it's...
- Earnings calls 2007-10-18
- Acadia Realty Trust Q4 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions. Your first question comes from the line of Christine McElroy with Banc of America. Please proceed. Christine McElroy - Banc of America Hey, good afternoon. Michael Nelsen Hi. Christine McElroy - Banc of America Your same-store NOI growth forecast of 1% to 3% seems like...
- Earnings calls 2008-02-18
- MGIC Investment Corporation Q3 2007 Earnings Call Transcript
- Question-and-Answer Session Operator Thank you. [Operator Instructions] Our first question comes from Howard Shapiro. Howard Shapiro - Fox-Pitt Kelton Hi, a couple of questions. Given your new loss guidance for 2008, have you had any discussions with the rating agencies, are they still comfortable with...
- Earnings calls 2007-10-18
- Occupational Choice and the Private Equity Premium Puzzle
- This paper suggests a solution to what has become known as the "private equity premium puzzle" (Moskowitz and Vissing-Jorgensen 2002)). The paper interprets occupational choice as a dynamic portfolio choice problem of a life-cycle investor facing a liquidity constraint and imperfect information about the profitability of potential businesses. In this...
- White papers 2002-10-01
- Credit Rationing Effects of Credit Value-at-Risk
- Banks provide risky loans to firms which have superior information regarding the quality of their projects. Due to asymmetric information the banks face the risk of adverse selection. Credit Value-at-Risk CVaR regulation counters the problem of low quality, i.e. high risk, loans and therefore reduces the risk of the bank...
- White papers 2004-03-12
- Dynamic Asset Allocation With Benchmarking And Performance Constraints
- The performance of mutual fund or pension fund managers is often evaluated by comparing the returns of managed portfolios with those of a benchmark, often defined from an index. As most portfolio managers use dynamic rules for rebalancing their portfolios, we use a dynamic framework to study the optimization of...
- White papers 2005-06-01
- UBS Global Asset Management Launches US Equity Alpha Strategy
- NEW YORK -- UBS Global Asset Management today announced the recent launch of its new US Equity Alpha Strategy, which seeks to provide investors with more alpha by relaxing the long-only constraint when constructing a portfolio.
- Research articles 2005-12-12
- Air Products and Chemicals, Inc. F4Q07 (Qtr End 9/30/07) Earnings Call Transcript
- Question-and-Answer SessionOperator Thank you. [Operator Instructions]. We'll take our first question today from P.J. Juvekar from Citi. P. J. Juvekar - Citigroup Good morning. Paul E. Huck - Vice President and Chief Financial Officer Good morning P.J. Nelson Squires - Director, Investor Relations...
- Earnings calls 2007-10-25
- CNH Global Q3 2007 Earnings Call Transcript
- Earnings Call Excerpt CNH Global NV CNH Q3 2007 Earnings Call October 23, 2007, 10:00 AM ET Executives Albert Trefts, Jr. - Senior Director, IR and Capital Markets Rubin J. McDougal - CFO Camillo Rossotto - VP and Treasurer and CFO, Financial Services Harold Boyanovsky -...
- Earnings calls 2007-10-24
- Polycom Inc. Q3 2007 Earnings Call Transcript
- Question-and-Answer Session Operator Yes, thank you. [Operator Instruction]. Our first question comes from the line of John Anthony from Cowen & Company. Please proceed with your question. John Anthony - Cowen & Company Good afternoon, guys. Couple of question, but before we get started did...
- Earnings calls 2007-10-18
- Nokia Corporation Q3 2009 Earnings Call Transcript
- Question-and-Answer SessionOperator Your first question comes from the line of Tim Boddy with Goldman Sachs. Tim Boddy – Goldman Sachs Yes, thank you. I wondered if you could quantify the component impact on your Smartphone shipments and whether that actually also impacted the gross margin during the quarter? I...
- Earnings calls 2009-10-21
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