| Edition |
First edition. |
| Description |
1 online resource. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Contemporary studies in economic and financial analysis ; volume 97
|
|
Contemporary studies in economic and financial analysis ; v. 97.
|
| Bibliography |
Includes bibliographical references. |
| Contents |
Front Cover; Contemporary Issues in Bank Financial Management; Copyright page; Contents; List of Contributors; Contemporary Studies in Economic and Financial Analysis special edition -- Volume 97 Contemporary Issues in Bank Financial M ... ; References; Active versus Passive Investing: An Empirical Study on The US and European Mutual Funds and ETFs; Introduction; Aim of the Study; Literature Review; Theoretical Background; CAPM and Risk-Adjusted Models; Single-Factor Regression Model; Multi-Factor Regression Models; Evidence on Active and Passive Management. |
|
Evidence on Index Mutual Funds and Passive ETFsMethodology and Data; Sample Description; Asset Pricing Models, Benchmarks and Proxies; Regression Models; OLS and CLRM Assumptions; Dataset and Residual Diagnostics Results; Results and Analysis; Orthodox Asset Pricing Models Results; Portfolios' Characteristics Analysis; Hybrid Equity Mutual Funds; Active Management Costs as a Subsidy for Market Efficiency; Conclusion; Limitations and Recommendations for Future Research; Notes; References; FX Hedging Using Forwards and 'Premium-Free' Options; Introduction; Literature Review. |
|
Exotic (Barrier) OptionsKnock-Ins and Knock-Outs; Structured Barrier Options -- The Forward Extra; Constructing a Forward Extra; Understanding How the 'Zero-Premium' Is Achieved; Window Forward Extra and At-Expiry Forward Extra; The Possible Outcomes of a Forward Extra; The Pay-off Diagram of a Forward Extra; Hedging; Long-Term and Short-Term Hedging; Aim and Methodology; Data Used; Creating Portfolios; Portfolio Coding Sample; VIX Chart Analysis; Plotting Histograms; Findings; Analysing the Portfolios' Risk; Testing the Statistical Significance of Portfolios' Outcomes. |
|
EURUSD Portfolio and the VIX LevelPortfolios Histograms and Distribution Curves; Interpretation of Histograms; Kurtosis Analysis; Summary of Findings; Recommendations and Conclusions; Recommendations for Professionals; Introducing Additional Strategies; Portfolios Risk; Segregating Portfolios; Histograms; Recommendations for Clients; Conclusion; References; APPENDIX A; APPENDIX B; APPENDIX C; Director Trading in Malta: An Analysis of Returns; Introduction; Aim of Study; Legislative Framework and Notification of Transactions by Directors in Malta; Literature Review. |
|
Impact of Purchases and Sales to OutsidersImpact of Volume of Trades; Research Questions and Hypotheses; Method; Sample Selection Method and Data Adjustments; Results and Discussion; Conclusion; Limitations and Recommendations for Future Research; References; Equity Mutual Fund Performance Evaluation: An Emerging Market Perspective; Introduction; Aim of the Research; Literature Review; From 'Unity Creates Strength' to the World's Most Popular Investment Vehicle; Why Emerging Economies?; Portfolio Performance Measures; Mutual Fund Performance; Determinants of Mutual Fund Performance. |
| Summary |
This special edition includes studies by the University of Malta, MSc Banking and Finance graduates and the respective lecturers, on financial services within particular countries or regions and studies of themes such as credit risk management, fund management and evaluation, forex hedging using derivatives and sovereign fixed income portfolios. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Banks and banking -- Risk management.
|
|
Banks and banking. |
|
Risk management. |
|
Bank management.
|
|
Bank management. |
|
Financial risk management.
|
|
Financial risk management. |
| Genre/Form |
Electronic books.
|
| Added Author |
Grima, Simon, editor.
|
|
Bezzina, Frank, editor.
|
| Other Form: |
Print version: Grima, Simon. Contemporary Issues in Bank Financial Management. Bradford, West Yorkshire : Emerald Group Publishing Limited, ©2016 9781786350008 |
| ISBN |
9781785609992 electronic book |
|
1785609998 electronic book |
|
9781786350008 |
|
1786350009 |
|
9781786350008 |
|
