Asset Pricing, Real Estate and Public Finance over the Crisis
Erschienen am 1. Januar 2013
Buch
Softcover
XIX, 255 Seiten
978-1-349-45133-3 (ISBN)
Beschreibung
The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on asset management, the real estate and public sector.
Weitere Details
Weitere Ausgaben
Andere Ausgaben
A. Carretta | G. Mattarocci
Asset Pricing, Real Estate and Public Finance over the Crisis
Buch
02/2013
Palgrave Macmillan
53,49 €
Versand in 10-20 Tagen
Personen
Mauro Aliano University of Rome Tor Vergata, Italy
Maria Cristina Arcuri University of Rome Tor Vergata, Italy and University of Parma, Italy
Francesca Battaglia University of Naples Parthenope, Italy
Ekaterina Dorodnykh University of Rome Tor Vergata, Italy
Vincenzo Farina University of Rome Tor Vergata, Italy
Giuseppe Galloppo University of Tuscia, Viterbo, Italy
Claudio Giannotti University LUM Jean Monnet, Casamassima, Italy and University of Rome Tor Vergata, Italy
Elvira Anna Graziano University of Rome Tor Vergata, Italy
Giovanni Liccardo University of Rome Tor Vergata, Italy
Pietro Marchetti University of Salento, Italy and University of Rome Tor Vergata, Italy
Gianni Nicolini University of Rome Tor Vergata, Italy
Ugo Pomante University of Rome Tor Vergata, Italy and SDA Bocconi School of Management, Italy
Claudio Porzio University of Naples Parthenope, Italy
Fabrizio Quarta University of Salento, Italy
Marco Reale University of Canterbury, New Zealand
Gabriele Sampagnaro University of Naples Parthenope, Italy and University of Rome Tor Vergata, Italy
Georgios Siligardos University of Rome Tor Vergata, Italy and University of Salento, Italy
Anna Valeria Venneri University of Rome Tor Vergata, Italy and University of Salento, Italy
Inhalt
PART I: ASSET PRICING DURING THE CRISIS 1. Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals; A.Carretta, V.Farina, E.A.Graziano & M.Reale 2. The Effects of Derivatives Trading on Stock Market Volatility and Market Efficiency. Some Evidence from European Markets; G.Liccardo 3. How Much Globalization is there in the World Stock Markets and where is it?; G.Nicolini & E.Dorodnykh 4. Financial Analyst Recommendation Driven Funds: a Risk Adjusted Measure Analysis; G.Galloppo 5. Alternative Neural Network Approaches for Enhancing Stock Picking using Earnings Forecasts; G.Galloppo & M.Aliano 6. Market Timing with the Black-Litterman Model; U.Pomante 7. Performance and Governance in Investment Management Companies; M.C.Arcuri PART II: REAL ESTATE INVESTMENT VEHICLES AND MARKETS DURING THE CRISIS 8. The Quality of Real Estate Data: the Italian Case; F.Battaglia, C.Porzio & G.Sampagnaro 9. Real Estate Trends and Portfolio Rebalancing: Evidence from Main European Markets; G.Mattarocci & G.Siligardos 10. The Choice of the Risk Measure in Selecting Real Estate Funds: Evidence from the Italian Market; C.Giannotti & G.Mattarocci PART III: PUBLIC SECTOR ISSUES IN A CRISIS SCENARIO 11. Economic and Financial Determinants of Italian Local Government Ratings: an Empirical Analysis; A.V.Venneri 12. Evolution of the Finance Function in the Italian Local Public Bodies; F.Quarta & P.Stefanizzi 13. Project Finance Exposures in the Supervisory Slotting Criteria Approach: Pricing and Judgmental Analysis; P.Marchetti & A.V.Venneri