'Market variables' presentation slideshows

Observations on Recent Productivity Developments in the US, EU, and China Robert J. Gordon, Northwestern University, NBE

Observations on Recent Productivity Developments in the US, EU, and China Robert J. Gordon, Northwestern University, NBER, and CEPR. Keynote Lecture Seventh Macroeconomic Policy Research Workshop on Productivity, Trade and Development, Magyar Nemzeti Bank and CEPR, Budapest, October 31, 2008.

928 views • 70 slides

Value at Risk

546 views • 47 slides

MGT 821/ECON 873 Value at Risk

472 views • 40 slides

Hedging Strategies Using Futures

Hedging Strategies Using Futures. Chapter 3. Goals of Chapter 3. Basic principles and reasons of hedge using futures Introduce the basis risk ( ???? ) Derive the optimal hedge ratio for cross hedging ( ???? )

1.09k views • 39 slides

Private Equity Returns and Disclosure Around the World

Private Equity Returns and Disclosure Around the World. Douglas Cumming and Uwe Walz. Hofstra Conference on Private Equity May 2, 2007. Motivation: Worldwide Policy Debate. 2002 CALPERS disclosure lawsuit

575 views • 35 slides

HAR-RV with Sector Variance

HAR-RV with Sector Variance. Sharon Lee April 1, 2009. HAR-RV Model. HAR-RV makes use of average realized variance over daily, weekly, and monthly periods. h=1 corresponds to daily periods, h=5 corresponds to weekly periods, h=22 corresponds to monthly periods

384 views • 26 slides

Chapter 6

Chapter 6. Designing the Marketing Channel. Channel Design. Objective 1:. 6. Channel Design Decisions involving either the development of new marketing channels where none had previously existed or the modification of existing channels Important points: A decision made by the marketer

401 views • 24 slides

Chapter 20 Value at Risk part 1

Chapter 20 Value at Risk part 1. ??? ???. Agenda. 20.1 The VaR measure 20.2 Historical simulation 20.3 Model-building approach 20.4 Linear model. 20.1 The VaR measure. Value at Risk Provide a single number summarizing the total risk in a portfolio of financial assets.

240 views • 21 slides