Coverart for item
The Resource Asset pricing, real estate and public finance over the crisis, edited by Alessandro Carretta, Gianluca Mattarocci, (electronic book)

Asset pricing, real estate and public finance over the crisis, edited by Alessandro Carretta, Gianluca Mattarocci, (electronic book)

Label
Asset pricing, real estate and public finance over the crisis
Title
Asset pricing, real estate and public finance over the crisis
Statement of responsibility
edited by Alessandro Carretta, Gianluca Mattarocci
Contributor
Subject
Language
eng
Summary
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.
Member of
Cataloging source
UK-WkNB
Index
index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Carretta, Alessandro
  • Mattarocci, Gianluca
http://library.link/vocab/subjectName
  • Global Financial Crisis, 2008-2009
  • Real estate business
  • Investments
  • Finance, Public
Summary expansion
During the crisis the asset management is affected by a lack of investors' confidence and an increase of risk exposure for all financial instruments traded and investor need more efficient solution for constructing and managing their investment portfolio. The real estate market was the source of the financial crisis development and the main limits of the market could be ascribed to the low quality of the information available, the investment strategies adopted by the managers and the mistakes done in evaluating the risk exposure. Due to the crisis, financial resources available for the public sector are lower and Public entities have to develop new instruments for collecting financial resources and to take care about the market reaction to their investment and expenditure policies. The book provides an original analysis of the effect of the crisis in the three sectors and points out the new instruments or approaches proposed in order to avoid the development of a new crisis
Label
Asset pricing, real estate and public finance over the crisis, edited by Alessandro Carretta, Gianluca Mattarocci, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Contents
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
Control code
9781137293770
Extent
xx, 255 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9781137293787
Specific material designation
unspecified
Type of computer file
PDF.
Label
Asset pricing, real estate and public finance over the crisis, edited by Alessandro Carretta, Gianluca Mattarocci, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Contents
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
Control code
9781137293770
Extent
xx, 255 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9781137293787
Specific material designation
unspecified
Type of computer file
PDF.

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