Christian schießl (27 resultados)

Condición: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: Gut. schöner Zustand, fast wie neu, Campus, Hardcover, weltweiter Sofortversand/Rechnung, h4.

Condición: New.

Condición: New.

Condición: New. In English.

Gebundene Ausgabe. Condición: Sehr gut. 252 Seiten Campus - 1. Auf. 1999 : Leonhard Fopp - gb . Gr. LN-RN8U-SC1T Sprache: Deutsch Gewicht in Gramm: 522.

Condición: Sehr gut - gebraucht. Gebundene Ausgabe Sehr guter Zustand, ohne Namenseintrag, Zustand: 6, Sehr gut - gebraucht, Gebundene Ausgabe Campus , 1999 , Business Change als neue Managementdisziplin: Wie der Chief Change Officer den Unternehmenswandel mitgestaltet, Leonhard Fopp und Johann-Christian Schiessl.…

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Master's Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Bamberg, language: English, abstract: Based on a sample of German stocks listed at the Frankfurt stock exchange, the study investigated the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011. The P/B hedge portfolio yields an average return of 1.59 percent per month, the P/E hedge portfolio 0.664 percent, and a portfolio formation approach ranked on DY delivers a return of 0.839. The results of multivariate regressions favor the Fama-French three-factor model in order to explain expected stock returns.…

Taschenbuch. Condición: Neu. Value Stocks beat Growth Stocks: An empirical Analysis for the German Stock Market | Christian Schießl | Taschenbuch | 76 S. | Englisch | 2015 | Anchor Academic Publishing | EAN 9783954890699 | Verantwortliche Person für die EU: Bedey & Thoms Media GmbH, Björn Bedey, Hermannstal 119k, 22119 Hamburg, info[at]diplom[dot]de | Anbieter: preigu. …

Condición: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | Master's Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Bamberg, language: English, abstract: Based on a sample of German stocks listed at the Frankfurt stock exchange, the study investigated the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011. The P/B hedge portfolio yields an average return of 1.59 percent per month, the P/E hedge portfolio 0.664 percent, and a portfolio formation approach ranked on DY delivers a return of 0.839. The results of multivariate regressions favor the Fama-French three-factor model in order to explain expected stock returns.…

Condición: Usado- bueno.

4°, Hardcover/Pappeinband. 1.Auflage.. 213 Seiten mit zahlreichen Abbildungen, Einband etwas berieben, innen guter und sauberer Zustand. -------------------------------------------------- Das Triestingtal ist ein vom gleichnamigen Fluss Triesting durchflossenes Tal in Niederösterreich. Es liegt in den Bezirken Lilienfeld und Baden. In der Einteilung der alten vier Viertel Niederösterreichs liegt ein westlicher Teil des Tals noch im Mostviertel, der größere Rest im Osten im Industrieviertel. 9783902447241 Sprache: Deutsch Gewicht in Gramm: 1391.…

Hardcover. Condición: gut. 1999. Die Autoren:Dr. Leonhard Fopp ist Managing Partner in der St. Gallen Consulting Group und seit Jahren mit den Problemen im Veränderungsmanagement vertraut. Johann-Christian Schiessl ist Absolvent der St. Gallen Business School und promoviert zur Zeit in London. In deutscher Sprache. 252 pages.…

PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Master's Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Bamberg, language: English, abstract: Based on a sample of German stocks listed at the Frankfurt stock exchange, the study investigated the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011. The P/B hedge portfolio yields an average return of 1.59 percent per month, the P/E hedge portfolio 0.664 percent, and a portfolio formation approach ranked on DY delivers a return of 0.839. The results of multivariate regressions favor the Fama-French three-factor model in order to explain expected stock returns. 76 pp. Englisch.…

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011.First, the author characterizes and defines the significant terms that are in connection with value and growth investing. He continues with the discussion of asset pricing with the CAPM, the Fama and French three-factor model, and the Carhart extension, and then describes the expected stock returns that are of capital importance. Moreover, the author deals with related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions.The author's purpose is to answer the following core questions: Is there a value premium in the German market between 1992 and 2011 Is there a reversed size premium like recent empirical findings suggest Do high momentum stocks perform better than low momentum stocks Is there a significant seasonal pattern in hedge portfolio returns The combination of which factors best explains expected stock returns 76 pp. Englisch.…

Condición: New. Print on Demand pp. 76 424:B&W 5.83 x 8.27 in or 210 x 148 mm (A5) Perfect Bound on Creme w/Matte Lam.

Condición: New. Print on Demand pp. 76.

Condición: New. Print on Demand pp. 76 24:B&W 5.83 x 8.27 in or 210 x 148 mm (A5) Perfect Bound on Creme w/Gloss Lam.

Condición: New. PRINT ON DEMAND pp. 76.

Condición: New. Print on Demand pp. 76.

Condición: New. PRINT ON DEMAND pp. 76.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Based on a free of survivorship-bias sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and .…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Master's Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Bamberg, language: English, abstract: Based on a sample of German stocks listed at the Frankfurt stock exchange, the study investigated the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011. The P/B hedge portfolio yields an average return of 1.59 percent per month, the P/E hedge portfolio 0.664 percent, and a portfolio formation approach ranked on DY delivers a return of 0.839. The results of multivariate regressions favor the Fama-French three-factor model in order to explain expected stock returns.Books on Demand GmbH, Überseering 33, 22297 Hamburg 76 pp. Englisch.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011.First, the author characterizes and defines the significant terms that are in connection with value and growth investing. He continues with the discussion of asset pricing with the CAPM, the Fama and French three-factor model, and the Carhart extension, and then describes the expected stock returns that are of capital importance. Moreover, the author deals with related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions.The author's purpose is to answer the following core questions: Is there a value premium in the German market between 1992 and 2011 Is there a reversed size premium like recent empirical findings suggest Do high momentum stocks perform better than low momentum stocks Is there a significant seasonal pattern in hedge portfolio returns The combination of which factors best explains expected stock returns Books on Demand GmbH, Überseering 33, 22297 Hamburg 76 pp. Englisch.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011.First, the author characterizes and defines the significant terms that are in connection with value and growth investing. He continues with the discussion of asset pricing with the CAPM, the Fama and French three-factor model, and the Carhart extension, and then describes the expected stock returns that are of capital importance. Moreover, the author deals with related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions.The author's purpose is to answer the following core questions: Is there a value premium in the German market between 1992 and 2011 Is there a reversed size premium like recent empirical findings suggest Do high momentum stocks perform better than low momentum stocks Is there a significant seasonal pattern in hedge portfolio returns The combination of which factors best explains expected stock returns.…

Taschenbuch. Condición: Neu. Value Stocks beat Growth Stocks: An empirical Analysis for the German Stock Market | Christian Schießl | Taschenbuch | 76 S. | Englisch | 2012 | GRIN Verlag | EAN 9783656301660 | Verantwortliche Person für die EU: GRIN Publishing GmbH, Waltherstr. 23, 80337 München, info[at]grin[dot]com | Anbieter: preigu Print on Demand. …