An Active Asset Management Investment Process for Drawdown-Averse Investors

2015 ◽  
Vol 23 (1-2) ◽  
pp. 85-96 ◽  
Author(s):  
Alejandro Reveiz-Herault
Keyword(s):  
Asset Management ◽  
Active Asset Management ◽  
Investment Process

scholarly journals Moral hazard in active asset management

2017 ◽  
Vol 125 (2) ◽  
pp. 311-325 ◽  
Author(s):  
David C. Brown ◽  
Shaun William Davies
Keyword(s):  
Moral Hazard ◽  
Asset Management ◽  
Active Asset Management

Active asset management: feasibility in Malagasy municipalities

2015 ◽  
Vol 35 (6) ◽  
pp. 417-422 ◽  
Author(s):  
Hasina Rasolonjatovo ◽  
Evelyne Lande ◽  
Victor Harison
Keyword(s):  
Asset Management ◽  
Active Asset Management

scholarly journals The Growth of Finance

2013 ◽  
Vol 27 (2) ◽  
pp. 3-28 ◽  
Author(s):  
Robin Greenwood ◽  
David Scharfstein
Keyword(s):  
Asset Management ◽  
Financial Services ◽  
Financial Sector ◽  
Financial Services Industry ◽  
Shadow Banking ◽  
Preliminary Assessment ◽  
Management Fees ◽  
Active Asset Management ◽  
The Us ◽  
Household Credit

The US financial services industry grew from 4.9 percent of GDP in 1980 to 7.9 percent of GDP in 2007. A sizeable portion of the growth can be explained by rising asset management fees, which in turn were driven by increases in the valuation of tradable assets, particularly equity. Another important factor was growth in fees associated with an expansion in household credit, particularly fees associated with residential mortgages. This expansion was fueled by the development of nonbank credit intermediation (or “shadow banking”). We offer a preliminary assessment of whether the growth of active asset management, household credit, and shadow banking—the main areas of growth in the financial sector—has been socially beneficial.

Linkages between office markets in Europe: a volatility spillover perspective

2017 ◽  
Vol 35 (1) ◽  
pp. 3-25 ◽  
Author(s):  
Kim Hiang Liow ◽  
Felix Schindler
Keyword(s):  
Asset Management ◽  
Market Volatility ◽  
Good News ◽  
Volatility Spillover ◽  
Data Set ◽  
Content Type ◽  
Volatility Spillovers ◽  
Office Markets ◽  
Office Market ◽  
Investment Process

Purpose Using a data set comprising 16 European office markets provided by the DTZ Research Institute from Q1 2003 to Q4 2013, the purpose of this paper is to measure the strength of the unconditional transmission of volatility in the returns to direct property between 16 European office markets with the objective of determining the degree of unconditional spillover between markets. Design/methodology/approach To examine volatility spillovers across the 16 office markets, the authors adopted the generalized VAR methodology, variance decomposition and the generalized spillover index of Diebold and Yilmaz (2012) by measuring cross-office market volatility transmission in asset pricing through estimates of several “volatility spillover indices.” Findings Volatility spillovers are important and time-varying across the leading office markets, with cross-market volatility interaction being bi-directional and of relative endogenous nature for many markets. The London office market is the “volatility leader” and has exerted significant net volatility influence on the other markets. Additionally, the volatility spillovers between business cycle fluctuations and asset market cycle volatilities are linked across some European economies. Research limitations/implications Evidence of co-integration among the domestic volatility spillover cycles implies the presence of unobserved common shocks and might not be good news for international investors who pursue diversification strategies in European office real estate markets. Originality/value No previous study has addressed formally the measurement and assessment of the nature and intensity of volatility spillovers across direct office markets on such a broad range of European office markets. The relevance of the topic has been even increasing over the previous years as more and more investors seek for flexibility and participation in the investment process and asset management.

scholarly journals MANAGEMENT OF AGRICULTURAL ASSETS BY AGRION

2021 ◽  
Author(s):  
Irena Trifonova ◽  
Keyword(s):  
Land Management ◽  
Asset Management ◽  
Agricultural Land ◽  
Full Range ◽  
Property Management ◽  
Active Asset Management ◽  
Land Rental ◽  
Market Leader ◽  
European Standards ◽  
Agricultural Land Management

Agrion is the leading professional agricultural land management company. In less than 7 years, the company has managed to establish itself as a market leader and is trusted by customers and partners. "Agrion offers a full range of services for landowners and farmers - land purchase and sale, land swaps, land rental and lease, lending, land leasing, etc. Additional options for active asset management are also available - renting, leasing, exchanging, buying farms and even whole businesses. The company was the first to introduce European standards for land property management.

Faysal Asset Management mutual funds performance evaluation

2020 ◽  
Vol 10 (4) ◽  
pp. 1-33
Author(s):  
Vikesh Kumar ◽  
Mujeeb-U-Rehman Bhayo ◽  
Sundeep Kumar ◽  
Rakesh Kumar ◽  
Sarfraz Ahmed Dakhan
Keyword(s):  
Performance Evaluation ◽  
Learning Outcomes ◽  
Mutual Funds ◽  
Asset Management ◽  
Mutual Fund ◽  
Chief Executive ◽  
Content Type ◽  
Net Worth ◽  
Academic Level ◽  
Investment Process

Learning outcomes The learning outcomes are as follows: to teach the concept of mutual fund as whole, how mutual fund works and who are the investors; discuss how any asset management company can work and what is their investment process; discuss how mutual funds are affected by changes in economic outlook/macro-economic variables; discuss the alternative risk-adjusted measures of performance evaluation, such as the Sharpe ratio, Treynor, Jensen’s alpha and measure of risk-adjusted performance; and discuss which index to use as a benchmark and how to improve funds’ performance. Case overview/synopsis In April 2019, Khaldoon Bin latif, Chief Executive Officer (CEO) of Faysal Asset Management, reflected on the changes that had occurred during his two and a half years at Faysal. He was quite pleased with the recent performance of Faysal Funds and the company’s relationship-oriented approach to money management for individuals with high net worth. Yet, he wanted to ensure that both the investment-process and performance-evaluation measures that he had implemented at Faysal would continue to provide superior returns. Latif also wanted Faysal to outperform the relevant indices, not only on an absolute basis, but also on a risk-adjusted basis. He pondered which indices and models Faysal should use in the future based on their performance. Complexity academic level Undergraduate/graduate Supplementary materials Teaching Notes are available for educators only. Subject code CSS 1: Accounting and Finance.

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