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Asset Pricing, Real Estate and Public Finance over the Crisis

  • Alessandro Carretta
  • Gianluca Mattarocci
Book

Part of the Palgrave Macmillan Studies in Banking and Financial Institutions book series (SBFI)

Table of contents

  1. Front Matter
    Pages i-xix
    PDF

  2. Introduction

    1. Introduction
      Alessandro Carretta, Gianluca Mattarocci
      Pages 1-4

  3. Asset Pricing during the Crisis

    1. Front Matter
      Pages 5-5
      PDF
    2. Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals
      Alessandro Carretta, Vincenzo Farina, Elvira Anna Graziano, Marco Reale
      Pages 7-24
    3. The Effects of Derivatives Trading on Stock Market Volatility and Market Efficiency: Some Evidence from European Markets
      Giovanni Liccardo
      Pages 25-37
    4. How Much Globalization Is There in the World Stock Markets and Where Is It?
      Gianni Nicolini, Ekaterina Dorodnykh
      Pages 38-55
    5. Financial Analyst Recommendation Driven Funds: A Risk Adjusted Measure Analysis
      Giuseppe Galloppo
      Pages 56-76
    6. Alternative Neural Network Approaches for Enhancing Stock Picking Using Earnings Forecasts
      Giuseppe Galloppo, Mauro Aliano
      Pages 77-96
    7. Market Timing with the Black-Litterman Model
      Ugo Pomante
      Pages 97-111
    8. Performance and Governance in Investment Management Companies
      Maria Cristina Arcuri
      Pages 112-125

  4. Real Estate Investment Vehicles and Markets during the Crisis

    1. Front Matter
      Pages 127-127
      PDF
    2. The Quality of Real Estate Data: The Italian Case
      Francesca Battaglia, Claudio Porzio, Gabriele Sampagnaro
      Pages 129-151
    3. Real Estate Trends and Portfolio Rebalancing: Evidence from Main European Markets
      Gianluca Mattarocci, Georgios Siligardos
      Pages 152-164
    4. The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market
      Claudio Giannotti, Gianluca Mattarocci
      Pages 165-189

  5. Public Sector Issues in a Crisis Scenario

    1. Front Matter
      Pages 191-191
      PDF
    2. Economic and Financial Determinants of the Italian Local Government Ratings: An Empirical Analysis
      Anna Valeria Venneri
      Pages 193-213
    3. Evolution of the Finance Function in the Italian Local Public Bodies
      Fabrizio Quarta, Pasquale Stefanizzi
      Pages 214-227
    4. Project Finance Exposures in the Supervisory Slotting Criteria Approach: Pricing and Judgemental Analysis
      Pietro Marchetti, Anna Valeria Venneri
      Pages 228-241
  6. Back Matter
    Pages 242-255
    PDF

About this book

Introduction

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.

Keywords

asset management asset pricing derivatives globalization Investment management Portfolio pricing project finance public finance rating Real Estate Real Estate Investment volatility

Editors and affiliations

  • Alessandro Carretta
    • 1
  • Gianluca Mattarocci
    • 1
  1. 1.University of Rome ‘Tor Vergata’Italy

Bibliographic information