• Linkedin
  • Twitter
  • Youtube

2008/5
Asset Management in Volatile Markets

edited by Morten Balling, Ernest Gnan, Catherine Lubochinsky, Vienna, 2008

ISBN 978-3-902109-45-3
 
The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to understand what happens in their investment universe. In the present SUERF Study, we have collected a sample of outstanding colloquium contributions under the fitting headline: Asset Management in Volatile Markets. New financial instruments have undoubtedly increased the complexities of the international financial system. It is not evident to what extent financial innovation has contributed to the recent crisis. However, each of the papers in the present SUERF Study contributes to our understanding of what happens in the volatile global financial markets.
 
Chapters

Future Trends in Asset Management: Challenges and Observations

Robert C. Merton

Integrated Active Asset Management
Martin Gartner, Otto Loistl, Stephan Zellner and Christiane Zinner

Global Reserves Management
Krzysztof Rybinski and Urszula Sowa

The impact of Derivative Markets on Asset Management and the Economy
Peter Haiss and Bernhard Sammer

Additional Info
Keywords: derivatives, financial innovation, asset management, finance-growth-nexus; Relative Value Strategy, Pair Trading, Slippage, Implementation Shortfall, Asset Management, Fin4Cast
JEL Codes: E44, F36, G11, G12, G15, G23, G29, N20
ISBN No.: 978-3-902109-45-3
Authors: Peter R. Haiss and Bernhard Sammer, Martin Gartner, Otto Loistl, Stephan Zellner and Christiane Zinner Robert C. Merton, Krzysztof Rybinski and Urszula Sowa
Editors: Morten Balling, Ernest Gnan and Catherine Lubochinsky

Download Study

Study 2008/5Study 2008/5

© SUERF - The European Money and Finance Forum 2010-2018 .:. Société Universitaire Européenne de Recherches Financières

Privacy Policy .:. Legal notice

Design by draganmarkovic.net