Currency Risk Management Practices by Australian Listed Property Trusts
نویسندگان
چکیده
منابع مشابه
Selectivity, Timing and the Performance of Listed Property Trusts: Implications for Investment Strategies
This study evaluates the performance of Australian Listed Property Trusts (LPTs) in the context of selectivity and timing over June 1998 to May 2003, and provides significant practical implications for investment strategies for LPT managers. The importance of benchmark indices and model specifications to performance evaluation is tested and highlighted in this paper. After specifying the approp...
متن کاملPortfolio maturity choice of Australian cash management trusts
MoneyMarket Mutual Funds, known in Australia as Cash Management Trusts (CMTs), provide potential benefits for retail investors from pooling of funds and superior portfolio (maturity) management skills. The average maturity of CMTassets exhibits significant variation both cross sectionally and over time, but there is significant correlation between the asset maturities of different CMTs. These v...
متن کاملA Review of Enterprise Risk Management Practices among Malaysian Public Listed Companies
The risk sphere in business is fast changing and expanding. Almost anything has become a risk factor that will have potent, direct, and far reaching impacts on business. This paper examines the intensity of enterprise risk management (ERM) practices among the Malaysian public listed companies. The paper espouses a ERM framework comprising fourteen important implementation elements and processes...
متن کاملIntegrating Interest Rate and Currency Risk Management
Building on recent arbitrage-based pricing innovations in finance, we demonstrate an integrated interest rate and currency risk evaluation and management approach. This approach is based on the six fundamental parameters of global money market risk, exchange rate standard deviation, interest rate standard deviations and the correlations across interest rates and currencies. Based on these param...
متن کاملIndividual Property Risk Management
This paper reviews household property risk management and estimates normatively optimal choice under theoretical assumptions. Although risk retention limits are common in the financial planning industry, estimates of optimal risk retention that include both financial and human wealth far exceed limits commonly recommended. Households appear to frame property losses differently from other wealth...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Pacific Rim Property Research Journal
سال: 2007
ISSN: 1444-5921,2201-6716
DOI: 10.1080/14445921.2007.11104231