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Adel A. Al-Sharkas's
Scholarly Papers
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644 |
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Citations
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Adel A. Al-Sharkas
Alfred University
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16 Aug 05
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16 Aug 05
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Abstract:
This paper deeply examines the difference between traditional and absolute return hedge funds. It also described the development and characteristic of hedge funds as well as the different types of hedge fund investments. In addition, it also surveys some of the pitfalls that investors face when they try to make investment decisions using hedge fund data from commercial sources. Although hedge funds are often branded as a separate asset class, a point can be made that hedge fund managers are simply asset managers utilizing other strategies than those used by relative return (long-only) managers. The major difference between the two is the definition of their return objective: Hedge funds aim for absolute returns by balancing investment opportunities and risk of financial loss. Long-only managers, by contrast, define their return objective in relative terms.
Hedge fund, Portfolio management
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2.
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Adel A. Al-Sharkas
Alfred University M. Kabir Hassan
University of New Orleans - College of Business Administration - Department of Economics and Finance Shari Lawrence
University of New Orleans - College of Business Administration - Department of Economics and Finance
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15 Feb 08
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10 Jun 08
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Abstract:
Using the Stochastic Frontier Approach (SFA), this study investigates the cost and profit efficiency effects of bank mergers on the US banking industry. We also use the non-parametric technique of Data Envelopment Analysis (DEA) to evaluate the production structure of merged and non-merged banks. The empirical results indicate that mergers have improved the cost and profit efficiencies of banks. Further, evidence shows that merged banks have lower costs than non-merged banks because they are using the most efficient technology available (technical efficiency) as well as a cost minimizing input mix (allocative efficiency). The results suggest that there is an economic rational for future mergers in the banking industry. Finally, mergers may allow the banking industry to take advantage of the opportunities created by improved technology.
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3.
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Adel A. Al-Sharkas
Alfred University AEID (Applied Econ & Int. Dev) Submitter
Euro-American Association of Economic Development Studies
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19 Aug 08
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21 Aug 08
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Abstract:
This paper studies the dynamic relationship between the Jordanian output and other macroeconomics variables such as inflation, interest rate and stock returns. It employs the Vector Auto Regressive (VAR) approach method of Lee (1992) to analyze the relationship and dynamic interaction among variables. The Impulse Response Functions (IRF), and the Forecast Error Variance Decomposition (FEVD) from the VAR model are computed in order to investigate inter-relationships in the system. The results show that the response of output to shocks in stock returns is strongly positive up to the first 6 periods and after which the effect almost dies.
VAR, Jordan, Shocks
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