Empirical Asset Pricing

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Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Empirical Asset Pricing by : Wayne Ferson

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Time Series Analysis and Its Applications

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Author :
Publisher :
ISBN 13 : 9781475732627
Total Pages : 568 pages
Book Rating : 4.7/5 (326 download)

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Book Synopsis Time Series Analysis and Its Applications by : Robert H. Shumway

Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by . This book was released on 2014-01-15 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The A.I. Marketer

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Publisher : Intelligencia
ISBN 13 : 1094693111
Total Pages : 432 pages
Book Rating : 4.0/5 (946 download)

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Book Synopsis The A.I. Marketer by : Andrew W. Pearson

Download or read book The A.I. Marketer written by Andrew W. Pearson and published by Intelligencia. This book was released on 2019-04-15 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: We seem to be living in the age of A.I. Everywhere you look, companies are touting their most recent A.I., machine learning, and deep learning breakthroughs, even when they are far short of anything that could be touted as a “breakthrough.” “A.I.” has eclipsed “Blockchain” and “Crypto” as the buzzword of today. Indeed, one of the best ways to raise VC funding is to stick ‘AI’ or ‘ML’ at the front of your prospectus and “.ai” at the end of your website. Separating fact from fiction is more important than it has ever been. The A.I. Marketer breaks down A.I., machine learning, and deep learning into five unique use cases—sound, time series, text, image, and video—and also reveals how marketing executives can utilize this powerful technology to help them more finely tune their marketing campaigns, better segment their customers, increase lead generation, and foster strong customer loyalty. Today, “Personalization”—the process of utilizing mobile, social, geo-location data, web morphing, context and even affective computing to tailor messages and experiences to an individual interacting with them—is becoming the optimum word in a radically new customer intelligence environment. The A.I. Marketer explains this complex technology in simple to understand terms and then shows how marketers can utilize the psychology of personalization with A.I. to both create more effective marketing campaigns as well as increase customer loyalty. Pearson shows companies how to avoid Adobe’s warning of not using industrial-age technology in the digital era. Pearson also reveals how to create a platform of technology that seamlessly integrates EDW and real-time streaming data with social media content. Analytical models and neural nets can then be built on both commerical and open source technology to better understand the customer, thereby strengthening the brand and, just as importantly, increasing ROI.

Dissertation Abstracts International

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Author :
Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1995 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Accounting

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Author :
Publisher : Elsevier
ISBN 13 : 0080543987
Total Pages : 257 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Advances in Accounting by : Philip M J Reckers

Download or read book Advances in Accounting written by Philip M J Reckers and published by Elsevier. This book was released on 2002-05-08 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Accounting

Corporate financial distress: new predictors and early warning

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Publisher : FrancoAngeli
ISBN 13 : 8835167132
Total Pages : 139 pages
Book Rating : 4.8/5 (351 download)

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Book Synopsis Corporate financial distress: new predictors and early warning by : Velia Gabriella Cenciarelli

Download or read book Corporate financial distress: new predictors and early warning written by Velia Gabriella Cenciarelli and published by FrancoAngeli. This book was released on 2024-10-28T00:00:00+01:00 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: 365.1324

Nonlinear Time Series Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 1119264065
Total Pages : 516 pages
Book Rating : 4.1/5 (192 download)

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Book Synopsis Nonlinear Time Series Analysis by : Ruey S. Tsay

Download or read book Nonlinear Time Series Analysis written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2018-09-13 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.

Economic and Business Forecasting

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118569547
Total Pages : 400 pages
Book Rating : 4.1/5 (185 download)

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Book Synopsis Economic and Business Forecasting by : John E. Silvia

Download or read book Economic and Business Forecasting written by John E. Silvia and published by John Wiley & Sons. This book was released on 2014-03-10 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover the secrets to applying simple econometric techniques to improve forecasting Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business Forecasting offers a comprehensive and practical approach to quantifying and accurate forecasting of key variables. Using simple econometric techniques, author John E. Silvia focuses on a select set of major economic and financial variables, revealing how to optimally use statistical software as a template to apply to your own variables of interest. Presents the economic and financial variables that offer unique insights into economic performance Highlights the econometric techniques that can be used to characterize variables Explores the application of SAS software, complete with simple explanations of SAS-code and output Identifies key econometric issues with practical solutions to those problems Presenting the "ten commandments" for economic and business forecasting, this book provides you with a practical forecasting framework you can use for important everyday business applications.

The Journal of Business Forecasting Methods & Systems

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Publisher :
ISBN 13 :
Total Pages : 434 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis The Journal of Business Forecasting Methods & Systems by :

Download or read book The Journal of Business Forecasting Methods & Systems written by and published by . This book was released on 1985 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Usefulness to Investors and Creditors of Information Provided by Financial Reporting

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Publisher :
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Usefulness to Investors and Creditors of Information Provided by Financial Reporting by : Paul A. Griffin

Download or read book Usefulness to Investors and Creditors of Information Provided by Financial Reporting written by Paul A. Griffin and published by . This book was released on 1982 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Elements of Forecasting

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Publisher : South-Western Pub
ISBN 13 : 9780324359046
Total Pages : 366 pages
Book Rating : 4.3/5 (59 download)

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Book Synopsis Elements of Forecasting by : Francis X. Diebold

Download or read book Elements of Forecasting written by Francis X. Diebold and published by South-Western Pub. This book was released on 2007 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.

Publications

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Publisher :
ISBN 13 :
Total Pages : 776 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Publications by : University of Michigan. Institute for Social Research

Download or read book Publications written by University of Michigan. Institute for Social Research and published by . This book was released on 1989 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Modern Theory of Financial Reporting

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Publisher : Business Publications, Incorporated
ISBN 13 : 9780256037234
Total Pages : 474 pages
Book Rating : 4.0/5 (372 download)

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Book Synopsis The Modern Theory of Financial Reporting by : Lawrence David Brown

Download or read book The Modern Theory of Financial Reporting written by Lawrence David Brown and published by Business Publications, Incorporated. This book was released on 1987 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Machine Learning in Asset Pricing

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Publisher : Princeton University Press
ISBN 13 : 0691218706
Total Pages : 156 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Machine Learning in Asset Pricing by : Stefan Nagel

Download or read book Machine Learning in Asset Pricing written by Stefan Nagel and published by Princeton University Press. This book was released on 2021-05-11 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.

Government Reports Announcements & Index

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Publisher :
ISBN 13 :
Total Pages : 844 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis Government Reports Announcements & Index by :

Download or read book Government Reports Announcements & Index written by and published by . This book was released on 1978 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Longitudinal and Panel Data

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Publisher : Cambridge University Press
ISBN 13 : 9780521535380
Total Pages : 492 pages
Book Rating : 4.5/5 (353 download)

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Book Synopsis Longitudinal and Panel Data by : Edward W. Frees

Download or read book Longitudinal and Panel Data written by Edward W. Frees and published by Cambridge University Press. This book was released on 2004-08-16 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

Financial Reporting and Analysis

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Publisher : McGraw-Hill/Irwin
ISBN 13 : 9780073527093
Total Pages : 0 pages
Book Rating : 4.5/5 (27 download)

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Book Synopsis Financial Reporting and Analysis by : Lawrence Revsine

Download or read book Financial Reporting and Analysis written by Lawrence Revsine and published by McGraw-Hill/Irwin. This book was released on 2008-06-30 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Reporting & Analysis (FR&A) by Revsine/Collins/Johnson/Mittelstaedt emphasizes both the process of financial reporting and the analysis of financial statements. This book employs a true "user" perspective by discussing the contracting and decision implications of accounting and this helps readers understand why accounting choices matter and to whom. Revsine, Collins, Johnson, and Mittelstaedt train their readers to be good financial detectives, able to read, use, and interpret the statements and-most importantly understand how and why managers can utilize the flexibility in GAAP to manipulate the numbers for their own purposes.