Empirical Asset Pricing

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Author :
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.

Proceedings of the ICSDI 2024 Volume 3

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Publisher : Springer Nature
ISBN 13 : 9819783453
Total Pages : 493 pages
Book Rating : 4.8/5 (197 download)

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Book Synopsis Proceedings of the ICSDI 2024 Volume 3 by : Yasser Mansour

Download or read book Proceedings of the ICSDI 2024 Volume 3 written by Yasser Mansour and published by Springer Nature. This book was released on with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt:

International Mergers and Acquisitions Activity Since 1990

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Publisher : Elsevier
ISBN 13 : 008054732X
Total Pages : 321 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis International Mergers and Acquisitions Activity Since 1990 by : Greg N. Gregoriou

Download or read book International Mergers and Acquisitions Activity Since 1990 written by Greg N. Gregoriou and published by Elsevier. This book was released on 2007-06-29 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is now a well-know fact that mergers and acquisitions activity comes in waves. The most recent wave, the 5th takeover wave of the 1990s, was characterized by an unprecedented number of corporate restructurings in terms of mergers and acquisitions (M&As), public-to-private transactions, spin-offs and divestitures, and leveraged recapitalizations. Following the collapse of the stock market in March 2000, M&A activity slumped dramatically, but this pause ended in the second half of 2004 when takeover deals occurred again quite frequently. Indeed, some observers wonder whether the 6th takeover wave has started. The takeover wave in the 1990s was particularly remarkable in terms of size and geographical dispersion. For the first time, Continental European firms were as eager to participate as their US and UK counterparts, and M&A activity in Europe hit levels similar to those experienced in the US. Due to its financial impact and the unprecedented activity in Continental Europe, the 5th takeover wave of the 1990s and recent takeover activity (in biotech, utilities, pharmaceuticals) have triggered a great deal of interesting academic research. This volume brings together a selection of insightful papers. An impressive group of international authors address the following themes: takeover regulation; the cyclical pattern of the M&A markets and probable causes and effects; methods to determine the performance of success of M&A actions; cross border deals; means of payment and its effects; studies of hostile bids; high leverage takeovers and delistings.*A selection of the best and latest quantitative research on M&A activity worldwide*Impressive collection of international authors*Provides important insights and implications for practitioners

Wiley's Level III CFA Program 11th Hour Final Review Study Guide 2020

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119630541
Total Pages : 384 pages
Book Rating : 4.1/5 (196 download)

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Book Synopsis Wiley's Level III CFA Program 11th Hour Final Review Study Guide 2020 by : Wiley

Download or read book Wiley's Level III CFA Program 11th Hour Final Review Study Guide 2020 written by Wiley and published by John Wiley & Sons. This book was released on 2020-03-10 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The CFA Institute has announced that all 2021 exams will continue to reflect the official 2020 curriculum. Wiley's 11th Hour Final Review Guide for 2020 Level III CFA Exam compacts all readings tested on the 2020 CFA exam into one portable volume. Organized in order, this best-selling guide has helped thousands of candidates from over one-hundred countries pass the CFA exam. Designed to boil it all down to the crucial concepts, formulas and rules, this guide ensures candidates are familiar with the most important testable information. It's difficult to go over multiple books in the last few weeks before the exam, so Wiley's 11th Hour Review Guide does the work for you—condensing each reading down to two- to five pages. Enter the exam room with confidence and reinforce your knowledge and preparation! This comprehensive guide complements Wiley's CFA Study Guides sold separately but may be used with any review course. An effective, efficient study guide, this book prepares you to reach the next level in your career. "The Eleventh Hour Review book is simply brilliant. Virtually every sentence it contains is testable—it's an absolute must-have for every Level I candidate." —Ameer, UK "The eleventh hour guide was a great help." —Konrad, South Africa "I used your eleventh hour guide and mock exams for the last bit of my studying and greatly enjoyed your material. Out of all of the exam prep material, I thought [yours] was the best." —Thomas, USA "Thanks to the team for writing the most intelligent Chartered Financial Analyst material I have seen to date. The eleventh hour guide is absolute genius and proving very valuable at this stage of the revision process." —Doug, UK

Financial Derivative and Energy Market Valuation

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Publisher : John Wiley & Sons
ISBN 13 : 1118501810
Total Pages : 534 pages
Book Rating : 4.1/5 (185 download)

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Book Synopsis Financial Derivative and Energy Market Valuation by : Michael Mastro, PhD

Download or read book Financial Derivative and Energy Market Valuation written by Michael Mastro, PhD and published by John Wiley & Sons. This book was released on 2013-02-19 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic • Extends seminal works developed over the last four decades to derive and utilize present-day financial models • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing • Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.

Independent Evaluation of IFC's Development Results 2009

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Author :
Publisher : World Bank Publications
ISBN 13 : 082137995X
Total Pages : 192 pages
Book Rating : 4.8/5 (213 download)

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Book Synopsis Independent Evaluation of IFC's Development Results 2009 by :

Download or read book Independent Evaluation of IFC's Development Results 2009 written by and published by World Bank Publications. This book was released on 2009 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This report was prepared by a team led by Daniel Crabtree"--P. xi.

The Evidence and Impact of Financial Globalization

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Publisher : Academic Press
ISBN 13 : 0123978742
Total Pages : 807 pages
Book Rating : 4.1/5 (239 download)

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Book Synopsis The Evidence and Impact of Financial Globalization by : Gerard Caprio

Download or read book The Evidence and Impact of Financial Globalization written by Gerard Caprio and published by Academic Press. This book was released on 2012-11-27 with total page 807 pages. Available in PDF, EPUB and Kindle. Book excerpt: The sharp realities of financial globalization become clear during crises, when winners and losers emerge. Crises usher in short- and long-term changes to the status quo, and everyone agrees that learning from crises is a top priority. The Evidence and Impact of Financial Globalization devotes separate articles to specific crises, the conditions that cause them, and the longstanding arrangements devised to address them. While other books and journal articles treat these subjects in isolation, this volume presents a wide-ranging, consistent, yet varied specificity. Substantial, authoritative, and useful, these articles provide material unavailable elsewhere. Substantial articles by top scholars sets this volume apart from other information sources Rapidly developing subjects will interest readers well into the future Reader demand and lack of competitors underline the high value of these reference works

Handbook of Research on Stock Market Investment Practices and Portfolio Management

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Author :
Publisher : IGI Global
ISBN 13 : 1668455307
Total Pages : 496 pages
Book Rating : 4.6/5 (684 download)

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Book Synopsis Handbook of Research on Stock Market Investment Practices and Portfolio Management by : Sharma, Renuka

Download or read book Handbook of Research on Stock Market Investment Practices and Portfolio Management written by Sharma, Renuka and published by IGI Global. This book was released on 2022-06-30 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the first time since the Great Depression, financial market issues threatened to derail global economic growth. This global financial crisis forced a reconsideration of systemic vulnerabilities with knowledge of numerous investment options and portfolio management strategies becoming more critical than ever before. A complete study of investment choices and portfolio management approaches in both the developing and developed worlds is required to achieve stability and sustainability. The Handbook of Research on Stock Market Investment Practices and Portfolio Management gives a thorough view on the recent developments in investment options and portfolio management strategies in global stock markets. Learning about the many investment options and portfolio management strategies available in the event of a worldwide catastrophe is critical. Covering topics such as AI-based technical analysis, marketing theory, and sharing economy, this major reference work is an excellent resource for investors, traders, economists, business leaders and executives, marketers, students and faculty of higher education, librarians, researchers, and academicians.

Wiley's Level III CFA Program 11th Hour Final Review Study Guide 2023

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119930707
Total Pages : 356 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Wiley's Level III CFA Program 11th Hour Final Review Study Guide 2023 by : Wiley

Download or read book Wiley's Level III CFA Program 11th Hour Final Review Study Guide 2023 written by Wiley and published by John Wiley & Sons. This book was released on 2022-12-08 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Economics and Econometrics

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Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521524131
Total Pages : 316 pages
Book Rating : 4.5/5 (241 download)

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Book Synopsis Advances in Economics and Econometrics by : Econometric Society. World Congress

Download or read book Advances in Economics and Econometrics written by Econometric Society. World Congress and published by Cambridge University Press. This book was released on 2003-01-20 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample Text

Energy Research Abstracts

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Publisher :
ISBN 13 :
Total Pages : 892 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Energy Research Abstracts by :

Download or read book Energy Research Abstracts written by and published by . This book was released on 1981 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Recent Advances in Traffic Engineering

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Publisher : Springer Nature
ISBN 13 : 9819944643
Total Pages : 618 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Recent Advances in Traffic Engineering by : Ashish Dhamaniya

Download or read book Recent Advances in Traffic Engineering written by Ashish Dhamaniya and published by Springer Nature. This book was released on 2023-10-28 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book comprises select peer-reviewed proceedings of the National Conference on Recent Advances in Traffic Engineering (RATE 2022). The contents includes in-depth insights into the domain of traffic engineering and planning and presents the latest advancements by focusing on traffic engineering, traffic flow, road safety, advanced techniques for transportation surveys, and data collection. It covers topics including travel demand modeling and transportation planning issues. The contents of this book offer up-to-date and practical knowledge on different aspects of traffic engineering. It will be useful for researchers as well as practitioners.

Review of Marketing Research

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Author :
Publisher : Routledge
ISBN 13 : 1351550993
Total Pages : 216 pages
Book Rating : 4.3/5 (515 download)

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Book Synopsis Review of Marketing Research by : Naresh Malhotra

Download or read book Review of Marketing Research written by Naresh Malhotra and published by Routledge. This book was released on 2017-09-25 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company.

Dissertation Abstracts International

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Publisher :
ISBN 13 :
Total Pages : 546 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 2009-06 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Sport Business Analytics

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Author :
Publisher : CRC Press
ISBN 13 : 1315350629
Total Pages : 315 pages
Book Rating : 4.3/5 (153 download)

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Book Synopsis Sport Business Analytics by : C. Keith Harrison

Download or read book Sport Business Analytics written by C. Keith Harrison and published by CRC Press. This book was released on 2016-11-18 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing and implementing a systematic analytics strategy can result in a sustainable competitive advantage within the sport business industry. This timely and relevant book provides practical strategies to collect data and then convert that data into meaningful, value-added information and actionable insights. Its primary objective is to help sport business organizations utilize data-driven decision-making to generate optimal revenue from such areas as ticket sales and corporate partnerships. To that end, the book includes in-depth case studies from such leading sports organizations as the Orlando Magic, Tampa Bay Buccaneers, Duke University, and the Aspire Group. The core purpose of sport business analytics is to convert raw data into information that enables sport business professionals to make strategic business decisions that result in improved company financial performance and a measurable and sustainable competitive advantage. Readers will learn about the role of big data and analytics in: Ticket pricing Season ticket member retention Fan engagement Sponsorship valuation Customer relationship management Digital marketing Market research Data visualization. This book examines changes in the ticketing marketplace and spotlights innovative ticketing strategies used in various sport organizations. It shows how to engage fans with social media and digital analytics, presents techniques to analyze engagement and marketing strategies, and explains how to utilize analytics to leverage fan engagement to enhance revenue for sport organizations. Filled with insightful case studies, this book benefits both sports business professionals and students. The concluding chapter on teaching sport analytics further enhances its value to academics.

Innovative Computing and Communications

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Publisher : Springer Nature
ISBN 13 : 9819741521
Total Pages : 633 pages
Book Rating : 4.8/5 (197 download)

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Book Synopsis Innovative Computing and Communications by : Aboul Ella Hassanien

Download or read book Innovative Computing and Communications written by Aboul Ella Hassanien and published by Springer Nature. This book was released on with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Big Data in Energy Economics

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Author :
Publisher : Springer Nature
ISBN 13 : 9811689652
Total Pages : 275 pages
Book Rating : 4.8/5 (116 download)

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Book Synopsis Big Data in Energy Economics by : Hui Liu

Download or read book Big Data in Energy Economics written by Hui Liu and published by Springer Nature. This book was released on 2022-02-08 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book combines energy economics and big data modeling analysis in energy conversion and management and comprehensively introduces the relevant theories, key technologies, and application examples of the smart energy economy. With the help of time series big data modeling results, energy economy managers develop reasonable and feasible pricing mechanisms of electricity price and improve the absorption capacity of the power grid. In addition, they also carry out scientific power equipment scheduling and cost–benefit analysis according to the results of data mining, so as to avoid the loss caused by accidental damage of equipment. Energy users adjust their power consumption behavior through the modeling results provided and achieve the effect of energy saving and emission reduction while reasonably reducing the electricity expenditure. This book provides an important reference for professionals in related fields such as smart energy, smart economy, energy Internet, artificial intelligence, energy economics and policy.