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Testing The Bounding Conditions Of Arbitrage Pricing
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Book Synopsis Asset Allocation and International Investments by : G. Gregoriou
Download or read book Asset Allocation and International Investments written by G. Gregoriou and published by Springer. This book was released on 2006-11-17 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.
Book Synopsis Research in Finance by : Andrew H. Chen
Download or read book Research in Finance written by Andrew H. Chen and published by Emerald Group Publishing. This book was released on 2009-02-20 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains topics that include the design of a country's financial safety nets, the effective policies of acquiring failed banks in reducing moral hazard problems, the voluntary disclosure of real options by corporate managers, and the interrelationship between the housing and general economic activities.
Book Synopsis An Empirical Test of the Arbitrage Pricing Theory by : Sungmoon Lee
Download or read book An Empirical Test of the Arbitrage Pricing Theory written by Sungmoon Lee and published by . This book was released on 1990 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asset Pricing and Portfolio Choice Theory by : Kerry Back
Download or read book Asset Pricing and Portfolio Choice Theory written by Kerry Back and published by Oxford University Press. This book was released on 2010-08-12 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for the equity premium and risk-free rate puzzles and chapters on heterogeneous beliefs, asymmetric information, non-expected utility preferences, and production models. The book includes numerous exercises designed to provide practice with the concepts and to introduce additional results. Each chapter concludes with a notes and references section that supplies pathways to additional developments in the field.
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 2019-03-26 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.
Book Synopsis Union Wage Responses to a Shift from Direct to Indirect Taxation by : John Creedy
Download or read book Union Wage Responses to a Shift from Direct to Indirect Taxation written by John Creedy and published by . This book was released on 1988 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Nonlinearity and Endogeneity in Macro-Asset Pricing by : Mr.Charles Frederick Kramer
Download or read book Nonlinearity and Endogeneity in Macro-Asset Pricing written by Mr.Charles Frederick Kramer and published by International Monetary Fund. This book was released on 1995-03-01 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: We find nonlinear feedback between the stock market and certain macroeconomic factors. This evidence calls into question the adequacy of these factors as a basis for a linear pricing model. It also means that the interaction between the economy and the stock market is more complicated than given by the simple relationship in Chen, Roll and Ross (1986). It also suggests that the univariate evidence for nonlinear dynamics in the stock market may be due to the complicated relationship between the macroeconomy and the stock market.
Book Synopsis List of Recent Periodical Articles by : Joint Bank-Fund Library
Download or read book List of Recent Periodical Articles written by Joint Bank-Fund Library and published by . This book was released on 1990-02 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Reverse Stress Testing in Banking by : Michael Eichhorn
Download or read book Reverse Stress Testing in Banking written by Michael Eichhorn and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-05-10 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the need for a systematic re-thinking of tail risks in the banking sector. This book addresses the need for practical guidance describing the entire reverse stress testing process. Reverse Stress Testing in Banking features contributions from a diverse range of established practitioners and academics. Organized in six parts, the book presents a series of contributions providing an in-depth understanding of: Regulatory requirements and ways to address them Quantitative and qualitative approaches to apply reverse stress testing at different levels – from investment portfolios and individual banks to the entire banking system The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks’ structural weaknesses Opportunities to co-integrate reverse stress testing with recovery and resolution planning Governance and processes for board members and C-suite executives Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book.
Download or read book JOURNAL of BANKING & FINANCE written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Dictionary of Business and Management by : Jonathan Law
Download or read book A Dictionary of Business and Management written by Jonathan Law and published by Oxford University Press. This book was released on 2016 with total page 673 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering all areas of modern business practice, this edition now includes increased coverage of terms and concepts. It also looks at issues such as Internet business, private equity, structured finance, and much more.
Book Synopsis Capital Market Equilibria by : Günter Bamberg
Download or read book Capital Market Equilibria written by Günter Bamberg and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Tax Package to Reduce the Marginal Rate of Income Tax and the Wage of Trade Unions by : John Creedy
Download or read book A Tax Package to Reduce the Marginal Rate of Income Tax and the Wage of Trade Unions written by John Creedy and published by . This book was released on 1988 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee
Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Book Synopsis Asset Pricing and Portfolio Choice Theory by : Kerry E. Back
Download or read book Asset Pricing and Portfolio Choice Theory written by Kerry E. Back and published by Oxford University Press. This book was released on 2017-01-04 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles" and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.
Book Synopsis Advanced Reservoir Management and Engineering by : Tarek Ahmed
Download or read book Advanced Reservoir Management and Engineering written by Tarek Ahmed and published by Gulf Professional Publishing. This book was released on 2011-09-28 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chapter 1. Fundamentals of Well Testing -- Chapter 2. Decline and Type-Curves Analysis -- Chapter 3. Water Influx -- Chapter 4. Unconventional Gas Reservoirs -- Chapter 5. Performance of Oil Reservoirs -- Chapter 6. Predicting Oil Reservoir Performance -- Chapter 7. Fundamentals of Enhanced Oil Recovery -- Chapter 8. Economic Analysis -- Chapter 9. Analysis of Fixed Capital Investments -- Chapter 10. Advanced Evaluation Approaches -- Chapter 11. Professionalism and Ethics.
Book Synopsis Flattening the Tax Rate Structure, Changing the Tax Mix and Union's Wage Demands by : John Creedy
Download or read book Flattening the Tax Rate Structure, Changing the Tax Mix and Union's Wage Demands written by John Creedy and published by . This book was released on 1988 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
