Financial Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 0470121521
Total Pages : 560 pages
Book Rating : 4.4/5 (71 download)

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Book Synopsis Financial Econometrics by : Svetlozar T. Rachev

Download or read book Financial Econometrics written by Svetlozar T. Rachev and published by John Wiley & Sons. This book was released on 2007-03-22 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.

Proceedings of the 8th Global Conference on Business, Management, and Entrepreneurship (GCBME 2023)

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Publisher : Springer Nature
ISBN 13 : 946463443X
Total Pages : 1331 pages
Book Rating : 4.4/5 (646 download)

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Book Synopsis Proceedings of the 8th Global Conference on Business, Management, and Entrepreneurship (GCBME 2023) by : Ratih Hurriyati

Download or read book Proceedings of the 8th Global Conference on Business, Management, and Entrepreneurship (GCBME 2023) written by Ratih Hurriyati and published by Springer Nature. This book was released on 2024 with total page 1331 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022)

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Publisher : Springer Nature
ISBN 13 : 9464631023
Total Pages : 1511 pages
Book Rating : 4.4/5 (646 download)

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Book Synopsis Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022) by : Víctor Fernández-Viagas

Download or read book Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022) written by Víctor Fernández-Viagas and published by Springer Nature. This book was released on 2023-01-13 with total page 1511 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. The 2nd International Conference on Business Administration and Data Science (BADS 2022) is hosted by Kashi University and organized by the College of Economics and Management of Kashi University. The 2nd International Conference on Business Administration and Data Science (BADS 2022) is one of the series of activities for the 60th anniversary of the founding of Kashgar University In the current situation of rapid economic development, the competition in the market is increasingly fierce. The drawbacks of traditional enterprise management and the backward management concept have seriously hindered the normal development of enterprises. In order to improve their competitive advantages and market share, enterprises must optimize their management methods and build a modern business administration system. In this situation, enterprises can only promote their development process by improving their business management mode and formulating scientific business management policies.

International Business and Emerging Economy Firms

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Publisher : Springer Nature
ISBN 13 : 3030244822
Total Pages : 269 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis International Business and Emerging Economy Firms by : Marin A. Marinov

Download or read book International Business and Emerging Economy Firms written by Marin A. Marinov and published by Springer Nature. This book was released on 2019-09-03 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: How do firms from emerging economies strive for the internationalization of their business? This comprehensive two-volume collection tackles this question by taking a closer look at underexplored issues, including bottom of the pyramid (BoP) business models, value creation and co-creation, employee commitment and the ‘born global’ concept. Taking both a geographic and thematic approach to the topic, the first volume addresses universal challenges such as inclusive innovation, the ethics of corporate leadership, and knowledge management, and also places a special emphasis on China. Providing an overview of the strategies and operations involved in internationalizing Chinese firms, this book is an essential read for those researching emerging markets and globalization in general, as well as Asian Business more specifically.

Growing Presence of Real Options in Global Financial Markets

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Publisher : Emerald Group Publishing
ISBN 13 : 178743270X
Total Pages : 223 pages
Book Rating : 4.7/5 (874 download)

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Book Synopsis Growing Presence of Real Options in Global Financial Markets by : John W. Kensinger

Download or read book Growing Presence of Real Options in Global Financial Markets written by John W. Kensinger and published by Emerald Group Publishing. This book was released on 2017-12-13 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: The broad theme of this volume of Research in Finance is "Comparing the Influence upon Equity Valuation of Strategy Compared with Cash Flow Expectations." Contributions assess the strong role of strategy in equity valuation, compared with valuation of expected dividends.

A Theory of International Trade

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Publisher : Springer Science & Business Media
ISBN 13 : 3642181449
Total Pages : 204 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis A Theory of International Trade by : Wei-Bin Zhang

Download or read book A Theory of International Trade written by Wei-Bin Zhang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over more than two centuries the development ofeconomic theory has created a wide array of different concepts, theories, and insights. My recent book Capital and Knowledge (Zhang, 1999a) shows how separate economic theories such as the Marxian economics, the Keynesian economics, the general equilibrium theory, and the neoclassical growth theory can be examined within a single theoretical framework. The Capital and Knowledge constructs an economic theory to account for the phenomena explained by the main economic theories (of national economies) in a unified manner. It tries to draw together the disparate branches of economics into a single organized system ofknowledge. This book is a part of my economic theory with endogenous population, capital, knowledge, preferences, sexual division of labor and consumption, institutions, economic structures and exchange values over time and space (Zhang, 1996a). As an extension of the Capital and Knowledge, which is focused on the dynamics of national economies, this book is to construct a theory of international trade. We are concerned with dynamic relations between international division of labor, division of consumption and determination of prices structure in global economy. We examine dynamic interdependence between capital accumulation, knowledge creation and utilization, economic growth, price structures and international trade patterns under free competition. Our theory is constructed on the basis of a few concepts within a compact framework.

Proceedings of the 1998 Multicultural Marketing Conference

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Publisher : Springer
ISBN 13 : 3319173839
Total Pages : 568 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Proceedings of the 1998 Multicultural Marketing Conference by : Jean-Charles Chebat

Download or read book Proceedings of the 1998 Multicultural Marketing Conference written by Jean-Charles Chebat and published by Springer. This book was released on 2015-05-19 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​This volume includes the full proceedings from the 1998 Multicultural Marketing Conference held in Montreal, Canada. The focus of the conference and the enclosed papers is on marketing to various ethnic groups in both a US and global context. It presents papers on various multicultural issues across the entire spectrum of marketing activities and functions including marketing management, marketing strategy, and consumer behavior. Founded in 1971, the Academy of Marketing Science is an international organization dedicated to promoting timely explorations of phenomena related to the science of marketing in theory, research, and practice. Among its services to members and the community at large, the Academy offers conferences, congresses and symposia that attract delegates from around the world. Presentations from these events are published in this Proceedings series, which offers a comprehensive archive of volumes reflecting the evolution of the field. Volumes deliver cutting-edge research and insights, complimenting the Academy’s flagship journals, the Journal of the Academy of Marketing Science (JAMS) and AMS Review. Volumes are edited by leading scholars and practitioners across a wide range of subject areas in marketing science.​

Price-Based Investment Strategies

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Publisher : Springer
ISBN 13 : 3319915304
Total Pages : 325 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Price-Based Investment Strategies by : Adam Zaremba

Download or read book Price-Based Investment Strategies written by Adam Zaremba and published by Springer. This book was released on 2018-07-25 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance—ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders, and family office investors.

Entrepreneurial Marketing and International New Ventures

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Author :
Publisher : Routledge
ISBN 13 : 1000063178
Total Pages : 209 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Entrepreneurial Marketing and International New Ventures by : Izabela Kowalik

Download or read book Entrepreneurial Marketing and International New Ventures written by Izabela Kowalik and published by Routledge. This book was released on 2020-04-02 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book investigates the entrepreneurial marketing (EM) concept within the broader discipline of international entrepreneurship. The analysis of this concept, and designing a model of EM antecedents, elements, and outcomes that was tested on the basis of empirical studies covering companies from three European countries, explores and develops the field of international marketing and entrepreneurship. The book examines the role of entrepreneurial marketing in the internationalization processes of new ventures and adopts both qualitative and quantitative methods for analyzing the antecedents and characteristics of entrepreneurial marketing, as well as their relationships with internationalization activities and firms’ performances. It goes on to show how the application of entrepreneurial marketing may lead to an accelerated internationalization of companies originating from a transition market, as well as the Western-European markets. It addresses these topics with regards to entrepreneurial marketing and management and will be of interest to researchers, academics, managers, entrepreneurs, and students in the fields of international business, international marketing, and entrepreneurship.

On Economics and Society

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Publisher : University of Chicago Press
ISBN 13 : 9780226401638
Total Pages : 372 pages
Book Rating : 4.4/5 (16 download)

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Book Synopsis On Economics and Society by : Harry G. Johnson

Download or read book On Economics and Society written by Harry G. Johnson and published by University of Chicago Press. This book was released on 1982-10 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: These essays, which make the science of economics intelligible to a general audience, are grouped into six areas: the relevance of economics; the "Keynesian revolution"; economics and the university; economics and contemporary problems; world inflation, money, trade, growth, and investment; and economics and the environment.

Essays in Financial Economics

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Publisher : Emerald Group Publishing
ISBN 13 : 1789733898
Total Pages : 167 pages
Book Rating : 4.7/5 (897 download)

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Book Synopsis Essays in Financial Economics by : Rita Biswas

Download or read book Essays in Financial Economics written by Rita Biswas and published by Emerald Group Publishing. This book was released on 2019-10-24 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.

Security Market Imperfections in Worldwide Equity Markets

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Publisher : Cambridge University Press
ISBN 13 : 9780521571388
Total Pages : 576 pages
Book Rating : 4.5/5 (713 download)

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Book Synopsis Security Market Imperfections in Worldwide Equity Markets by : Donald B. Keim

Download or read book Security Market Imperfections in Worldwide Equity Markets written by Donald B. Keim and published by Cambridge University Press. This book was released on 2000-03-13 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm size and earnings-to-price ratios, and seasonal effects, such as January and turn-of-the-month. This book provides the most complete and current account of work in the area. Leading academics and investment researchers have combined to produce a comprehensive coverage of the subject, including both cross-sectional and time series analyses, as well as discussing the measurement of risk and prediction models that have been used by institutional investors. The studies cover many worldwide markets including the US, Japan, Asia, and Europe. The book will be invaluable for courses in financial engineering, investment and portfolio management, and as a reference for investment professionals seeking an up-to-date source on return predictability.

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.

Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023)

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Publisher : Springer Nature
ISBN 13 : 9464632461
Total Pages : 821 pages
Book Rating : 4.4/5 (646 download)

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Book Synopsis Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023) by : Shehnaz Tehseen

Download or read book Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023) written by Shehnaz Tehseen and published by Springer Nature. This book was released on 2023-10-27 with total page 821 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book.The 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023) will be held in Dali on June 30–July 2, 2023. ICEDBC 2023 is annual conference since 2021. It was held in Xiamen, Dali from 2021 to 2022. Every year, there are many attendees from Asia, Europe, America, etc., and quite a few well-known experts give plenary speeches. Business culture is an organic and important part of the social culture system, it is the comprehensive reflection and expression of national culture and modern consciousness in business behavior, and is formed under the influence of national culture and modern consciousness with modern business characteristics and group consciousness as well as the behavior norms generated by this consciousness. For business, one hand on the economy, the other on culture, will certainly promote China's business towards modernization in a big step. The day when business culture is flourishing is the day when business economy is flourishing. Business culture plays a fundamental and decisive role in economic development, providing adequate basic support and supporting services for business activities. Business culture regulates business behavior, regulates business relationships, and influences the way of thinking in economic operation. Business culture promotes economic development through the shaping of people's pattern realm, entrepreneurship and integrity spirit. Business culture plays the role of "adhesive, catalyst and lubricant" for economic development by constructing and practicing value creation in business management and business transactions. ICEDBC2023 aims to explore the role of business culture in promoting economic development and to thoroughly analyze how to use its economic functions more effectively. ICEDBC 2023 warmly invite you to participate in and look forward to seeing you in Dali, China.

Financial Economics and Econometrics

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Author :
Publisher : Taylor & Francis
ISBN 13 : 1000506053
Total Pages : 767 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Financial Economics and Econometrics by : Nikiforos T. Laopodis

Download or read book Financial Economics and Econometrics written by Nikiforos T. Laopodis and published by Taylor & Francis. This book was released on 2021-12-14 with total page 767 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, ‘test your knowledge’ and ‘test your intuition’ features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor’s Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.

Institutional Investors In Global Capital Markets

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Publisher : Emerald Group Publishing
ISBN 13 : 1780522436
Total Pages : 402 pages
Book Rating : 4.7/5 (85 download)

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Book Synopsis Institutional Investors In Global Capital Markets by : Narjess Boubakri

Download or read book Institutional Investors In Global Capital Markets written by Narjess Boubakri and published by Emerald Group Publishing. This book was released on 2011-09-27 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines various issues concerning the strategies of institutional investors, the role of institutional investors in corporate governance, their impact on local and international capital markets, as well as the emergence of sovereign and other asset management funds and their interactions with micro and macro economic and market environments.

Risk-Return Relationship and Portfolio Management

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Publisher : Springer Nature
ISBN 13 : 8132239504
Total Pages : 324 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Risk-Return Relationship and Portfolio Management by : Raj S. Dhankar

Download or read book Risk-Return Relationship and Portfolio Management written by Raj S. Dhankar and published by Springer Nature. This book was released on 2019-10-24 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.