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Author : James C. McKeown
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (31 download)
Download or read book An Investors Loss Function for Earnings Forecasts with an Empirical Application written by James C. McKeown and published by . This book was released on 1979 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James C. McKeown
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (31 download)
Download or read book An Investor Loss Function for Earnings Forecasts with an Empirical Application written by James C. McKeown and published by . This book was released on 1980 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)
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.
Author :
Publisher :
ISBN 13 :
Total Pages : 430 pages
Book Rating : 4.:/5 (31 download)
Download or read book Towards a Reconciliation of the Comparable Earnings, DCF and CAPM Approaches to Public Utility Rate Regulation written by and published by . This book was released on 1979 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Graham Elliott
Publisher : Princeton University Press
ISBN 13 : 1400880890
Total Pages : 567 pages
Book Rating : 4.4/5 (8 download)
Download or read book Economic Forecasting written by Graham Elliott and published by Princeton University Press. This book was released on 2016-04-05 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and integrated approach to economic forecasting problems Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods Approaches forecasting from a decision theoretic and estimation perspective Covers Bayesian modeling, including methods for generating density forecasts Discusses model selection methods as well as forecast combinations Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility Features numerous empirical examples Examines the latest advances in forecast evaluation Essential for practitioners and students alike
Author :
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (31 download)
Download or read book Research Projects and Publications written by and published by . This book was released on 1980 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles M. Linke
Publisher :
ISBN 13 :
Total Pages : 356 pages
Book Rating : 4.:/5 (31 download)
Download or read book "Chewing Ass Out" written by Charles M. Linke and published by . This book was released on 1980 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1032 pages
Book Rating : 4.:/5 (31 download)
Download or read book National Union Catalog written by and published by . This book was released on 1981 with total page 1032 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes entries for maps and atlases.
Author : University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Publisher :
ISBN 13 :
Total Pages : 596 pages
Book Rating : 4.:/5 (31 download)
Download or read book Working Papers, Reprints and Other Publications written by University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research and published by . This book was released on 1980 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joshua Ronen
Publisher : Springer Science & Business Media
ISBN 13 : 0387257713
Total Pages : 587 pages
Book Rating : 4.3/5 (872 download)
Download or read book Earnings Management written by Joshua Ronen and published by Springer Science & Business Media. This book was released on 2008-08-06 with total page 587 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a study of earnings management, aimed at scholars and professionals in accounting, finance, economics, and law. The authors address research questions including: Why are earnings so important that firms feel compelled to manipulate them? What set of circumstances will induce earnings management? How will the interaction among management, boards of directors, investors, employees, suppliers, customers and regulators affect earnings management? How to design empirical research addressing earnings management? What are the limitations and strengths of current empirical models?
Author : Stefan Nagel
Publisher : Princeton University Press
ISBN 13 : 0691218706
Total Pages : 156 pages
Book Rating : 4.6/5 (912 download)
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.
Author :
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (3 download)
Download or read book The Journal of Agricultural Economics Research written by and published by . This book was released on 1988 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William J. Fellner
Publisher : Univ of California Press
ISBN 13 : 0520320883
Total Pages : 286 pages
Book Rating : 4.5/5 (23 download)
Download or read book Monetary Policies and Full Employment written by William J. Fellner and published by Univ of California Press. This book was released on 2023-04-28 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1947.
Author : William Fellner
Publisher : Univ of California Press
ISBN 13 :
Total Pages : 298 pages
Book Rating : 4./5 ( download)
Download or read book Monetary Policies and Full Employment written by William Fellner and published by Univ of California Press. This book was released on with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Niels Haldrup
Publisher : OUP Oxford
ISBN 13 : 0191669547
Total Pages : 393 pages
Book Rating : 4.1/5 (916 download)
Download or read book Essays in Nonlinear Time Series Econometrics written by Niels Haldrup and published by OUP Oxford. This book was released on 2014-06-26 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Author :
Publisher :
ISBN 13 :
Total Pages : 612 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2008 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alan Lewis
Publisher : Cambridge University Press
ISBN 13 : 1108548784
Total Pages : 808 pages
Book Rating : 4.1/5 (85 download)
Download or read book The Cambridge Handbook of Psychology and Economic Behaviour written by Alan Lewis and published by Cambridge University Press. This book was released on 2018-02-15 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has recently been an escalated interest in the interface between psychology and economics. The Cambridge Handbook of Psychology and Economic Behaviour is a valuable reference dedicated to improving our understanding of the economic mind and economic behaviour. Employing empirical methods - including laboratory and field experiments, observations, questionnaires and interviews - the Handbook provides comprehensive coverage of theory and method, financial and consumer behaviour, the environment and biological perspectives. This second edition also includes new chapters on topics such as neuroeconomics, unemployment, debt, behavioural public finance, and cutting-edge work on fuzzy trace theory and robots, cyborgs and consumption. With distinguished contributors from a variety of countries and theoretical backgrounds, the Handbook is an important step forward in the improvement of communications between the disciplines of psychology and economics that will appeal to academic researchers and graduates in economic psychology and behavioral economics.
