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Conditional Risk And Predictability Of Finnish Stock Returns
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Book Synopsis Conditional Risk and Predictability of Finnish Stock Returns by : Markku Malkamäki
Download or read book Conditional Risk and Predictability of Finnish Stock Returns written by Markku Malkamäki and published by . This book was released on 1992 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Estimating Conditional Betas and the Price of Risk for a Thin Stock Market by : Markku Malkamäki
Download or read book Estimating Conditional Betas and the Price of Risk for a Thin Stock Market written by Markku Malkamäki and published by . This book was released on 1992 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Financial Modelling by : Lorenzo Peccati
Download or read book Financial Modelling written by Lorenzo Peccati and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many models in this volume can be used in solving portfolio problems, in assessing forecasts, in understanding the possible effects of shocks and disturbances.
Book Synopsis The Currency Band and Credibility by : Olli-Pekka Lehmussaari
Download or read book The Currency Band and Credibility written by Olli-Pekka Lehmussaari and published by . This book was released on 1992 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Finland's Balance of Payments, 1890-1913 by : Ragni Bärlund
Download or read book Finland's Balance of Payments, 1890-1913 written by Ragni Bärlund and published by . This book was released on 1992 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimization and Its Applications in Control and Data Sciences by : Boris Goldengorin
Download or read book Optimization and Its Applications in Control and Data Sciences written by Boris Goldengorin and published by Springer. This book was released on 2016-09-29 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on recent research in modern optimization and its implications in control and data analysis. This book is a collection of papers from the conference “Optimization and Its Applications in Control and Data Science” dedicated to Professor Boris T. Polyak, which was held in Moscow, Russia on May 13-15, 2015. This book reflects developments in theory and applications rooted by Professor Polyak’s fundamental contributions to constrained and unconstrained optimization, differentiable and nonsmooth functions, control theory and approximation. Each paper focuses on techniques for solving complex optimization problems in different application areas and recent developments in optimization theory and methods. Open problems in optimization, game theory and control theory are included in this collection which will interest engineers and researchers working with efficient algorithms and software for solving optimization problems in market and data analysis. Theoreticians in operations research, applied mathematics, algorithm design, artificial intelligence, machine learning, and software engineering will find this book useful and graduate students will find the state-of-the-art research valuable.
Download or read book Biblio List Updates in Print written by and published by . This book was released on 1992-04 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bibliographie der Wirtschaftswissenschaften by :
Download or read book Bibliographie der Wirtschaftswissenschaften written by and published by . This book was released on 1994 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bibliographie der Staats-und Wirtschaftswissenschaften by :
Download or read book Bibliographie der Staats-und Wirtschaftswissenschaften written by and published by . This book was released on 1994 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Empirical Asset Pricing by : Turan G. Bali
Download or read book Empirical Asset Pricing written by Turan G. Bali and published by John Wiley & Sons. This book was released on 2016-02-26 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.” Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences “The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts and the methods used to discover them have subtle complexities that can mislead casual observers and novice researchers. Bali, Engle, and Murray’s clear and careful guide to these issues provides a firm foundation for future discoveries.” John Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University “Bali, Engle, and Murray provide clear and accessible descriptions of many of the most important empirical techniques and results in asset pricing.” Kenneth R. French, Roth Family Distinguished Professor of Finance, Tuck School of Business, Dartmouth College “This exciting new book presents a thorough review of what we know about the cross-section of stock returns. Given its comprehensive nature, systematic approach, and easy-to-understand language, the book is a valuable resource for any introductory PhD class in empirical asset pricing.” Lubos Pastor, Charles P. McQuaid Professor of Finance, University of Chicago Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of the most prevalent econometric techniques with in-depth discussions of the implementation and interpretation of results illustrated through detailed examples. The second half of the book applies these techniques to demonstrate the most salient patterns observed in stock returns. The phenomena documented form the basis for a range of investment strategies as well as the foundations of contemporary empirical asset pricing research. Empirical Asset Pricing: The Cross Section of Stock Returns also includes: Discussions on the driving forces behind the patterns observed in the stock market An extensive set of results that serve as a reference for practitioners and academics alike Numerous references to both contemporary and foundational research articles Empirical Asset Pricing: The Cross Section of Stock Returns is an ideal textbook for graduate-level courses in asset pricing and portfolio management. The book is also an indispensable reference for researchers and practitioners in finance and economics. Turan G. Bali, PhD, is the Robert Parker Chair Professor of Finance in the McDonough School of Business at Georgetown University. The recipient of the 2014 Jack Treynor prize, he is the coauthor of Mathematical Methods for Finance: Tools for Asset and Risk Management, also published by Wiley. Robert F. Engle, PhD, is the Michael Armellino Professor of Finance in the Stern School of Business at New York University. He is the 2003 Nobel Laureate in Economic Sciences, Director of the New York University Stern Volatility Institute, and co-founding President of the Society for Financial Econometrics. Scott Murray, PhD, is an Assistant Professor in the Department of Finance in the J. Mack Robinson College of Business at Georgia State University. He is the recipient of the 2014 Jack Treynor prize.
Book Synopsis The Egyptian Stock Market by : Mr. Mauro Mecagni
Download or read book The Egyptian Stock Market written by Mr. Mauro Mecagni and published by International Monetary Fund. This book was released on 1999-04-01 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper examines the behavior of stock returns in the Egyptian stock exchange, the efficiency of the market in pricing securities, and the relationship between returns and conditional volatility. GARCH(p,q)-M models estimated for the four best known daily indices indicate significant departures from the efficient market hypothesis; the tendency for returns to exhibit volatility clustering; and a significant positive link between risk and returns, which was significantly affected during the market downturn that followed the introduction of circuit breakers in the form of symmetric price limits on individual shares.
Download or read book Bulletin written by and published by . This book was released on 1993 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Aanwinsten van de Centrale Bibliotheek (Queteletfonds) by : Bibliothèque centrale (Fonds Quetelet)
Download or read book Aanwinsten van de Centrale Bibliotheek (Queteletfonds) written by Bibliothèque centrale (Fonds Quetelet) and published by . This book was released on 2002 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Strategic Asset Allocation by : John Y. Campbell
Download or read book Strategic Asset Allocation written by John Y. Campbell and published by OUP Oxford. This book was released on 2002-01-03 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial economists. Mean-variance analysis, developed almost fifty years ago, has provided a basic paradigm for portfolio choice. This approach usefully emphasizes the ability of diversification to reduce risk, but it ignores several critically important factors. Most notably, the analysis is static; it assumes that investors care only about risks to wealth one period ahead. However, many investors—-both individuals and institutions such as charitable foundations or universities—-seek to finance a stream of consumption over a long lifetime. In addition, mean-variance analysis treats financial wealth in isolation from income. Long-term investors typically receive a stream of income and use it, along with financial wealth, to support their consumption. At the theoretical level, it is well understood that the solution to a long-term portfolio choice problem can be very different from the solution to a short-term problem. Long-term investors care about intertemporal shocks to investment opportunities and labor income as well as shocks to wealth itself, and they may use financial assets to hedge their intertemporal risks. This should be important in practice because there is a great deal of empirical evidence that investment opportunities—-both interest rates and risk premia on bonds and stocks—-vary through time. Yet this insight has had little influence on investment practice because it is hard to solve for optimal portfolios in intertemporal models. This book seeks to develop the intertemporal approach into an empirical paradigm that can compete with the standard mean-variance analysis. The book shows that long-term inflation-indexed bonds are the riskless asset for long-term investors, it explains the conditions under which stocks are safer assets for long-term than for short-term investors, and it shows how labor income influences portfolio choice. These results shed new light on the rules of thumb used by financial planners. The book explains recent advances in both analytical and numerical methods, and shows how they can be used to understand the portfolio choice problems of long-term investors.
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.
Book Synopsis Handbook of HydroInformatics by : Saeid Eslamian
Download or read book Handbook of HydroInformatics written by Saeid Eslamian and published by Elsevier. This book was released on 2022-11-30 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classic Soft-Computing Techniques is the first volume of the three, in the Handbook of HydroInformatics series.? Through this comprehensive, 34-chapters work, the contributors explore the difference between traditional computing, also known as hard computing, and soft computing, which is based on the importance given to issues like precision, certainty and rigor. The chapters go on to define fundamentally classic soft-computing techniques such as Artificial Neural Network, Fuzzy Logic, Genetic Algorithm, Supporting Vector Machine, Ant-Colony Based Simulation, Bat Algorithm, Decision Tree Algorithm, Firefly Algorithm, Fish Habitat Analysis, Game Theory, Hybrid Cuckoo–Harmony Search Algorithm, Honey-Bee Mating Optimization, Imperialist Competitive Algorithm, Relevance Vector Machine, etc.?It is a fully comprehensive handbook providing all the information needed around classic soft-computing techniques. This volume is a true interdisciplinary work, and the audience includes postgraduates and early career researchers interested in Computer Science, Mathematical Science, Applied Science, Earth and Geoscience, Geography, Civil Engineering, Engineering, Water Science, Atmospheric Science, Social Science, Environment Science, Natural Resources, and Chemical Engineering. Key insights from global contributors in the fields of data management research, climate change and resilience, insufficient data problem, etc. Offers applied examples and case studies in each chapter, providing the reader with real world scenarios for comparison. Introduces classic soft-computing techniques, necessary for a range of disciplines.
Book Synopsis Growth Or Glamour? by : John Y. Campbell
Download or read book Growth Or Glamour? written by John Y. Campbell and published by . This book was released on 2005 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt: The cash flows of growth stocks are particularly sensitive to temporary movements in aggregate stock prices (driven by movements in the equity risk premium), while the cash flows of value stocks are particularly sensitive to permanent movements in aggregate stock prices (driven by market-wide shocks to cash flows.) Thus the high betas of growth stocks with the market's discount-rate shocks, and of value stocks with the market's cash-flow shocks, are determined by the cash-flow fundamentals of growth and value companies. Growth stocks are not merely "glamour stocks" whose systematic risks are purely driven by investor sentiment. More generally, accounting measures of firm-level risk have predictive power for firms' betas with market-wide cash flows, and this predictive power arises from the behavior of firms' cash flows. The systematic risks of stocks with similar accounting characteristics are primarily driven by the systematic risks of their fundamentals.