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The Design of the Eurosystem’s Monetary Policy Instruments
Neyer, Ulrike (contributor) - 2007
The creation of a single monetary currency and a single monetary policy in the euro area has faced extraordinary challenges, among them the design of suitable monetary policy instruments. This book evaluates monetary policy instruments of the Eurosystem against a number of requirements. To do...
Persistent link: https://www.econbiz.de/10013520716
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Economic Dynamics and Information
Zajac, Jaroslav (contributor) - 2006
This book analyzes the existence of equilibria in economies having a measured space of agents and a continuum of agents and commodities. Excessive homogeneity with respect to agent productivity leads to instability and non-uniqueness of a given stationary state and the indeterminacy of the...
Persistent link: https://www.econbiz.de/10013520741
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Financial Institutions in the Global Financial Crisis : The Role of Financial Derivatives, Bank Capital, and Clearing and Custody Services
Li, Shaofang - 2018
This book examines the role of financial institutions in the financial markets during normal times, as well as during the global financial crisis. Chapter 1 offers a brief introduction to the research topics in the book, while Chapter 2 discusses the impact of financial derivatives on risk...
Persistent link: https://www.econbiz.de/10012398291
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A Quantitative Liquidity Model for Banks
Schmaltz, Christian - 2009
Liquidity is a core resource and its management is a core activity of banks. Nevertheless, liquidity management has not received much attention during the last decades, as liquidity has not been perceived as scarce. This perception has clearly changed during the ?nancial crisis 2007/2009. Facing...
Persistent link: https://www.econbiz.de/10013522715
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Ökonophysik : Die Physik des Finanzmarktes
Preis, Tobias - 2011
Mit der Finanzkrise ist auch die klassische ökonomische Theoriebildung in eine Krise geraten: In effizienten Märkten sollte es eigentlich keine Asset-Blasen und Börsencrashs geben. Als interdisziplinärer Ansatz der Wirtschaftswissenschaften und der Physik besteht der Anspruch der...
Persistent link: https://www.econbiz.de/10014425139
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Financial Economics : A Concise Introduction to Classical and Behavioral Finance
Hens, Thorsten - 2016 - 2nd ed. 2016
results in behavioral finance and decision theory …Foundations: Introduction -- Decision Theory -- Financial Markets: Two-Period Model: Mean-Variance Approach -- Two …-Period Model: State-Preference Approach -- Multiple-Periods Model -- Advanced Topics: Theory of the Firm -- Information Asymmetries …
Persistent link: https://www.econbiz.de/10012397575
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Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior
Chen, James Ming - 2016
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …
Persistent link: https://www.econbiz.de/10012398044
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Evolutionary Finance
Dowling, Bartholomew - 2005
The purpose of this book is to introduce the field of bioinformatics to financial modelling. It focuses on the way information informs price, and constructs a framework to explain information generation and the agglomeration process, enabling the reader to make more effective financial...
Persistent link: https://www.econbiz.de/10012054007
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The Use of Risk Budgets in Portfolio Optimization
Unger, Albina - 2015
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...
Persistent link: https://www.econbiz.de/10014021208
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Empirical Techniques in Finance
Bhar, Ramaprasad - 2005
Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …
Persistent link: https://www.econbiz.de/10014014047