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Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und CAPM -- Value at Risk -- Kohärente Risikomaße und der …
Persistent link: https://www.econbiz.de/10014018592
Manches voraus: Sie sollten mit Begriffen wie Portfolioselektion und CAPM, Duration und Zinsstruktur, Black-Scholes-Formel und …
Persistent link: https://www.econbiz.de/10014019581
compendium on the financial theory, the empirical evidence and the mathematical tools that form the underlying principles of …
Persistent link: https://www.econbiz.de/10013521150
is presented that helps explain why this is the case for traditional currency crises, but less so for asset bubbles. The …1. Overview: A Framework for Investing During Currency Crises and Asset Bubbles -- 2. Bretton Woods’ Collapse Alters …
Persistent link: https://www.econbiz.de/10012397123
This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a … parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and … behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage …
Persistent link: https://www.econbiz.de/10012397431
Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual...
Persistent link: https://www.econbiz.de/10012819111
This is an advanced text on the theory of forward and futures markets which aims at providing readers with a …
Persistent link: https://www.econbiz.de/10013520387
Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt …
Persistent link: https://www.econbiz.de/10012397881
guidelines. In this volume, Min Ding offers an alternative to SD, introducing a framework, which he calls the Bubble Theory …) have profound implications for both the theory and application of new practices in business and policymaking. …
Persistent link: https://www.econbiz.de/10014016851
Preface -- 1 Standard Theory of Real Estate Market Value: Concepts and Problems -- 2 Aristotle to Marshall: The … Evolution of Economic Value Theory -- 3 Traditional Valuation Methods -- 4 Automated Valuation Models -- 5 Real Estate Markets … and Neoclassical Economic Theory - A Heterodox Critique -- 6 An Alternative Theory of Market Value: Ontological Foundation …
Persistent link: https://www.econbiz.de/10014019291