Showing 1 - 10 of 458
This book provides an in-depth analysis of the wheat production developments in the Eurasian region and assesses the … current and future potential growth of the wheat production, such as land policy, credit and finance, privatization, farm … agricultural productivity is the “Eurasian wheat belt,” comprising of Russia, Ukraine, Kazakhstan, and the Central Asian countries …
Persistent link: https://www.econbiz.de/10012397118
Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements...
Persistent link: https://www.econbiz.de/10013256187
This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,...
Persistent link: https://www.econbiz.de/10012396529
Students in various disciplines-from law and government to business and health policy-need to understand several quantitative aspects of finance (such as the capital asset pricing model or financial options) and policy analysis (e.g., assessing the weight of probabilistic evidence) but often...
Persistent link: https://www.econbiz.de/10012396888
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the...
Persistent link: https://www.econbiz.de/10012396955
This book uses the building blocks of modern capital market theory, including behavioural finance, as the point of departure for an analysis of hidden ethical content in the contemporary research into capital markets. It illustrates the significant degree of alienation between the financial and...
Persistent link: https://www.econbiz.de/10012397046
This book explains how investor behavior, from mental accounting to the combustible interplay of hope and fear, affects financial economics. The transformation of portfolio theory begins with the identification of anomalies. Gaps in perception and behavioral departures from rationality spur...
Persistent link: https://www.econbiz.de/10012397115
The best and the brightest investment gurus often rely on rational, statistical calculations of risk and return of investments. Pistorius traces their rhetoric and comes to a modest conclusion that stochastic predictability does not exist in investing. Thus, if we follow investment advice, we...
Persistent link: https://www.econbiz.de/10012397288
This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...
Persistent link: https://www.econbiz.de/10012397321
This book presents an ethical theory for financial transactions that underpins the stability of modern economies. It combines elements from history, ethics, economics and mathematics to show how these combined can be used to develop a pragmatic theory of financial markets. Written in three...
Persistent link: https://www.econbiz.de/10012397534