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Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets
Schulmerich, Marcus - 2015
This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory they should not? - How do investors deal with such...
Persistent link: https://www.econbiz.de/10012402226
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The Dynamics of Emerging Stock Markets : Empirical Assessments and Implications
Arouri, Mohamed - 2010
Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets...
Persistent link: https://www.econbiz.de/10013521320
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Exchange Rates, Currency Crisis and Monetary Cooperation in Asia
Rajan, Ramkishen S. (ed.) - 2009
This book concentrates on exchange rates and their macroeconomic consequences, analytical and empirical issues relating to currency crises and policy responses and monetary and financial cooperation in Asia. It is truely pan-Asia-focused with chapters on China, Japan, Korea, India and Southeast...
Persistent link: https://www.econbiz.de/10012106181
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Proximity Bias in Investors’ Portfolio Choice
Lindblom, Ted - 2017
This book helps readers understand the widely documented distortion in the portfolio choice of individual investors toward proximate firms - the proximity bias phenomenon. First, it recapitulates the fundamentals of modern portfolio theory. It then goes on to describe and demonstrate different...
Persistent link: https://www.econbiz.de/10012397287
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Stock Markets in Islamic Countries : An Inquiry into Volatility, Efficiency and Integration
Arshad, Shaista - 2017
“It is an excellent read book and provides readers with some truly interesting insights into the dynamics of OIC markets. A comprehensive and rigorous study. Highly recommended for both academics and professionals.” - Dr Syed Aun R. Rizvi, (Lahore University of Management Sciences,) Pakistan...
Persistent link: https://www.econbiz.de/10012397349
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Indian Stock Market : An Empirical Analysis of Informational Efficiency
Hiremath, Gourishankar S. - 2014
Introduction -- Random Walk Characteristics of Stock Returns -- Nonlinear Dependence in Stock returns -- Mean Reverting Tendency in Stock Returns -- Long Memory in Stock Returns: Theory and Evidence.-Long Memory in Stock Market Volatility -- Summary and Conclusion.
Persistent link: https://www.econbiz.de/10014017077
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Zum Verhältnis von Markt und Individuum auf Finanzmärkten : Entwicklung einer Investorentypologie zur Charakterisierung von Marktdynamiken
Janous, Gerald - 2016
Rationalitätsbegriff im Kontext der Effizienzmarkthypothese und seine Probleme -- Die Effizienzmarkthypothese als instrumentalistisches … Effizienzkonstrukt. Dazu analysiert der Autor Probleme von Effizienzmarkthypothese und Behavioral Finance. Im Mittelpunkt der Kritik … Rationalitätsbegriff im Kontext der Effizienzmarkthypothese und seine Probleme Die Effizienzmarkthypothese als instrumentalistisches …
Persistent link: https://www.econbiz.de/10014017495
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Technical Analysis for Algorithmic Pattern Recognition
Tsinaslanidis, Prodromos E. - 2016 - 1st ed. 2016
Technical Analysis -- Preprocessing Procedures -- Assessing the Predictive Performance of Technical Analysis -- Horizontal Patterns -- Zigzag Patterns -- Circular Patterns -- Technical Indicators -- A Statistical Assessment -- Dynamic Time Warping for Pattern Recognition.
Persistent link: https://www.econbiz.de/10014017882
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Hedge Accounting nach IFRS 9 : Analyse des Regelwerks unter besonderer Berücksichtigung des Cash Flow Hedge
Hochreiter, Gerhard - 2017
Gerhard Hochreiter analysiert in normativer Hinsicht, inwieweit bestimmte Anwendungskriterien unter Berücksichtigung der Grundsätze einer ökonomischen Risikokompensation und der IFRS 9 Hedge Accounting Systematik gerechtfertigt sind. Im Mittelpunkt dabei stehen die sub-LIBOR-Vorschrift sowie...
Persistent link: https://www.econbiz.de/10014020544
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Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland (contributor) - 2008
Statistische Eigenschaften von Handelsvolumina auf Aktienmärkten -- Theoretische Analysen zur Rolle des Handelsvolumens auf Aktienmärkten -- Kontemporärer Zusammenhang zwischen Aktienrenditen und Handelsvolumina -- Ereignisinduzierte Marktreaktionen: Preis- und Volumenseffekte am Beispiel von...
Persistent link: https://www.econbiz.de/10013516987