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Infrastructure Investments : Regulatory Treatment and Optimal Capital Allocation Under Solvency II
Regele, Fabian - 2018
infrastructure equity investments for the investment purposes of insurance companies. The employed valuation model of a stylized … of these assets. In the context of a portfolio optimization, the infrastructure asset improves the insurance company … differences in the risk exposure of the insurance company. Contents • Overview of the Infrastructure Asset Class • Valuation Model …
Persistent link: https://www.econbiz.de/10012397668
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Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
Jajuga, Krzysztof (ed.); Locarek-Junge, Hermann (ed.);  … - Wrocław International Conference in Finance <3., 2017, … - 2018
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
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Handbook of Recent Advances in Commodity and Financial Modeling : Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets
Consigli, Giorgio (ed.); Stefani, Silvana (ed.);  … - 2018
approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based …
Persistent link: https://www.econbiz.de/10012396529
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Illustrating Finance Policy with Mathematica
Georgakopoulos, Nicholas L. - 2018
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
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Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat
Jawadi, Fredj (ed.) - 2018
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
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On Values in Finance and Ethics : Forgotten Trails and Promising Pathways
Schäfer, Henry - 2019
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
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Finance and the Behavioral Prospect : Risk, Exuberance, and Abnormal Markets
Chen, James Ming - 2016
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
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Heterodox Investment Theory : Stochastic Predictability and Uncertainty
Pistorius, Thomas - 2017
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
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Empirical Asset Pricing Models : Data, Empirical Verification, and Model Search
Jeng, Jau-Lian - 2018
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
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Ethics in Quantitative Finance : A Pragmatic Financial Market Theory
Johnson, Timothy - 2017
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