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Korrelationen in Extremsituationen : Eine empirische Analyse des deutschen Finanzmarktes mit Fokus auf irrationales Marktverhalten

Reuse, Svend - 2011

Gerade vor dem Hintergrund der Finanzmarktkrise in 2008 sind die klassische Portfoliotheorie und die Wirkungsweise von Korrelationen erneut in die Kritik geraten. Svend Reuse analysiert das Verhalten von Korrelationen in Extremsituationen unter Berücksichtigung des irrationalen Marktverhaltens....

Persistent link: https://www.econbiz.de/10014425258

Advances in Risk Management

2007

This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation for private and...

Persistent link: https://www.econbiz.de/10011612396

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of...

Persistent link: https://www.econbiz.de/10012053896

Asset Markets, Portfolio Choice and Macroeconomic Activity : A Keynesian Perspective

Asada, Tōichirō; Flaschel, Peter; Mouakil, Tarik; … - 2011

This book extends the KMG framework (Keynes, Meltzer, Goodwin) and focuses on financial issues. It integrates Tobin's macroeconomic portfolio approach and emphasizes the issue of stock-flow consistency

Persistent link: https://www.econbiz.de/10012053936

Finanzstrategisch denken! : Paradigmenwechsel zur Strategic Corporate Finance

Spreman, Klaus; Eilenberger, Guido; Haghani, Sascha; … - 2008

neue Wege, den Finanzmarkt zu ihren Gunsten zu beeinflussen. Wie die Autoren zeigen, handelt es sich hier nicht um einzelne …Finanzstrategisch denken das klingt zunächst paradox. Denn finanziell zu denken heißt, sich an den Finanzmarkt … neue Wege, sich dem Finanzmarkt nicht einfach anzupassen, sondern diesen zu ihren Gunsten zu beeinflussen. Wie die Autoren …

Persistent link: https://www.econbiz.de/10013516477

Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics

Dunis, Christian (ed.); Middleton, Peter W. (ed.); … - 2016

As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable...

Persistent link: https://www.econbiz.de/10012397259

Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli

Kontoghiorghes, Erricos John (contributor); … - 2008

Persistent link: https://www.econbiz.de/10013520902

Numerical Methods in Finance

Breton, Michèle (contributor); Ben-Ameur, Hatem (contributor) - 2005

Presents the developments arising from the combination of mathematics, numerical analysis, and finance. This book covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of...

Persistent link: https://www.econbiz.de/10014013957

Encyclopedia of Finance

Lee, Cheng F. (contributor); Lee, Alice C. (contributor) - 2006

Terms, definitions and short essays -- Deposit insurance schemes -- Gramm-Leach-Bailey Act: creating a new bank for a new millennium -- Comparative analysis of zero-coupon and coupon-pre-funded bonds -- Intertemporal risk and currency risk -- Credit derivatives -- international parity conditions...

Persistent link: https://www.econbiz.de/10013520881

Hidden Markov Models in Finance

Mamon, Rogemar S. (contributor); … - 2007

A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more....

Persistent link: https://www.econbiz.de/10013520670