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Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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An Intuitive Introduction to Finance and Derivatives : Concepts, Terminology and Models
Backwell, Alex - 2023
-- Chapter 4 Modern Portfolio Theory -- Chapter 5 Asset Pricing -- Chapter 6 Introduction to Derivatives -- Chapter 7 Arbitrage … terms, and gradually specialises to investment theory and then derivatives. This book is tailor-made for readers new to …
Persistent link: https://www.econbiz.de/10014229313
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Navigating inflation challenges : AI-based portfolio management insights
Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16
After 2010, the consumer price index fell to a low level in the EU. In the euro area, it remained low between 2010 and 2020. The European Central Bank has even had to take action against the emergence of deflation. The situation changed significantly in 2021. Inflation jumped to levels not seen...
Persistent link: https://www.econbiz.de/10014497442
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Industry-specific long-run relationships in stock prices : cointegration evidence from Germany
Sapusek, Annemarie - 1999
Persistent link: https://www.econbiz.de/10001430491
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High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
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Quantitative methods for economics and finance
Trinidad Segovia, Juan Evangelista (ed.);  … - 2021
This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...
Persistent link: https://www.econbiz.de/10012586869
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Aktienterminmärkte : eine portfolio-theoretische und makroökonomische Analyse
Kistowski, Jesco von - 1992
Persistent link: https://www.econbiz.de/10012700140
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The hedge fund manager's dilemma
Jeffus, Wendy M.; Meng, J. Ginger; Mullen, Michael G. - In: Journal of the Academy of Business Education : JABE 18 (2017), pp. 438-454
Persistent link: https://www.econbiz.de/10011810583
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The commitment of traders report as a trading signal? : short-term price reversals and market efficiency in the US-futures market
Dreesmann, Simon; Herberger, Tim; Charifzadeh, Michel - In: International Journal of Financial Markets and … 9 (2023) 1/2, pp. 76-113
Persistent link: https://www.econbiz.de/10014311712
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Stock investment and excess returns : a critical review in the light of the efficient market hypothesis
Qianwei, Ying; Yousaf, Tahir; Ul Ain, Qurat; Akhtar, Yasmeen - In: Journal of risk and financial management : JRFM 12 (2019) 2/97, pp. 1-22
diverged from their intrinsic value. This paper presents an analysis of anomaly returns in the presence of the theory of the …
Persistent link: https://www.econbiz.de/10012022012