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Tactical size rotation in Switzerland
Hock, Thorsten (contributor) - 2008
The size premium, defined as the outperformance of equities of small and medium-sized companies compared with the shares of large companies, is subject to strong cyclical fluctuations over time. This study examines the predictability of this premium for the Swiss stock market. The forecasts used...
Persistent link: https://www.econbiz.de/10003650372
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Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
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Tactical size rotation in Switzerland
Hock, Thorsten - In: Swiss journal of economics and statistics 146 (2010) 3, pp. 553-576
Persistent link: https://www.econbiz.de/10009125400
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An Application of Interest Rate Models to RMBS and SME Conditional Prepayment Rates and CPR Time Series Analysis
Rodriguez Dominguez, Alejandro - 2023
monthly CPR from a portfolio of RMBS and SME Collateral Loan Obligations (CLOs). In the second part of the project we estimate …
Persistent link: https://www.econbiz.de/10014350400
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
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Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach
Tswei, Keshin - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1062-1078
Persistent link: https://www.econbiz.de/10009693397
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Transaction fee economics in the Ethereum blockchain
Donmez, Anil; Karajvanov, Alexander K. - In: Economic inquiry 60 (2022) 1, pp. 265-292
Persistent link: https://www.econbiz.de/10012796491
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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - 2021
Persistent link: https://www.econbiz.de/10012615644
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Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 52 (2017), pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … FINANCE -- CAUSALITY -- SUMMARY -- Chapter 4: Common Pitfalls in Financial Modeling -- THEORY AND ENGINEERING -- ENGINEERING …
Persistent link: https://www.econbiz.de/10012683140