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Three essays on asset pricing and factor investing
Dirkx, Philipp A. - 2021
Persistent link: https://www.econbiz.de/10012799559
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Essays on asset pricing with financial frictions
Poulsen, Thomas Kjær - 2019 - 1st edition
The first essay presents new empirical findings which are inconsistent with prominent theories on the investment premium. The investment premium is the positive stock return difierential between firms with low and high asset growth. Asset growth is the annual percentage change in total assets...
Persistent link: https://www.econbiz.de/10012124606
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Essays on international finance and banking
Kazimov, Kazim - 2012
Persistent link: https://www.econbiz.de/10011818581
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Reversible Jump Markov Chain Monte Carlo : some applications to macroeconometrics
Neuhoff, Daniel Ferdinand - 2016
Persistent link: https://www.econbiz.de/10011569179
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Relative Stärke als Entscheidungskriterium auf Futures-Märkten
Borchers, Björn - 2015 - 1. Auflage
Persistent link: https://www.econbiz.de/10011440446
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Essays on statistical arbitrage
Krauss, Christopher - 2016
Persistent link: https://www.econbiz.de/10011499659
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Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr - 2018
Persistent link: https://www.econbiz.de/10012002196
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Essays in financial econometrics and spillover estimation
Hipp, Ruben - 2019
Persistent link: https://www.econbiz.de/10012104831
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Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes - 2017
Persistent link: https://www.econbiz.de/10011638660
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina - 2015
Persistent link: https://www.econbiz.de/10011532683