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Frontiers of Asset Pricing

This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricin...

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Bibliographic Details
Main Author: Kolari, James W.
Other Authors: Pynnonen, Seppo
Format: eBook
Language:English
Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:
Risk Factors
Philosophy / Bicssc
Unit Root
Conditional Hedge Ratio
Market Factor
Forecasting
Economics
Expectation-maximization (em) Regression
Efficient Portfolios
Free-boundary Problem
Momentum
Portfolio Profitability
Term Structure
Pricing
Survivor Stocks
Time-varying Jumps
Transaction Regions
Bitcoin
Options
Asset Pricing
Market Volume
Earnings
Garch-jump
Out-of-the-money
Trading Strategies
Pairs Trading
Yield Spread
Poisson Model
Return Dispersion
Bias Adjustments
Zero-beta Capm
Commodity Market
Metals
Cumulated Ranks
Outliers
Latent Variable
Event Study
Volatility
Net Buying Pressure
At-the-money
Direction
Rank Test
Cryptocurrencies
Standardized Abnormal Returns
Stochastic Control
Finance
Transaction Costs
S&p 500 Index
Efficient Market Hypothesis
Carry Cost Rate
Deep-out-of-the-money
Spectral Analysis
Multifactors
Hedge Ratio
Informed Trading
Clustered Event Days
Abnormal Returns
Market Index
Cross-sectional Correlation
Announcements
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary:This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) models; (2) multifactors; (3) theory; (4) empirical tests; (5) applications; (6) other asset classes; and (7) international tests.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
Physical Description:1 electronic resource (228 p.)
ISBN:9783036558462
9783036558455
books978-3-0365-5846-2

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