|
|
|
|
| LEADER |
03441nma a2201033 u 4500 |
| 001 |
EB002142882 |
| 003 |
EBX01000000000000001281008 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
230202 ||| eng |
| 020 |
|
|
|a 9783036558462
|
| 020 |
|
|
|a 9783036558455
|
| 020 |
|
|
|a books978-3-0365-5846-2
|
| 100 |
1 |
|
|a Kolari, James W.
|
| 245 |
0 |
0 |
|a Frontiers of Asset Pricing
|h Elektronische Ressource
|
| 260 |
|
|
|a Basel
|b MDPI - Multidisciplinary Digital Publishing Institute
|c 2022
|
| 300 |
|
|
|a 1 electronic resource (228 p.)
|
| 653 |
|
|
|a risk factors
|
| 653 |
|
|
|a Philosophy / bicssc
|
| 653 |
|
|
|a conditional hedge ratio
|
| 653 |
|
|
|a unit root
|
| 653 |
|
|
|a market factor
|
| 653 |
|
|
|a forecasting
|
| 653 |
|
|
|a economics
|
| 653 |
|
|
|a expectation-maximization (EM) regression
|
| 653 |
|
|
|a efficient portfolios
|
| 653 |
|
|
|a free-boundary problem
|
| 653 |
|
|
|a momentum
|
| 653 |
|
|
|a portfolio profitability
|
| 653 |
|
|
|a term structure
|
| 653 |
|
|
|a survivor stocks
|
| 653 |
|
|
|a pricing
|
| 653 |
|
|
|a time-varying jumps
|
| 653 |
|
|
|a transaction regions
|
| 653 |
|
|
|a options
|
| 653 |
|
|
|a Bitcoin
|
| 653 |
|
|
|a asset pricing
|
| 653 |
|
|
|a earnings
|
| 653 |
|
|
|a market volume
|
| 653 |
|
|
|a out-of-the-money
|
| 653 |
|
|
|a GARCH-jump
|
| 653 |
|
|
|a trading strategies
|
| 653 |
|
|
|a pairs trading
|
| 653 |
|
|
|a yield spread
|
| 653 |
|
|
|a return dispersion
|
| 653 |
|
|
|a Poisson model
|
| 653 |
|
|
|a bias adjustments
|
| 653 |
|
|
|a zero-beta CAPM
|
| 653 |
|
|
|a commodity market
|
| 653 |
|
|
|a metals
|
| 653 |
|
|
|a cumulated ranks
|
| 653 |
|
|
|a outliers
|
| 653 |
|
|
|a latent variable
|
| 653 |
|
|
|a volatility
|
| 653 |
|
|
|a event study
|
| 653 |
|
|
|a at-the-money
|
| 653 |
|
|
|a net buying pressure
|
| 653 |
|
|
|a direction
|
| 653 |
|
|
|a cryptocurrencies
|
| 653 |
|
|
|a rank test
|
| 653 |
|
|
|a standardized abnormal returns
|
| 653 |
|
|
|a stochastic control
|
| 653 |
|
|
|a transaction costs
|
| 653 |
|
|
|a finance
|
| 653 |
|
|
|a S&P 500 index
|
| 653 |
|
|
|a efficient market hypothesis
|
| 653 |
|
|
|a deep-out-of-the-money
|
| 653 |
|
|
|a carry cost rate
|
| 653 |
|
|
|a multifactors
|
| 653 |
|
|
|a spectral analysis
|
| 653 |
|
|
|a informed trading
|
| 653 |
|
|
|a hedge ratio
|
| 653 |
|
|
|a clustered event days
|
| 653 |
|
|
|a abnormal returns
|
| 653 |
|
|
|a market index
|
| 653 |
|
|
|a cross-sectional correlation
|
| 653 |
|
|
|a announcements
|
| 700 |
1 |
|
|a Pynnonen, Seppo
|
| 700 |
1 |
|
|a Kolari, James W.
|
| 700 |
1 |
|
|a Pynnonen, Seppo
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b DOAB
|a Directory of Open Access Books
|
| 500 |
|
|
|a Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
|
| 028 |
5 |
0 |
|a 10.3390/books978-3-0365-5846-2
|
| 856 |
4 |
2 |
|u https://directory.doabooks.org/handle/20.500.12854/94573
|z DOAB: description of the publication
|
| 856 |
4 |
0 |
|u https://www.mdpi.com/books/pdfview/book/6409
|7 0
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 100
|
| 082 |
0 |
|
|a 330
|
| 520 |
|
|
|a 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.
|