00960nam0 22002411i 450 UON0018286420231205103139.89141-224-5906-20030730d1984 |0itac50 baengGB|||| 1||||Elements of simulationByron J. T. Morgan LondonNew YorkChapman and Hall1984 - XIII,351 p. ; 25 cm001UON001717352001 Science Paperbacks 210 LondonNew YorkChapman and Hall1984194METODI DI SIMULAZIONEUONC037864FIMORGANByron J. T.UONV1056480ITSOL20240220RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00182864SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI V ECON B 0041 SI SC 19629 5 0041 Elements of simulation45803UNIOR04041nam 2200793z- 450 991055761060332120220321(CKB)5400000000045296(oapen)https://directory.doabooks.org/handle/20.500.12854/79624(oapen)doab79624(EXLCZ)99540000000004529620202203d2022 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierAsset Pricing, Investment, and Trading StrategiesBaselMDPI - Multidisciplinary Digital Publishing Institute20221 online resource (154 p.)3-0365-3084-3 3-0365-3085-1 Asset pricing, investment, and trading strategies are very important in finance. They are useful in various situations, for example, supporting the decision-making process of choosing investments; determining the asset-specific required rate of return on the investment; pricing derivatives for trading or hedging; getting portfolios from fixed incomes or bonds, stocks, and other assets; evaluating diverse portfolios; determining macroeconomic variables affecting market prices; calculating option prices; and incorporating features such as mean reversion and volatility, etc. They can also be applied in financial forecast for assets, portfolios, business projects.Understanding, modeling, and using various asset pricing models, investment models, and models for different trading strategies is paramount in many different areas of finance and investment, including banking, stocks, bonds, currencies, and related financial derivatives. Different asset pricing models, investment models, and models for different trading strategies also allow us to compare the performances of different variables through the analysis of empirical real-world data.This Special Issue on "Asset Pricing, Investment, and Trading Strategies" will be devoted to advancements in the theoretical development of various asset pricing models, investment models, and models for different trading strategies as well as to their applications.The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the development and analysis of various asset pricing models, investment models, and models for different trading strategies in finance and cognate disciplines.Development economics and emerging economiesbicsscagricultural commodity future pricesARDLbackwardationcapitalizationcompetitivenesscorrelogramdependenceeconomic regimesextreme valueGMMgrowthhigh-frequency dataintegrated volatilityinvestmentjumps identificationmarket efficiencymarket liquiditymomentum strategyNewton-optimal methodNON-stationary Extreme Value Analysis (NEVA)nonlinearitypredictabilityquantilerealized volatilityrisk-taking behaviorsovereign bondsspilloverstate ownershipstock exchangesustainabilityswap variancesystematic tradingtrade-offstrading strategytransport operationsturnovervalue tradedVietnamDevelopment economics and emerging economiesWong Wing-Keungedt1296145Wong Wing-KeungothBOOK9910557610603321Asset Pricing, Investment, and Trading Strategies3027096UNINA