04041nam 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 Strategies3027096UNINA02270nam0 2200469 i 450 CFI012786120251003044124.08820428644IT90-6294 20200716d1988 ||||0itac50 baitaitz01i xxxe z01nz01ncRDAcarrierˆL'‰azione commerciale dell'impresa manifatturieraindustria meridionale e mercati di sboccoFrancesco TestaIASM/CRSMilanoF. Angelistampa 1988163 p.22 cm.Economia e politica industriale44001CFI00159192001 Economia e politica industriale44Industria manifatturieraItalia meridionaleFIRCFIC046642IIndustria manifatturieraItalia meridionaleFIRCFIC046642IEsportazioneItalia meridionaleFIRCFIC046643E338.456709457INDUSTRIA MANIFATTURIERA. ITALIA MERIDIONALE.21338.476709457BENI E SERVIZI. Industria manifatturiera. Italia meridionale19Industria di trasformazioneIndustria di trasformazioneExportIndustria manifatturieraIndustria di trasformazioneIndustria manifatturieraIndustria di trasformazioneEsportazioneExportTesta, Francesco <1945- >TO0V35975807036829ITIT-00000020200716IT-BN0095 IT-NA0457 IT-NA0079 NAP BISALA 2 Libri da 961 a 1596NAP BNMAGAZZINO magazzini correnti divisi per anniNAP 01POZZO LIB.Vi sono collocati fondi di economia, periodici di ingegneria e scienze, periodici di economia e statistica e altri fondi comprendenti documenti di economia pervenuti in dono. CFI0127861Biblioteca Centralizzata di Ateneo1 v. 01POZZO LIB.ECON MON 7939 0101 0000086185E VMA 1 v. (Precedente collocazione: Guerrazzi B 79)B 2007072620070726 01 BI BNAzione commerciale dell'impresa manifatturiera62343UNISANNIO