LEADER 04018nam 2200781z- 450 001 9910557610603321 005 20240318170014.0 035 $a(CKB)5400000000045296 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/79624 035 $a(EXLCZ)995400000000045296 100 $a20202203d2022 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAsset Pricing, Investment, and Trading Strategies 210 $aBasel$cMDPI - Multidisciplinary Digital Publishing Institute$d2022 215 $a1 electronic resource (154 p.) 311 $a3-0365-3084-3 311 $a3-0365-3085-1 330 $aAsset 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. 606 $aDevelopment economics & emerging economies$2bicssc 610 $aquantile 610 $acorrelogram 610 $adependence 610 $apredictability 610 $amarket efficiency 610 $astate ownership 610 $arisk-taking behavior 610 $ainvestment 610 $aVietnam 610 $aGMM 610 $anonlinearity 610 $atrading strategy 610 $atrade-offs 610 $atransport operations 610 $acompetitiveness 610 $asustainability 610 $agrowth 610 $aARDL 610 $astock exchange 610 $acapitalization 610 $aturnover 610 $avalue traded 610 $aagricultural commodity future prices 610 $aextreme value 610 $aNON-stationary Extreme Value Analysis (NEVA) 610 $aNewton-optimal method 610 $ahigh-frequency data 610 $amarket liquidity 610 $asovereign bonds 610 $aspillover 610 $abackwardation 610 $aeconomic regimes 610 $amomentum strategy 610 $asystematic trading 610 $ajumps identification 610 $aswap variance 610 $aintegrated volatility 610 $arealized volatility 615 7$aDevelopment economics & emerging economies 700 $aWong$b Wing-Keung$4edt$01296145 702 $aWong$b Wing-Keung$4oth 906 $aBOOK 912 $a9910557610603321 996 $aAsset Pricing, Investment, and Trading Strategies$93027096 997 $aUNINA