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Asset Pricing, Investment, and Trading Strategies
| Asset Pricing, Investment, and Trading Strategies |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (154 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
quantile
correlogram dependence predictability market efficiency state ownership risk-taking behavior investment Vietnam GMM nonlinearity trading strategy trade-offs transport operations competitiveness sustainability growth ARDL stock exchange capitalization turnover value traded agricultural commodity future prices extreme value NON-stationary Extreme Value Analysis (NEVA) Newton-optimal method high-frequency data market liquidity sovereign bonds spillover backwardation economic regimes momentum strategy systematic trading jumps identification swap variance integrated volatility realized volatility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557610603321 |
Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance with Applications
| Mathematical Finance with Applications |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (232 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
cluster analysis
equity index networks machine learning copulas dependence structures quotient of random variables density functions distribution functions multi-factor model risk factors OLS and ridge regression model python chi-square test quantile VaR quadrangle CVaR conditional value-at-risk expected shortfall ES superquantile deviation risk error regret minimization CVaR estimation regression linear regression linear programming portfolio safeguard PSG equity option pricing factor models stochastic volatility jumps mathematics probability statistics finance applications investment home bias (IHB) bivariate first-degree stochastic dominance (BFSD) keeping up with the Joneses (KUJ) correlation loving (CL) return spillover volatility spillover optimal weights hedge ratios US financial crisis Chinese stock market crash stock price prediction auto-regressive integrated moving average artificial neural network stochastic process-geometric Brownian motion financial models firm performance causality tests leverage long-term debt capital structure shock spillover |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557703703321 |
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Wong Wing-Keung
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Sustainable Assessment in Supply Chain and Infrastructure Management
| Sustainable Assessment in Supply Chain and Infrastructure Management |
| Autore | Kabir Golam |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (274 p.) |
| Soggetto topico |
Technology: general issues
History of engineering & technology |
| Soggetto non controllato |
green supply chain
performance measurement Bayesian belief network sustainability trenchless technologies pipelines construction social cost fuzzy QFD flexibility IT flexibility importance‒performance analysis partial least squared structured equation modelling performance gap sustainable growth higher educational institutions academic buildings environmental performance performance benchmarking fuzzy clustering analysis metabolic flows green supply chain management carbon tax and cap can-order policy mixed-integer programming fuzzy constraints social sustainability small- and medium-sized enterprises (SMEs) stakeholder support social sustainability awareness transport networks logistics simulation games serious games innovation ecosystem Port of Rotterdam complex systems truck platooning barge transport multi-sided platforms Bayesian geoadditive quantile P-splines boosting optimization resilience housing infrastructure flood hazard and sensitivity analysis shipping cost risk assessment and management conditional value-at-risk investment projects financial analysis economic analysis energy efficiency public buildings literature review multi-criteria decision-making MCDM methods sustainable supply chain management SSCM efficiency assessment operations strategy matrix data envelopment analysis healthcare systems COVID-19 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910580206603321 |
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Kabir Golam
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Symmetric and Asymmetric Data in Solution Models
| Symmetric and Asymmetric Data in Solution Models |
| Autore | Kazimieras Zavadskas Edmundas |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (359 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
COVID-19
criteria importance through inter-criteria correlation (CRITIC) combined compromise solution (CoCoSo) gray values temporary hospital location selection ARAS interval-valued triangular fuzzy numbers e-learning courses MCDM neutrosophic sets quadripartitioned bipolar neutrosophic sets similarity measure decision making multiple-criteria decision-making neutrosophic single-valued neutrosophic sets TOPSIS Hamming distance Euclidean distance e-commerce development strategies Symmetry bibliometric analysis Web of Science co-citation burst detection analysis supply chain DANP-mV model performance analysis asymmetric underactuated rehabilitation robotic exoskeleton symmetric and asymmetric trajectory Bowden cable video processing data EOQ Wilson’s formulation lot size reordering time visual analogue scales (VAS) criteria weighting matrix question survey WASPAS-SVNS entropy direct rating rehabilitation device electromyogram symmetry window parameters feature extraction pattern recognition sensitivity analysis reliability failure probability quantile civil engineering limit states mathematical model uncertainty cost overrun construction project fuzzy sets earned value management (EVM) artificial neural networks (ANNs) multiple regression analysis road industry buckling safety superquantile subquantile aerial imagery lossy compression qualitative evaluation WASPAS neutrosophic set Analytic Hierarchy Process fuzzy Analytic Hierarchy Process symmetric and asymmetric fuzzy numbers stability landscape micro factor macro factor real estate market Big Data analysis Big Data land price R and Python land Big Data symmetric data asymmetric data solution models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557693203321 |
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Kazimieras Zavadskas Edmundas
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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