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Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
| Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| Autore | Rachev S. T (Svetlozar Todorov) |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Stochastic processes
Mathematical optimization Risk assessment - Mathematical models Portfolio management - Mathematical models |
| ISBN |
1-281-21730-1
0-470-25360-6 9786611217303 1-283-27295-4 9786613272959 1-118-08614-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; 1.1 INTRODUCTION; 1.2 BASIC CONCEPTS; 1.3 DISCRETE PROBABILITY DISTRIBUTIONS; 1.4 CONTINUOUS PROBABILITY DISTRIBUTIONS; 1.5 STATISTICAL MOMENTS AND QUANTILES; 1.6 JOINT PROBABILITY DISTRIBUTIONS; 1.7 PROBABILISTIC INEQUALITIES; 1.8 SUMMARY; BIBLIOGRAPHY; Chapter 2 Optimization; 2.1 INTRODUCTION; 2.2 UNCONSTRAINED OPTIMIZATION; 2.3 CONSTRAINED OPTIMIZATION; 2.4 SUMMARY; BIBLIOGRAPHY; Chapter 3 Probability Metrics; 3.1 INTRODUCTION
3.2 MEASURING DISTANCES: THE DISCRETE CASE3.3 PRIMARY, SIMPLE, AND COMPOUND METRICS; 3.4 SUMMARY; 3.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 4 Ideal Probability Metrics; 4.1 INTRODUCTION; 4.2 THE CLASSICAL CENTRAL LIMIT THEOREM; 4.3 THE GENERALIZED CENTRAL LIMIT THEOREM; 4.4 CONSTRUCTION OF IDEAL PROBABILITY METRICS; 4.5 SUMMARY; 4.6 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 5 Choice under Uncertainty; 5.1 INTRODUCTION; 5.2 EXPECTED UTILITY THEORY; 5.3 STOCHASTIC DOMINANCE; 5.4 PROBABILITY METRICS AND STOCHASTIC DOMINANCE; 5.5 SUMMARY; 5.6 TECHNICAL APPENDIX; BIBLIOGRAPHY Chapter 6 Risk and Uncertainty6.1 INTRODUCTION; 6.2 MEASURES OF DISPERSION; 6.3 PROBABILITY METRICS AND DISPERSION MEASURES; 6.4 MEASURES OF RISK; 6.5 RISK MEASURES AND DISPERSION MEASURES; 6.6 RISK MEASURES AND STOCHASTIC ORDERS; 6.7 SUMMARY; 6.8 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 7 Average Value-at-Risk; 7.1 INTRODUCTION; 7.2 AVERAGE VALUE-AT-RISK; 7.3 AVaR ESTIMATION FROM A SAMPLE; 7.4 COMPUTING PORTFOLIO AVaR IN PRACTICE; 7.5 BACKTESTING OF AVaR; 7.6 SPECTRAL RISK MEASURES; 7.7 RISK MEASURES AND PROBABILITY METRICS; 7.8 SUMMARY; 7.9 TECHNICAL APPENDIX; BIBLIOGRAPHY Chapter 8 Optimal Portfolios8.1 INTRODUCTION; 8.2 MEAN-VARIANCE ANALYSIS; 8.3 MEAN-RISK ANALYSIS; 8.4 SUMMARY; 8.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 9 Benchmark Tracking Problems; 9.1 INTRODUCTION; 9.2 THE TRACKING ERROR PROBLEM; 9.3 RELATION TO PROBABILITY METRICS; 9.4 EXAMPLES OF r.d. METRICS; 9.5 NUMERICAL EXAMPLE; 9.6 SUMMARY; 9.7 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 10 Performance Measures; 10.1 INTRODUCTION; 10.2 REWARD-TO-RISK RATIOS; 10.3 REWARD-TO-VARIABILITY RATIOS; 10.4 SUMMARY; 10.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Index |
| Record Nr. | UNINA-9910789716503321 |
Rachev S. T (Svetlozar Todorov)
|
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| Hoboken, N.J., : Wiley | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
| Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| Autore | Rachev S. T (Svetlozar Todorov) |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Stochastic processes
Mathematical optimization Risk assessment - Mathematical models Portfolio management - Mathematical models |
| ISBN |
1-281-21730-1
0-470-25360-6 9786611217303 1-283-27295-4 9786613272959 1-118-08614-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; 1.1 INTRODUCTION; 1.2 BASIC CONCEPTS; 1.3 DISCRETE PROBABILITY DISTRIBUTIONS; 1.4 CONTINUOUS PROBABILITY DISTRIBUTIONS; 1.5 STATISTICAL MOMENTS AND QUANTILES; 1.6 JOINT PROBABILITY DISTRIBUTIONS; 1.7 PROBABILISTIC INEQUALITIES; 1.8 SUMMARY; BIBLIOGRAPHY; Chapter 2 Optimization; 2.1 INTRODUCTION; 2.2 UNCONSTRAINED OPTIMIZATION; 2.3 CONSTRAINED OPTIMIZATION; 2.4 SUMMARY; BIBLIOGRAPHY; Chapter 3 Probability Metrics; 3.1 INTRODUCTION
3.2 MEASURING DISTANCES: THE DISCRETE CASE3.3 PRIMARY, SIMPLE, AND COMPOUND METRICS; 3.4 SUMMARY; 3.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 4 Ideal Probability Metrics; 4.1 INTRODUCTION; 4.2 THE CLASSICAL CENTRAL LIMIT THEOREM; 4.3 THE GENERALIZED CENTRAL LIMIT THEOREM; 4.4 CONSTRUCTION OF IDEAL PROBABILITY METRICS; 4.5 SUMMARY; 4.6 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 5 Choice under Uncertainty; 5.1 INTRODUCTION; 5.2 EXPECTED UTILITY THEORY; 5.3 STOCHASTIC DOMINANCE; 5.4 PROBABILITY METRICS AND STOCHASTIC DOMINANCE; 5.5 SUMMARY; 5.6 TECHNICAL APPENDIX; BIBLIOGRAPHY Chapter 6 Risk and Uncertainty6.1 INTRODUCTION; 6.2 MEASURES OF DISPERSION; 6.3 PROBABILITY METRICS AND DISPERSION MEASURES; 6.4 MEASURES OF RISK; 6.5 RISK MEASURES AND DISPERSION MEASURES; 6.6 RISK MEASURES AND STOCHASTIC ORDERS; 6.7 SUMMARY; 6.8 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 7 Average Value-at-Risk; 7.1 INTRODUCTION; 7.2 AVERAGE VALUE-AT-RISK; 7.3 AVaR ESTIMATION FROM A SAMPLE; 7.4 COMPUTING PORTFOLIO AVaR IN PRACTICE; 7.5 BACKTESTING OF AVaR; 7.6 SPECTRAL RISK MEASURES; 7.7 RISK MEASURES AND PROBABILITY METRICS; 7.8 SUMMARY; 7.9 TECHNICAL APPENDIX; BIBLIOGRAPHY Chapter 8 Optimal Portfolios8.1 INTRODUCTION; 8.2 MEAN-VARIANCE ANALYSIS; 8.3 MEAN-RISK ANALYSIS; 8.4 SUMMARY; 8.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 9 Benchmark Tracking Problems; 9.1 INTRODUCTION; 9.2 THE TRACKING ERROR PROBLEM; 9.3 RELATION TO PROBABILITY METRICS; 9.4 EXAMPLES OF r.d. METRICS; 9.5 NUMERICAL EXAMPLE; 9.6 SUMMARY; 9.7 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 10 Performance Measures; 10.1 INTRODUCTION; 10.2 REWARD-TO-RISK RATIOS; 10.3 REWARD-TO-VARIABILITY RATIOS; 10.4 SUMMARY; 10.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Index |
| Record Nr. | UNINA-9910808144203321 |
|
Rachev S. T (Svetlozar Todorov)
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| Hoboken, N.J., : Wiley | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in endogenous money analysis / [edited by] Louis-Philippe Rochon, Sergio Rossi
| Advances in endogenous money analysis / [edited by] Louis-Philippe Rochon, Sergio Rossi |
| Descrizione fisica | 464 p. ; cm |
| Disciplina |
332
330.156 |
| Altri autori (Persone) |
Rochon, Louis-Philippe
Rossi, Sergio |
| Soggetto topico |
Economia e finanza
Economia post-keynesiana Politica monetaria - Teorie |
| ISBN | 9781845429430 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003415059707536 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
|
Advances in Finance & Applied Economics [[electronic resource] /] / edited by N.R. Bhanumurthy, K. Shanmugan, Shriram Nerlekar, Sandeep Hegade
| Advances in Finance & Applied Economics [[electronic resource] /] / edited by N.R. Bhanumurthy, K. Shanmugan, Shriram Nerlekar, Sandeep Hegade |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (307 pages) |
| Disciplina | 332 |
| Soggetto topico |
Development economics
Economic development projects—Finance Risk management Accounting Development Economics Development Finance Risk Management Financial Accounting |
| ISBN | 981-13-1696-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I -- A. Development Economics -- 1. Federalism in India: An empirical analysis -- 2. 1. Econometric Analysis of Growth Inclusiveness in India Evidence from Cross Section Data -- 3. Ethanol as Biofuel and Cereal Prices -- 4. Econometric Analysis of Growth Inclusiveness in India Evidence from Cross Section Data -- B. Environmental Economics -- 1. Sustainability of Small scale biogas installations in India— economic, social and ecological dimensions -- 2. Urban Sprawl and Transport Sustainability on Highway Corridors Using Stake Holder Analysis -- 3. The inter-relationship between economic growth and CO2 emissions in India -- 4. Policy Interventions for Sustainable Solid Waste Management in Developing Countries -- 5. Ability-Biased Technical Change, Economic Growth and the Environment: An Empirical Analysis -- Part II -- A. Monetary Economics -- 1. MUDRA: The Transformation of Microfinance in India: Review, Experiences And Future prospect -- 2. Impact of fiscal policy initiatives on inflation in India -- 3. Monetary Policy and Private Investment in India- the MIDAS experience -- B. Public Economics -- 1. Democracy, Trade Openness and Economic Growth: A Cross-Country Study -- 2. Incidence of Specific or Employment Tax in Non Walrasian Fixed - Price Model with Efficiency Wage -- 3. Agency Freedoms and Education levels of women in their Post-marital Household: Evidence from Rural India -- C. Behavioral Economics -- 1. Mental Accounting- Saving with Virtual Shoeboxes -- 2. Trading Behaviour of Investor Categories and its impact on Indian Equity Market -- 3. Augmenting Employees’ Efforts in Innovation -- Part III -- A. Corporate Finance -- 1. Ownership classification and technical efficiency in Indian manufacturing firms: a stochastic frontier approach -- 2. Growth of Venture Capital and Private Equity in India -- 3. Impact of Market Value of Firm on its Capital Structure Decisions: Panel Data Evidence from Indian Manufacturing Firms -- 4. Corporate Governance and Cash Holdings: An empirical investigation of Indian companies -- B. Financial Risk Management -- 1. Empirical Analysis of the Determinants of Dividend Pay-Outs of Indian Banking Stocks Using Panel Data Econometrics -- 2. Asset Liability Management in Commercial Banks in India. |
| Record Nr. | UNINA-9910299365403321 |
| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advances in financial economics / / edited by Kose John, Charles William Gerstenberg Professor of Banking and Finance, New York University, USA, Anil K. Makhija, David A. Rismiller Professor of Finance, The Ohio State University, USA, Stephen P. Ferris, J.H. Rogers Chair of Money, Credit and Banking Finance, University of Missouri, USA
| Advances in financial economics / / edited by Kose John, Charles William Gerstenberg Professor of Banking and Finance, New York University, USA, Anil K. Makhija, David A. Rismiller Professor of Finance, The Ohio State University, USA, Stephen P. Ferris, J.H. Rogers Chair of Money, Credit and Banking Finance, University of Missouri, USA |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, United Kingdom : , : Emerald, , 2013 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
JohnKose
MakhijaAnil K FerrisStephen P |
| Collana | Advances in financial economics |
| Soggetto topico |
Economics
Finance |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78350-121-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
FRONT COVER; ADVANCES IN FINANCIAL ECONOMICS; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; THE INCREASE IN CEO PAY AFTER LARGE INVESTMENTS: IS IT PURELY RENT EXTRACTION?; INTRODUCTION; HYPOTHESES DEVELOPMENT; SAMPLE FORMATION; EMPIRICAL ANALYSES; CONCLUSION; NOTES; ACKNOWLEDGMENTS; REFERENCES; APPENDIX; WHO CHOOSES BOARD MEMBERS?; BACKGROUND; DATA; RESULTS; INSTRUMENT; CONCLUSION; NOTES; ACKNOWLEDGMENT; REFERENCES; APPENDIX; THE GROWTH OF GLOBAL ETFS AND REGULATORY CHALLENGES; INTRODUCTION; ETFS: EVOLUTION AND RECENT TRENDS; REGULATORY CONCERNS IN DEVELOPED MARKETS
RESPONSE TO REGULATORY CONCERNS EMERGING MARKETS AND THE CASE OF INDIA; CONCLUSION; NOTES; ACKNOWLEDGMENTS; REFERENCES; APPENDIX: GLOBAL ETF LISTINGS BY EXCHANGE, AS AT YEAR END 2011; OVERCONFIDENCE, CORPORATE GOVERNANCE, AND GLOBAL CEO TURNOVER; INTRODUCTION; COUNTRY EFFECTS ON MANAGERIAL OVERCONFIDENCE; DATA AND THE MEASUREMENT OF OVERCONFIDENCE; EMPIRICAL RESULTS CONCERNING TURNOVER AND OVERCONFIDENCE; MULTIVARIATE ANALYSIS OF OVERCONFIDENCE AND CEO TURNOVER; POST-TURNOVER PERFORMANCE; CONCLUSION; NOTES; REFERENCES; APPENDIX: OVERVIEW OF THE HOFSTEDE CULTURAL MEASURES HUMAN AND SOCIAL CAPITAL IN THE LABOR MARKET FOR DIRECTORS BACKGROUND AND LITERATURE REVIEW; DATA AND UNIVARIATE ANALYSES; MULTIVARIATE ANALYSES; CONCLUSION; NOTES; ACKNOWLEDGMENTS; REFERENCES; APPENDIX: VARIABLE DEFINITIONS; DUAL CLASS DISCOUNT, AND THE CHANNELS OF EXTRACTION OF PRIVATE BENEFITS; INTRODUCTION; LITERATURE REVIEW AND HYPOTHESIS DEVELOPMENT; METHODOLOGY AND DATA; RESULTS; CONCLUSIONS; NOTES; ACKNOWLEDGEMENTS; REFERENCES; APPENDIX A; APPENDIX B; A CRISIS OF INVESTOR CONFIDENCE: CORPORATE GOVERNANCE AND THE IMBALANCE OF POWER; OVERVIEW; ANALYSIS: DEVELOPMENT OF A MODEL LESSONS LEARNED FROM CURRENT CASESRECENT RECOMMENDATIONS; LESSONS LEARNED FROM THE UNITED KINGDOM AND GERMANY; CONCLUSIONS AND RECOMMENDATIONS; NOTES; REFERENCES; ABOUT THE AUTHORS |
| Record Nr. | UNINA-9910453417103321 |
| Bingley, United Kingdom : , : Emerald, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in financial economics . Vol. 16 [[electronic resource] /] / edited by Stephen P. Ferris, John Kose
| Advances in financial economics . Vol. 16 [[electronic resource] /] / edited by Stephen P. Ferris, John Kose |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, United Kingdom : , : Emerald, , 2013 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
FerrisStephen P
KoseJohn |
| Collana | Advances in financial economics |
| Soggetto topico |
Business & Economics - Finance
Economics Corporate finance Corporate governance Corporations - Finance |
| ISBN | 1-78350-121-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The increase in CEO pay after large investments : is it purely rent extraction? / Zhan Jiang, Kenneth A. Kim, Yilei Zhang -- Who chooses board members? / Ali C. Akyol, Lauren Cohen -- The growth of global ETFs and regulatory challenges / Reena Aggarwal, Laura Schofield -- Overconfidence, corporate governance, and global CEO turnover / Hyung-Suk Choi ... [et al.] -- Human and social capital in the labor market for directors / George D. Cashman, Stuart L. Gillan, Ryan J. Whitby -- Dual class discount, and the channels of extraction of private benefits / Ben Amoako-Adu, Vishaal Baulkaran, Brian F. Smith -- A crisis of investor confidence : corporate governance and the imbalance of power / Richard L. Wise. |
| Record Nr. | UNINA-9910790710903321 |
| Bingley, United Kingdom : , : Emerald, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in financial economics . Vol. 16 [[electronic resource] /] / edited by Stephen P. Ferris, John Kose
| Advances in financial economics . Vol. 16 [[electronic resource] /] / edited by Stephen P. Ferris, John Kose |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, United Kingdom : , : Emerald, , 2013 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
FerrisStephen P
KoseJohn |
| Collana | Advances in financial economics |
| Soggetto topico |
Business & Economics - Finance
Economics Corporate finance Corporate governance Corporations - Finance |
| ISBN | 1-78350-121-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The increase in CEO pay after large investments : is it purely rent extraction? / Zhan Jiang, Kenneth A. Kim, Yilei Zhang -- Who chooses board members? / Ali C. Akyol, Lauren Cohen -- The growth of global ETFs and regulatory challenges / Reena Aggarwal, Laura Schofield -- Overconfidence, corporate governance, and global CEO turnover / Hyung-Suk Choi ... [et al.] -- Human and social capital in the labor market for directors / George D. Cashman, Stuart L. Gillan, Ryan J. Whitby -- Dual class discount, and the channels of extraction of private benefits / Ben Amoako-Adu, Vishaal Baulkaran, Brian F. Smith -- A crisis of investor confidence : corporate governance and the imbalance of power / Richard L. Wise. |
| Record Nr. | UNINA-9910825336903321 |
| Bingley, United Kingdom : , : Emerald, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in Infrastructure Finance [[electronic resource] /] / by Raghu Dharmapuri Tirumala, Piyush Tiwari
| Advances in Infrastructure Finance [[electronic resource] /] / by Raghu Dharmapuri Tirumala, Piyush Tiwari |
| Autore | Tirumala Raghu Dharmapuri |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Palgrave Macmillan, , 2023 |
| Descrizione fisica | 1 online resource (XXIV, 254 p. 75 illus.) |
| Disciplina |
332
658.15 |
| Soggetto topico |
Financial engineering
Financial Technology and Innovation |
| ISBN | 981-9904-40-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: Introduction -- Chapter 2: Project Finance Transformation -- Chapter 3: Multilaterals Leading the Innovation Path -- Chapter 4: Exponential Growth of Sustainable Debt – Green Bonds Surge -- Chapter: Diverse Applications – Thematic Bonds Catching up -- Chapter 6: Appeal of Land-based Financing Instruments -- Chapter 7: Growing of Age in Risk Mitigation: Funded and Unfunded Participation -- Chapter 8: Unlocking Value through Asset Recycling -- Chapter 9: Private Market Infrastructure Funds. |
| Record Nr. | UNINA-9910682552203321 |
|
Tirumala Raghu Dharmapuri
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| Singapore : , : Springer Nature Singapore : , : Imprint : Palgrave Macmillan, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 6 [[electronic resource] /] / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 6 [[electronic resource] /] / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Singapore, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (270 p.) |
| Disciplina |
332
657.48 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance
Finance - Mathematical models Accounting Accounting - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-93398-8
9786611933982 981-279-169-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""List of Contributors""; ""Chapter 1 Collateral Constraints, Debt Management, and Investment Incentives Elettra Agliardi and Rainer Andergassen""; ""1. Introduction""; ""2. The Model""; ""2.1. Time 2""; ""2.2. Time 1""; ""2.3. Benchmark""; ""3. Optimal Hedging""; ""4. Conclusion""; ""Appendix""; ""References""; ""Chapter 2 A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles Paul Y. Kim, Chin W. Yang, Cindy Hsiao-Ping Peng and Ken Hung""; ""1. Introduction""; ""2. The Linear Programming Marketing Strategy Model""
""3. A Concave Quadratic Programming Model of the Marketing Strategy Problem""""4. Critical Evaluations of the Marketing Strategy Models""; ""5. Conclusions""; ""References""; ""Chapter 3 Evaluating the Robustness of Market Anomaly Evidence William D. Brown Jr., Erin A. Moore and Ray J. Pfeiffer Jr.""; ""1. Introduction""; ""2. Background""; ""3. Description of the Research Design""; ""3.1. The effects of passive deletion""; ""3.2. The effects of extreme returns""; ""3.3. The forecast-to-price anomaly""; ""3.4. The accruals anomaly""; ""4. Results"" ""4.1. Investigating the effects of passive deletion""""4.2. Investigating the effects of extreme returns""; ""5. Summary and Conclusions""; ""Acknowledgments""; ""References""; ""Chapter 4 Why is the Value Relevance of Earnings Lower for High-Tech Firms? B. Brian Lee, Eric Press and B. Ben Choi""; ""1. Introduction""; ""2. Contemporaneous Association between Returns and Earnings""; ""3. Background and Model Development""; ""3.1. Expense mismatching (earnings lack of timeliness) versus noise for high-technology firms""; ""3.2. Model development""; ""3.3. Noise from uncertain benefits"" ""4. Empirical Results""""4.1. Expense mismatching""; ""4.2. Noise""; ""5. Conclusions""; ""APPENDIX""; ""References""; ""Chapter 5 Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends Vijay Jog and Peng Cheng Zhu""; ""1. Introduction""; ""2. Literature Review""; ""3. Sample Description and Methodology""; ""4. Empirical Results""; ""4.1. Stock price trend""; ""4.2. Stock return trend""; ""4.3. Earnings per share trend""; ""4.4. Systematic risk (beta) trend""; ""4.5. Trading volume trend""; ""4.6. Transaction number trend"" ""4.7. Possible changes in shareholder composition""""4.8. Post-split dividend behavior""; ""4.9. Valuation impact""; ""4.10. Post-split corporate governance environment""; ""5. Summary and Conclusions""; ""References""; ""Chapter 6 Intraday Volume volatility Relation of the DOW: A Behavioral Interpretation Ali F. Darrat, Shafiqur Rahman and Maosen Zhong""; ""1. Introduction""; ""2. A Behavioral Interpretation""; ""3. Empirical Results""; ""4. Concluding Remarks""; ""References"" ""Chapter 7 The Pricing of Initial Public Offerings: An Option Approach Sheen Liu, Chunchi Wu and Peter Huaiyu Chen"" |
| Record Nr. | UNINA-9910453177703321 |
| Singapore, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 6 [[electronic resource] /] / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 6 [[electronic resource] /] / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Singapore, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (270 p.) |
| Disciplina |
332
657.48 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance
Finance - Mathematical models Accounting Accounting - Mathematical models |
| ISBN |
1-281-93398-8
9786611933982 981-279-169-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""List of Contributors""; ""Chapter 1 Collateral Constraints, Debt Management, and Investment Incentives Elettra Agliardi and Rainer Andergassen""; ""1. Introduction""; ""2. The Model""; ""2.1. Time 2""; ""2.2. Time 1""; ""2.3. Benchmark""; ""3. Optimal Hedging""; ""4. Conclusion""; ""Appendix""; ""References""; ""Chapter 2 A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles Paul Y. Kim, Chin W. Yang, Cindy Hsiao-Ping Peng and Ken Hung""; ""1. Introduction""; ""2. The Linear Programming Marketing Strategy Model""
""3. A Concave Quadratic Programming Model of the Marketing Strategy Problem""""4. Critical Evaluations of the Marketing Strategy Models""; ""5. Conclusions""; ""References""; ""Chapter 3 Evaluating the Robustness of Market Anomaly Evidence William D. Brown Jr., Erin A. Moore and Ray J. Pfeiffer Jr.""; ""1. Introduction""; ""2. Background""; ""3. Description of the Research Design""; ""3.1. The effects of passive deletion""; ""3.2. The effects of extreme returns""; ""3.3. The forecast-to-price anomaly""; ""3.4. The accruals anomaly""; ""4. Results"" ""4.1. Investigating the effects of passive deletion""""4.2. Investigating the effects of extreme returns""; ""5. Summary and Conclusions""; ""Acknowledgments""; ""References""; ""Chapter 4 Why is the Value Relevance of Earnings Lower for High-Tech Firms? B. Brian Lee, Eric Press and B. Ben Choi""; ""1. Introduction""; ""2. Contemporaneous Association between Returns and Earnings""; ""3. Background and Model Development""; ""3.1. Expense mismatching (earnings lack of timeliness) versus noise for high-technology firms""; ""3.2. Model development""; ""3.3. Noise from uncertain benefits"" ""4. Empirical Results""""4.1. Expense mismatching""; ""4.2. Noise""; ""5. Conclusions""; ""APPENDIX""; ""References""; ""Chapter 5 Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends Vijay Jog and Peng Cheng Zhu""; ""1. Introduction""; ""2. Literature Review""; ""3. Sample Description and Methodology""; ""4. Empirical Results""; ""4.1. Stock price trend""; ""4.2. Stock return trend""; ""4.3. Earnings per share trend""; ""4.4. Systematic risk (beta) trend""; ""4.5. Trading volume trend""; ""4.6. Transaction number trend"" ""4.7. Possible changes in shareholder composition""""4.8. Post-split dividend behavior""; ""4.9. Valuation impact""; ""4.10. Post-split corporate governance environment""; ""5. Summary and Conclusions""; ""References""; ""Chapter 6 Intraday Volume volatility Relation of the DOW: A Behavioral Interpretation Ali F. Darrat, Shafiqur Rahman and Maosen Zhong""; ""1. Introduction""; ""2. A Behavioral Interpretation""; ""3. Empirical Results""; ""4. Concluding Remarks""; ""References"" ""Chapter 7 The Pricing of Initial Public Offerings: An Option Approach Sheen Liu, Chunchi Wu and Peter Huaiyu Chen"" |
| Record Nr. | UNINA-9910782271203321 |
| Singapore, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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