Asset Pricing, Investment, and Trading Strategies
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 tradi...
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| Formato: | Online |
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| Lenguaje: | inglés |
| Publicado: |
MDPI - Multidisciplinary Digital Publishing Institute
2022
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| Materias: | |
| Acceso en línea: | ONIX_20220321_9783036530840_60 |
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| _version_ | 1869519225907838976 |
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| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-79624 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2022 |
| publishDateRange | 2022 |
| publishDateSort | 2022 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-796242024-03-30T02:53:58Z Asset Pricing, Investment, and Trading Strategies Wong, Wing-Keung 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 thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies 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. 2022-03-21T16:28:31Z 2022-03-21T16:28:31Z 2022 book ONIX_20220321_9783036530840_60 9783036530840 9783036530857 https://directory.doabooks.org/handle/20.500.12854/79624 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/5009 https://mdpi.com/books/pdfview/book/5009 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-3085-7 10.3390/books978-3-0365-3085-7 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036530840 9783036530857 154 Basel open access |
| spellingShingle | 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 thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies Asset Pricing, Investment, and Trading Strategies |
| title | Asset Pricing, Investment, and Trading Strategies |
| title_full | Asset Pricing, Investment, and Trading Strategies |
| title_fullStr | Asset Pricing, Investment, and Trading Strategies |
| title_full_unstemmed | Asset Pricing, Investment, and Trading Strategies |
| title_short | Asset Pricing, Investment, and Trading Strategies |
| title_sort | asset pricing investment and trading strategies |
| topic | 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 thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies |
| topic_facet | 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 thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies |
| url | ONIX_20220321_9783036530840_60 |