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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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Format: Online
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:
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
Online Access:ONIX_20220321_9783036530840_60
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