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Found 198 Documents (Results 1–100)

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A dynamic CAPM with supply effect: theory and empirical results. (English) Zbl 1454.91318

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3517-3544 (2021).
MSC:  91G30 91G20 62P05
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Is the market portfolio mean-variance efficient? (English) Zbl 1454.91220

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1763-1787 (2021).
MSC:  91G10 62P05
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Alternative methods to deal with measurement error. (English) Zbl 1451.91230

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439-1484 (2021).
MSC:  91G70 62P05
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Sourcing alpha in global equity markets: market factor decomposition and market characteristics. (English) Zbl 1454.91320

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 737-790 (2021).
MSC:  91G30 91G15
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Entropy maximization in finance. (English) Zbl 1447.91155

Bailey, David H. (ed.) et al., From analysis to visualization. A celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 25–29, 2017. Cham: Springer. Springer Proc. Math. Stat. 313, 275-295 (2020).
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A random walk to nowhere. How the professors caused a real “fraud-on-the-market”. (English) Zbl 1453.91003

Hackensack, NJ: World Scientific (ISBN 978-981-120-778-5/hbk; 978-981-12-0835-5/pbk; 978-981-12-0780-8/ebook). xviii, 178 p. (2020).
MSC:  91-02 91G15
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Verification of the conditional CAPM: the example of the Polish capital market. (English) Zbl 1426.91316

Jajuga, Krzysztof (ed.) et al., Contemporary trends and challenges in finance. Proceedings from the 4th Wroclaw international conference in finance, Wroclaw, Poland, September 26–27, 2018. Cham: Springer. Springer Proc. Bus. Econ., 127-135 (2019).
MSC:  91G99 91G10
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Black-Litterman model with multiple experts’ linguistic views. (English) Zbl 1422.62013

Ferraro, Maria Brigida (ed.) et al., Soft methods for data science. Selected papers based on the presentations at the 8th international conference on soft methods in probability and statistics, SMPS 2016, Rome, Italy, September 12–14, 2016. Cham: Springer. Adv. Intell. Syst. Comput. 456, 35-43 (2017).
MSC:  62-07 62B86 62P05 62P20
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An application of Bayesian seemingly unrelated regression models with flexible tails. (English) Zbl 1364.62169

Argiento, Raffaele (ed.) et al., Bayesian statistics in action. BAYSM 2016, Florence, Italy, June 19–21, 2016. Cham: Springer (ISBN 978-3-319-54083-2/hbk; 978-3-319-54084-9/ebook). Springer Proceedings in Mathematics & Statistics 194, 115-125 (2017).
MSC:  62J05 62P05
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Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion. (English) Zbl 1298.91009

EAA Series. London: Springer (ISBN 978-1-4471-6304-6/pbk; 978-1-4471-6305-3/ebook). xii, 378 p. (2014).
MSC:  91-01 91B30 62P05
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Portfolio theory, risk management and the evaluation of derivatives. 2nd completely revised and extended ed. (Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten.) (German) Zbl 1235.91004

Springer-Lehrbuch. Berlin: Springer (ISBN 978-3-642-20867-6/pbk; 978-3-642-20868-3/ebook). xvi, 471 p. (2011).
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Empirical likelihood based nonparametric testing for CAPM. (English) Zbl 1380.62243

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2008, Venice, Italy, March 26–28, 2008. Milano: Springer (ISBN 978-88-470-1480-0/hbk). 103-112 (2010).
MSC:  62P05 62G10
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Real options. (English) Zbl 1180.91303

Bensoussan, Alain (ed.) et al., Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-51879-8/hbk). Handbook of Numerical Analysis 15, 531-572 (2009).
MSC:  91G50 91B25 91G80 49J40
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Selected works. Edited by Harry M. Markowitz. (English) Zbl 1173.01013

World Scientific-Nobel Laureate Series 1. Hackensack, NJ: World Scientific (ISBN 978-981-283-363-1/hbk; 978-981-283-364-8/pbk). xvi, 700 p. (2008).
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