Download or read book a multiperiod asset pricing model with unobservable market portfolio written by and published by . This book was released on 1986 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Developments in Mean Variance Efficient Portfolio Selection written by M. Agarwal and published by Springer. This book was released on 2015-12-11 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.

Download or read book Perspectives in Finance and Digital Transformations in Business written by Satyajit Chakrabarti and published by Taylor & Francis. This book was released on 2024-09-18 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents different perspectives in finance and the adoption of digital tools in business in India. It discusses key issues in strategy, organisation, and management for businesses focussing on practical and actionable guidance and innovative tools which offer insights into the formulation and implementation of effective strategies and solutions. The book also looks at the adoption of new digital tools and strategies in different areas of business and management and ways in which these tools can be employed in business analysis, strategy, risk assessment, and management. It presents an overview of the application of new technologies in the industrial, banking, corporate, and agriculture sectors, among others, all aimed at increasing performance and profitability, assessing financial risk and volatility, and improving customer and employee experience. Part of the Contemporary Management Practices series, this book will be useful to practicing managers, researchers, and students who are interested in business and financial strategy, social inclusion, e-business, social entrepreneurship, information management, finance, and banking.

Download or read book Handbook of Market Risk written by Christian Szylar and published by John Wiley & Sons. This book was released on 2013-10-16 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk. Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features: An introduction to financial markets The historical perspective from market events and diverse mathematics to the value-at-risk Return and volatility estimates Diversification, portfolio risk, and efficient frontier The Capital Asset Pricing Model and the Arbitrage Pricing Theory The use of a fundamental multi-factors model Financial derivatives instruments Fixed income and interest rate risk Liquidity risk Alternative investments Stress testing and back testing Banks and Basel II/III The Handbook of Market Risk is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

Download or read book Contemporary Portfolio Theory and Risk Management written by Alan L. Tucker and published by . This book was released on 1994 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modern Portfolio Theory and Investment Analysis written by Edwin J. Elton and published by John Wiley & Sons. This book was released on 2009-11-16 with total page 748 pages. Available in PDF, EPUB and Kindle. Book excerpt: An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.

Download or read book Journal of Economic Literature written by and published by . This book was released on 1989 with total page 1116 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Asset Pricing Theory written by Claus Munk and published by Oxford University Press, USA. This book was released on 2013-04-18 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.

Download or read book Theory Of Valuation 2nd Edition written by Sudipto Bhattacharya and published by World Scientific. This book was released on 2005-07-12 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of Theory of Valuation is a collection of important papers in the field of theoretical financial economics published from 1973 to 1986, and original accompanying essays contributed by eminent researchers including Robert C Merton, Edward C Prescott, Stephen A Ross, and Joseph E Stiglitz.Since then, with the perspective of major theoretical strides in the field, the book has more than fulfilled its original expectations. The realization that it remains today a compendium of classic articles and a must-read for any serious student in theoretical financial economics, has prompted the publication of a new edition.This second edition presents a summary statement of significant research in theoretical financial economics for both the specialist and non-specialist financial economist. It also provides material for PhD-level courses covering valuation theory, and elective reading for advanced Master's and undergraduate courses.In addition to reproducing the original contributions, this edition includes the seminal paper by Edward C Prescott and Rajnish Mehra, “Recursive Competitive Equilibrium: The Case of Homogeneous Households,” originally published in Econometrica in 1980.

Download or read book University Research in Business and Economics written by and published by . This book was released on 1988 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Index of Economic Articles in Journals and Collective Volumes written by and published by . This book was released on 1988 with total page 1098 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Finance Literature Index written by and published by . This book was released on 1994 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Aanwinsten van de Centrale Bibliotheek Queteletfonds written by Bibliothèque centrale (Fonds Quetelet) and published by . This book was released on 1997 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Indian Journal of Commerce written by and published by . This book was released on 2006 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Index of Economic Articles in Journals and Collective Volumes written by American Economic Association and published by . This book was released on 1992 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Economics of Financial Markets written by Roy E. Bailey and published by Cambridge University Press. This book was released on 2005-05-26 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the economics of uncertainty can be applied to financial decision-making. The mean-variance model of portfolio selection is discussed, with analysis extended to the capital asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an assessment of theories of the term structure of interest rates. Finally, financial derivatives are explored, focusing on futures and options contracts.

Download or read book Dynamic Asset Pricing Theory written by Darrell Duffie and published by Princeton University Press. This book was released on 2010-01-27 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium. These results are unified with two key concepts, state prices and martingales. Technicalities are given relatively little emphasis, so as to draw connections between these concepts and to make plain the similarities between discrete and continuous-time models. Readers will be particularly intrigued by this latest edition's most significant new feature: a chapter on corporate securities that offers alternative approaches to the valuation of corporate debt. Also, while much of the continuous-time portion of the theory is based on Brownian motion, this third edition introduces jumps--for example, those associated with Poisson arrivals--in order to accommodate surprise events such as bond defaults. Applications include term-structure models, derivative valuation, and hedging methods. Numerical methods covered include Monte Carlo simulation and finite-difference solutions for partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. A system of appendixes reviews the necessary mathematical concepts. And references have been updated throughout. With this new edition, Dynamic Asset Pricing Theory remains at the head of the field.