Download or read book Exploring Multifactor Models written by Kevin Q. Wang and published by . This book was released on 2002 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multifactor asset pricing models play an important role in evaluation of anomalies and managed portfolios. In empirical studies, however, the researchers' prior often includes a rich set of competing models which all seem plausible, but none is conclusively dominant. In this paper we propose a unified approach to model selection and inference for application and evaluation of factor pricing models. We run horse races among a set of high profile models to select winners according to predictive ability and then utilize White's (2000) reality check methodology to test the top performers. We provide empirical results on testing multifactor explanations of industry momentum, and present a test of the three moment CAPM.

Download or read book CAIA Level I written by Mark J. P. Anson and published by John Wiley & Sons. This book was released on 2012-04-24 with total page 898 pages. Available in PDF, EPUB and Kindle. Book excerpt: "CAIA Association has developed two examinations that are used to certify Chartered Alternative Investment Analysts. The Level I curriculum builds a foundation in both traditional and alternative investment markets--for example, the range of statistics that are used to define investment performance as well as the many types of hedge fund strategies. The readings for the Level II exam focus on the same strategies, but change the context to one of risk management and portfolio optimization. Level I CAIA exam takers have to work through an outline of terms, be able to identify and describe aspects of financial markets, develop reasoning skills, and in some cases make computations necessary to solve business problems"--

Download or read book Exploring the Financial Landscape in the Digital Age written by Thomas Andreas Maurer and published by CRC Press. This book was released on 2024-08-13 with total page 831 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Proceedings of the International Conference on Financial Management and the Digital Economy (ICFMDE 2023) offers an overview of research and insights into how financial management is evolving in the digital age. The book covers a broad spectrum from examining cryptocurrency trends to exploring fintech advancements. Topics also extend to digital transformation strategies, practical applications of blockchain technology, and the profound impact of digital innovations on financial markets. Through rigorous research and analysis, the proceedings offer valuable insights into the future trajectory of the global economy. Written for scholars, researchers, and industry professionals in finance, economics, and digital innovation, this collection provides valuable insights into the rapidly changing field of financial management. Readers will gain deep perspectives on how digitalization is reshaping financial landscapes worldwide.

Download or read book Exploring Social Sustainability and Economic Practices written by MDPI and published by MDPI. This book was released on 2020-04-21 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Given the three pillars of sustainability, besides the environment, the interplay of social and economic dimensions provides valuable insight into how society is molded and the key components that should be considere. In terms of social sustainability, processes and framework objectives promote the wellbeing that is integral to the balance of people, planet, and profit. Economic practices consider the system of production, resource allocation, and distribution of goods and services with respect to demand and supply between economic agents. As a result, an economic system is a variant of the social system in which it exists. At present, the forefront of social sustainability research partially encompasses the impact of economic practices on people and society, with notable emphasis centered on the urban environment. Specific interdisciplinary analyses within the scope of sustainability, social development, competitiveness, and motivational management, as well as decision making within the urban landscape, are considered. This book contains nine thoroughly refereed contributions that interconnect detailed research into the two pillars reviewed.

Download or read book Quantitative Investing written by Lingjie Ma and published by Springer Nature. This book was released on 2020-09-07 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets. In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline. This volume will be particularly useful to advanced students and practitioners in finance and investments.

Download or read book Dynamic Factor Models written by Siem Jan Koopman and published by Emerald Group Publishing. This book was released on 2016-01-08 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Download or read book CFA Level 2 Study Guide 2024 written by MUHAMMAD ZAIN and published by Zain Academy. This book was released on 2024-02-06 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt: Engage with Excellence: Your Gateway to Conquering the CFA Level 2 Exam with Zain Academy's Comprehensive Study Guide Welcome to Zain Academy's CFA Level 2 Study Guide 2024, your ultimate resource crafted meticulously by Muhammad Zain, a seasoned financial expert. This guide is not just a study material; it's your strategic partner in navigating the challenging waters of the CFA Level 2 Exam. 🌟 Key Features of Our Study Guide: - 1,574 Questioning Mind Study Points: Dive into an extensive collection of study points designed to provoke thought and deepen your understanding. - 1,352 True/False Questions with Detailed Explanations: Test your knowledge and reinforce learning with a vast array of questions accompanied by thorough explanations. - User-Friendly Format: Available in an integrated printable PDF format, optimized for all screen sizes – study anytime, anywhere. - Unlimited Access, No Restrictions: Once you acquire this guide, it’s yours forever. Study at your own pace, on any device, without any time constraints. 📚 Free Sample and Learning Videos: - Try Before You Buy: Get a taste of our quality content with a free sample of the book. - Complimentary Learning Videos on YouTube: Enhance your study experience with our series of free educational videos. 👨‍🏫 Personal Support from Muhammad Zain: - Unlimited Personal Guidance: As an author committed to your success, Muhammad Zain offers personalized support and guidance until you pass the exams. Have a question? Reach out via WhatsApp or Email for an expert's advice. - Join Our CFA WhatsApp Group: Become part of a community of like-minded candidates. Gain access to exclusive articles, blog posts, exam strategies, and tricks. 💡 Why Choose Zain Academy's Guide? - Expertly Crafted Content: Created by a professional with deep industry knowledge. - Focused on Your Success: Our guide and support are designed with one goal – to help you pass the CFA Level 2 Exam on your first attempt. 🌐 Embark on Your Journey to Success: Subscribe your guide today and take the first step towards achieving your CFA dreams with Zain Academy. Remember, with us, you're not just preparing for an exam; you're building a foundation for a successful career in finance.

Download or read book Proceedings of the International Field Exploration and Development Conference 2023 written by Jia’en Lin and published by Springer Nature. This book was released on with total page 1347 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Proceedings of the International Field Exploration and Development Conference 2020 written by Jia'en Lin and published by Springer Nature. This book was released on 2021-06-17 with total page 3487 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of selected papers from the 10th International Field Exploration and Development Conference (IFEDC 2020). The proceedings focuses on Reservoir Surveillance and Management, Reservoir Evaluation and Dynamic Description, Reservoir Production Stimulation and EOR, Ultra-Tight Reservoir, Unconventional Oil and Gas Resources Technology, Oil and Gas Well Production Testing, Geomechanics. The conference not only provides a platform to exchanges experience, but also promotes the development of scientific research in oil & gas exploration and production. The main audience for the work includes reservoir engineer, geological engineer, enterprise managers senior engineers as well as professional students.

Download or read book Mineral Exploration written by Swapan Kumar Haldar and published by Elsevier. This book was released on 2018-07-14 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mineral Exploration: Principles and Applications, Second Edition, presents an interdisciplinary approach on the full scope of mineral exploration. Everything from grass root discovery, objective base sequential exploration, mining, beneficiation, extraction, economic evaluation, policies and acts, rules and regulations, sustainability, and environmental impacts is covered. Each topic is presented using theoretical approaches that are followed by specific applications that can be used in the field. This new edition features updated references, changes to rules and regulations, and new sections on oil and gas exploration and classification, air-core drilling, and smelting and refining techniques. This book is a key resource for both academics and professionals, offering both practical and applied knowledge in mineral exploration. Offers important updates to the previous edition, including sections on the cyclical nature of mineral industry, exploration for oil and gas, CHIM-electro-geochemical survey, air-core drilling, classification of oil and gas resources, smelting, and refining technologies Presents global case studies that allow readers to quickly apply exploration concepts to real-world scenarios Includes 385 illustrations and photographs to aid the reader in understanding key procedures and applications

Download or read book Beyond Wall Street written by Steven L. Mintz and published by John Wiley & Sons. This book was released on 1998-02-24 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Beyond Wall Street" gibt es jetzt neu als Broschurausgabe. Dieses Buch bietet einen Überblick über Investitionsformen, die von den prominentesten Vertretern der Finanzwelt genutzt werden. Es porträtiert die Superstars im Anlagengeschäft mit ihren Erfolgsgeschichten und Strategietipps. In keinem anderen Buch wird ein so breites Spektrum von Investoren präsentiert, die versuchen, mit ihrem Wissen und ihrer Erfahrung dem Durchschnittsanleger die Zusammenhänge nachvollziehbar und verständlich zu vermitteln. Zu den Top-Investoren, die hier zu Wort kommen, gehören u.a. Gary Brinson (Global Investing), John Neff (Offene Investmentfonds), William Sharpe (Kapitalmärkte), Mark Mobius (Emerging Markets) und Barr Rosenberg (Risiko). Der Erfolg dieser lebenden Legenden basiert auf den hier behandelten Grundprinzipien, die sich jeder zunutze machen kann. (12/99)

Download or read book Term Structure Modeling and Estimation in a State Space Framework written by Wolfgang Lemke and published by Springer Science & Business Media. This book was released on 2005-12-08 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination.

Download or read book A Factor Model Approach to Derivative Pricing written by James A. Primbs and published by CRC Press. This book was released on 2016-12-19 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics. Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book’s ability to unify many disparate topics and models under a single conceptual theme.

Download or read book Alternative Investments written by Donald R. Chambers and published by John Wiley & Sons. This book was released on 2015-08-18 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt: The official CAIA Level 1 curriculum book Alternative Investments: CAIA Level I, 3rd Edition is the curriculum book for the Chartered Alternative Investment Analyst (CAIA) Level I professional examination. Covering the fundamentals of the alternative investment space, this book helps you build a foundation in alternative investment markets. You'll look closely at the different types of hedge fund strategies and the range of statistics used to define investment performance as you gain a deep familiarity with alternative investment terms and develop the computational ability to solve investment problems. From strategy characteristics to portfolio management strategies, this book contains the core material you will need to succeed on the CAIA Level I exam. This updated third edition tracks to the latest version of the exam, and is accompanied by the following ancillaries: a workbook, study guide, learning objectives, and an ethics handbook. Most investment analyst education programs focus primarily on the traditional asset classes, pushing alternative investments to the sidelines. The CAIA designation was developed in response to the tremendous growth of alternative investing, and is the industry's premier educational standard. This book is your official study companion, bringing you fully up to speed on everything you need to know (with the exception of the ethics material covered in a separate handbook). Understand the complexities of each alternative asset class Learn the quantitative techniques professionals use every day Dig into the unique aspects of alternative investments Master the core material covered by the CAIA Level I exam More than 300 financial institutions and hedge funds have committed key executives to the CAIA exam, and this rapidly growing trend speaks to the designation's rising status as a must-have credential for anyone in the alternative investment sphere. Increase your chances of success by getting your information straight from the source in CAIA Level I.

Download or read book Recent Advances in Applied Probability written by Ricardo Baeza-Yates and published by Springer Science & Business Media. This book was released on 2006-02-28 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics. Recent Advances in Applied Probability is a collection of survey articles that bring together the work of leading researchers in applied probability to present current research advances in this important area. This volume will be of interest to graduate students and researchers whose research is closely connected to probability modelling and their applications. It is suitable for one semester graduate level research seminar in applied probability.

Download or read book Proceedings of the International Field Exploration and Development Conference 2022 written by Jia'en Lin and published by Springer Nature. This book was released on 2023-08-05 with total page 7600 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on reservoir surveillance and management, reservoir evaluation and dynamic description, reservoir production stimulation and EOR, ultra-tight reservoir, unconventional oil and gas resources technology, oil and gas well production testing, and geomechanics. This book is a compilation of selected papers from the 12th International Field Exploration and Development Conference (IFEDC 2022). The conference not only provides a platform to exchanges experience, but also promotes the development of scientific research in oil & gas exploration and production. The main audience for the work includes reservoir engineer, geological engineer, enterprise managers, senior engineers as well as professional students.

Download or read book Essays on the Future written by Siegfried Hecker and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection represents a unique undertaking in scientific publishing to honor Nick Metropolis, the last survivor of the World War II Manhattan Project in Los Alamos. In this volume, some of the leading scientists and humanists of our time have contributed essays related to their respective disciplines, exploring various aspects of future developments in science and society, philosophy, national security, nuclear power, pure and applied mathematics, physics and biology, particle physics, computing, and information science.