Download or read book Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.

Download or read book Innovative Technologies for Information Resources Management written by Khosrow-Pour, D.B.A., Mehdi and published by IGI Global. This book was released on 2007-12-31 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: As information resource management becomes increasingly dependent on emerging technologies to combat its challenges and decipher its effective strategies, the demand builds for a critical mass of research in this area. Innovative Technologies for Information Resource Management brings together compelling content related to the continually emerging technologies in areas of information systems such as Web services, electronic commerce, distance learning, healthcare, business process management, and software development. Focusing on the implications innovative technologies have on the managerial and organizational aspects of information resource management, this book provides academcians and practitioners with a requisite and enlightening reference source.

Download or read book Accounting Theory written by Harry I. Wolk and published by SAGE. This book was released on 2012-08-20 with total page 809 pages. Available in PDF, EPUB and Kindle. Book excerpt: An extensive overview of accounting theory concepts and application Balancing accounting theory with practical issues, the Eighth Edition of Accounting Theory: Conceptual Issues in a Political and Economic Environment continues to clearly identify the conceptual elements of accounting theory and apply those elements to practice.

Download or read book The Academy of Management Annals written by James P. Walsh and published by Taylor & Francis. This book was released on 2007 with total page 750 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Academy of Management is proud to announce the inaugural volume of The Academy of Management Annals. This exciting new series follows one guiding principle: The advancement of knowledge is possible only by conducting a thorough examination of what is known and unknown in a given field. Such assessments can be accomplished through comprehensive, critical reviews of the literature--crafted by informed scholars who determine when a line of inquiry has gone astray, and how to steer the research back onto the proper path. The Academy of Management Annals provide just such essential reviews. Written by leading management scholars, the reviews are invaluable for ensuring the timeliness of advanced courses, for designing new investigative approaches, and for identifying faulty methodological or conceptual assumptions. The Annals strive each year to synthesize a vast array of primary research, recognizing past principal contributions while illuminating potential future avenues of inquiry. Volume 1 of the Annals explores a wide spectrum of research: corporate control; nonstandard employment; critical management; physical work environments; public administration team learning; emotions in organizations; leadership and health care; creativity at work; business and the environment; and bias in performance appraisals. Ultimately, academic scholars in management and allied fields (e.g., sociology of organizations and organizational psychology) will see The Academy of Management Annals as a valuable resource to turn to for comprehensive, up-to-date information--published in a single volume every year by the preeminent association for management research.

Download or read book Introductory Econometrics written by Phoebus Dhrymes and published by Springer. This book was released on 2017-11-21 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.

Download or read book Exploring the Latest Trends in Management Literature written by Sudhir Rana and published by Emerald Group Publishing. This book was released on 2022-11-14 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring the Latest Trends in Management Literature presents cutting edge literature reviews on the emerging concepts, theories, and research trends across management disciplines.

Download or read book The Psychology of Planning in Organizations written by Michael D. Mumford and published by Routledge. This book was released on 2015-06-12 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines planning as the critical influence on performance at work and in organizations. Bridging theory and practice, it unites cutting-edge research findings from cognitive science, social psychology, industrial and organizational psychology, strategic management, and entrepreneurship, and describes the practical applications of these research findings for practitioners interested in improving planning performance in organizations.

Download or read book Recent Developments in Individual and Organizational Adoption of ICTs written by Yildiz, Orkun and published by IGI Global. This book was released on 2020-08-28 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, information and communication technologies (ICTs) have gained significant importance and become vital to the operations of both organizations and individuals. However, there are numerous factors that have affected the adoption of ICTs including access and accessibility barriers, political participation, and social empowerment. This has attracted the attention of researchers who are interested in understanding the socioeconomic influences of ICT adoption and how these technologies impact the infrastructure of modern organizational activities. Recent Developments in Individual and Organizational Adoption of ICTs is a collection of innovative research on the methods of organizational and infrastructural advancement through the application of information and communication technologies. While highlighting topics including internet banking, supply chain management, and e-government services, this book is ideally designed for managers, researchers, policymakers, politicians, business practitioners, educators, decision scientists, strategists, and students seeking current research on the socioeconomic impact of ICT adoption.

Download or read book Faculty Profiles written by University of Illinois (Urbana-Champaign campus). College of Commerce and Business Administration and published by . This book was released on 1998 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2006 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Proceedings of the XV International symposium Symorg 2016 written by Ondrej Jaško and published by University of Belgrade, Faculty of Organizational Sciences . This book was released on 2016-06-03 with total page 1520 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Statement Analysis and Earnings Forecasting written by Steven J. Monahan and published by Foundations and Trends (R) in Accounting. This book was released on 2018-07-17 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Statement Analysis and Earnings Forecasting is the process of analyzing historical financial statement data for the purpose of developing forecasts of future earnings. This process is important because it is central to the valuation of companies and the securities they issue. After a short introduction, Section 2 delves into the question "Why earnings"? Focusing on dividend policy irrelevance, the author describes key analytical results that imply that expected earnings are the fundamental determinant of both equity and enterprise value. Section 3 examines the issues involved in selecting the earnings metric to forecast. Once an earnings metric has been chosen, the next question to ask is "How useful are historical accounting numbers for developing forecasts of that metric?" Sections 4 through 8 focus on this question. Section 4 discusses the general role of econometric modeling. Section 5 reviews time-series models. Section 6 examines the choices a researcher makes when using panel-data approaches and the author describes the advantages of these approaches. Section 7 reviews the role of accounting measurement in determining the usefulness of historical accounting numbers for developing forecasts of future earnings. Section 8 examines approaches for forecasting the higher moments of future earnings and section 9 provides a summary.

Download or read book Accounting Literature Index written by Jean Louis Heck and published by McGraw-Hill Companies. This book was released on 1994 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book American Doctoral Dissertations written by and published by . This book was released on 2002 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book International Journal of Forecasting written by International institute of forecasters and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Companion to Economic Forecasting written by Michael P. Clements and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.