Predictability Of The Swiss Stock Market With Respect To Style

Author : Patrick Scheurle
Publisher : Springer Science & Business Media
Page : 185 pages
File Size : 48,8 Mb
Release : 2010-07-03
Category : Business & Economics
ISBN : 9783834987297

Get Book

Predictability of the Swiss Stock Market with Respect to Style by Patrick Scheurle Pdf

Patrick Scheurle investigates refined market segments such as small value stocks or large growth stocks with respect to return predictability. The empirical research reveals significant positive first-order serial correlation in the returns of large value stocks, large neutral stocks, small neutral stocks, and small growth stocks.

Author : Osvaldo Gervasi,Beniamino Murgante,Sanjay Misra,Chiara Garau,Ivan Blečić,David Taniar,Bernady O. Apduhan,Ana Maria A. C. Rocha,Eufemia Tarantino,Carmelo Maria Torre
Publisher : Springer Nature
Page : 613 pages
File Size : 50,8 Mb
Release : 2021-09-09
Category : Computers
ISBN : 9783030870102

Get Book

Computational Science and Its Applications – ICCSA 2021 by Osvaldo Gervasi,Beniamino Murgante,Sanjay Misra,Chiara Garau,Ivan Blečić,David Taniar,Bernady O. Apduhan,Ana Maria A. C. Rocha,Eufemia Tarantino,Carmelo Maria Torre Pdf

The ten-volume set LNCS 12949 – 12958 constitutes the proceedings of the 21st International Conference on Computational Science and Its Applications, ICCSA 2021, which was held in Cagliari, Italy, during September 13 – 16, 2021. The event was organized in a hybrid mode due to the Covid-19 pandemic.The 466 full and 18 short papers presented in these proceedings were carefully reviewed and selected from 1588 submissions. Part VIII of the set includes the proceedings of the following workshops: ​International Workshop on Privacy in the Cloud/Edge/IoT World (PCEIoT 2021); International Workshop on Processes, methods and tools towards RE-Silient cities and cultural heritage prone to SOD and ROD disasters (RES 2021); International Workshop on Risk, resilience and sustainability in the efficient management of water resources: approaches, tools, methodologies and multidisciplinary integrated applications (RRS 2021); International Workshop on Scientific Computing Infrastructure (SCI 2021); International Workshop on Smart Cities and User Data Management (SCIDAM 2021).

Author : Adam Zaremba,Jacob "Koby" Shemer
Publisher : Springer
Page : 302 pages
File Size : 44,9 Mb
Release : 2018-07-25
Category : Business & Economics
ISBN : 9783319915302

Get Book

Price-Based Investment Strategies by Adam Zaremba,Jacob "Koby" Shemer Pdf

This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance—ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders, and family office investors.

Author : Kenneth J. Singleton
Publisher : Princeton University Press
Page : 496 pages
File Size : 54,7 Mb
Release : 2009-12-13
Category : Business & Economics
ISBN : 9781400829231

Get Book

Empirical Dynamic Asset Pricing by Kenneth J. Singleton Pdf

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models. The remainder explores the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates; equity and fixed-income derivatives prices; and the prices of defaultable securities. Singleton addresses the restrictions on the joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy. For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures. As an added feature, Singleton includes throughout the book interesting tidbits of new research. These range from empirical results (not reported elsewhere, or updated from Singleton's previous papers) to new observations about model specification and new econometric methods for testing models. Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.

Author : Philip Lawton, CIPM,Todd Jankowski, CFA
Publisher : John Wiley & Sons
Page : 984 pages
File Size : 54,7 Mb
Release : 2009-05-18
Category : Business & Economics
ISBN : 9780470473719

Get Book

Investment Performance Measurement by Philip Lawton, CIPM,Todd Jankowski, CFA Pdf

Investment Performance Measurement Over the past two decades, the importance of measuring, presenting, and evaluating investment performance results has dramatically increased. With the growth of capital market data services, the development of quantitative analytical techniques, and the widespread acceptance of Global Investment Performance Standards (GIPS®), this discipline has emerged as a central component of effective asset management and, thanks in part to the Certificate in Investment Performance Measurement (CIPM) program, has become a recognized area of specialization for investment professionals. That's why Investment Performance Measurement: Evaluating and Presenting Results the second essential title in the CFA Institute Investment Perspectives series has been created. CFA Institute has a long tradition of publishing content from industry thought leaders, and now this new collection offers unparalleled guidance to those working in the rapidly evolving field of investment management. Drawing from the Research Foundation of CFA Institute, the Financial Analysts Journal, CFA Institute Conference Proceedings Quarterly, CFA Magazine, and the CIPM curriculum, this reliable resource taps into the vast store of knowledge of some of today's most prominent thought leaders from industry professionals to respected academics who have focused on investment performance evaluation for a majority of their careers. Divided into five comprehensive parts, this timely volume opens with an extensive overview of performance measurement, attribution, and appraisal. Here, you'll become familiar with everything from the algebra of time-weighted and money-weighted rates of return to the objectives and techniques of performance appraisal. After this informative introduction, Investment Performance Measurement moves on to: Provide a solid understanding of the theoretical grounds for benchmarking and the trade-offs encountered during practice in Part II: Performance Measurement Describe the different aspects of attribution analysis as well as the determinants of portfolio performance in Part III: Performance Attribution Address everything from hedge fund risks and returns to fund management changes and equity style shifts in Part IV: Performance Appraisal Recount the history and explain the provisions of the GIPS standards with attention paid to the many practical issues that arise in the course of its implementation in Part V: Global Investment Performance Standards Filled with invaluable insights from more than fifty experienced contributors, this practical guide will enhance your understanding of investment performance measurement and put you in a better position to present and evaluate results in the most effective way possible.

Author : Anonim
Publisher : Lulu.com
Page : 294 pages
File Size : 49,5 Mb
Release : 2004
Category : Bank capital
ISBN : 9789291316694

Get Book

International Convergence of Capital Measurement and Capital Standards by Anonim Pdf

Author : Greg N. Gregoriou
Publisher : CRC Press
Page : 654 pages
File Size : 49,9 Mb
Release : 2009-04-08
Category : Business & Economics
ISBN : 9781420099553

Get Book

Stock Market Volatility by Greg N. Gregoriou Pdf

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel

Author : Ajith Abraham,Sabri Pllana,Gabriella Casalino,Kun Ma,Anu Bajaj
Publisher : Springer Nature
Page : 602 pages
File Size : 44,8 Mb
Release : 2023-07-04
Category : Technology & Engineering
ISBN : 9783031355011

Get Book

Intelligent Systems Design and Applications by Ajith Abraham,Sabri Pllana,Gabriella Casalino,Kun Ma,Anu Bajaj Pdf

This book highlights recent research on intelligent systems and nature-inspired computing. It presents 223 selected papers from the 22nd International Conference on Intelligent Systems Design and Applications (ISDA 2022), which was held online. The ISDA is a premier conference in the field of computational intelligence, and the latest installment brought together researchers, engineers, and practitioners whose work involves intelligent systems and their applications in industry. Including contributions by authors from 65 countries, the book offers a valuable reference guide for all researchers, students, and practitioners in the fields of computer science and engineering.

Author : George A. Tsihrintzis,Maria Virvou,Evangelos Sakkopoulos,Lakhmi C. Jain
Publisher : Springer
Page : 548 pages
File Size : 53,8 Mb
Release : 2019-07-06
Category : Technology & Engineering
ISBN : 9783030156282

Get Book

Machine Learning Paradigms by George A. Tsihrintzis,Maria Virvou,Evangelos Sakkopoulos,Lakhmi C. Jain Pdf

This book is the inaugural volume in the new Springer series on Learning and Analytics in Intelligent Systems. The series aims at providing, in hard-copy and soft-copy form, books on all aspects of learning, analytics, advanced intelligent systems and related technologies. These disciplines are strongly related and mutually complementary; accordingly, the new series encourages an integrated approach to themes and topics in these disciplines, which will result in significant cross-fertilization, research advances and new knowledge creation. To maximize the dissemination of research findings, the series will publish edited books, monographs, handbooks, textbooks and conference proceedings. This book is intended for professors, researchers, scientists, engineers and students. An extensive list of references at the end of each chapter allows readers to probe further into those application areas that interest them most.

Author : CFA Institute
Publisher : John Wiley & Sons
Page : 2634 pages
File Size : 46,5 Mb
Release : 2017-08-01
Category : Business & Economics
ISBN : 9781119396727

Get Book

CFA Program Curriculum 2018 Level III by CFA Institute Pdf

Apply CFA Program concepts and skills to real-world wealth and portfolio management for the 2018 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2018 Level III, Volumes 1-6 provides complete, authoritative guidance on synthesizing the entire CFA Program Candidate Body of Knowledge (CBOK) into professional practice for the 2018 exam. This book helps you bring together the skills and concepts from Levels I and II to formulate a detailed, professional response to a variety of real-world scenarios. Coverage spans all CFA Program topics and provides a rigorous treatment of portfolio management, all organized into individual study sessions with clearly defined Learning Outcome Statements. Visual aids clarify complex concepts, and practice questions allow you to test your understanding while reinforcing major content areas. Levels I and II equipped you with foundational investment tools and complex analysis skill; now, you'll learn how to effectively synthesize that knowledge to facilitate effective portfolio management and wealth planning. This study set helps you convert your understanding into a professional body of knowledge that will benefit your clients' financial futures. Master essential portfolio management and compliance topics Synthesize your understanding into professional guidance Reinforce your grasp of complex analysis and valuation Apply ethical and professional standards in the context of real-world cases CFA Institute promotes the highest standards of ethics, education, and professional excellence among investment professionals. The CFA Program Curriculum guides you through the breadth of knowledge required to uphold these standards. The three levels of the program build on each other. Level I provides foundational knowledge and teaches the use of investment tools; Level II focuses on application of concepts and analysis, particularly in the valuation of assets; and Level III builds toward synthesis across topics with an emphasis on portfolio management.

Author : CFA Institute
Publisher : John Wiley & Sons
Page : 2486 pages
File Size : 54,6 Mb
Release : 2016-08-01
Category : Business & Economics
ISBN : 9781119315964

Get Book

CFA Program Curriculum 2017 Level III, Volumes 1 - 6 by CFA Institute Pdf

Apply CFA Program concepts and skills to real-world wealth and portfolio management for the 2017 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2017 Level III, Volumes 1-6 provides complete, authoritative guidance on synthesizing the entire CFA Program Candidate Body of Knowledge (CBOK) into professional practice for the 2017 exam. This book helps you bring together the skills and concepts from Levels I and II to formulate a detailed, professional response to a variety of real-world scenarios. Coverage spans all CFA Program topics and provides a rigorous treatment of portfolio management, all organized into individual study sessions with clearly defined Learning Outcome Statements. Visual aids clarify complex concepts, and practice questions allow you to test your understanding while reinforcing major content areas. Levels I and II equipped you with foundational investment tools and complex analysis skill; now, you'll learn how to effectively synthesize that knowledge to facilitate effective portfolio management and wealth planning. This study set helps you convert your understanding into a professional body of knowledge that will benefit your clients' financial futures. Master essential portfolio management and compliance topics Synthesize your understanding into professional guidance Reinforce your grasp of complex analysis and valuation Apply ethical and professional standards in the context of real-world cases CFA Institute promotes the highest standards of ethics, education, and professional excellence among investment professionals. The CFA Program Curriculum guides you through the breadth of knowledge required to uphold these standards. The three levels of the program build on each other. Level I provides foundational knowledge and teaches the use of investment tools; Level II focuses on application of concepts and analysis, particularly in the valuation of assets; and Level III builds toward synthesis across topics with an emphasis on portfolio management.

Author : Nicolo Cesa-Bianchi,Gabor Lugosi
Publisher : Cambridge University Press
Page : 4 pages
File Size : 49,8 Mb
Release : 2006-03-13
Category : Computers
ISBN : 9781139454827

Get Book

Prediction, Learning, and Games by Nicolo Cesa-Bianchi,Gabor Lugosi Pdf

This important text and reference for researchers and students in machine learning, game theory, statistics and information theory offers a comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of individual sequences does not impose any probabilistic assumption on the data-generating mechanism. Yet, prediction algorithms can be constructed that work well for all possible sequences, in the sense that their performance is always nearly as good as the best forecasting strategy in a given reference class. The central theme is the model of prediction using expert advice, a general framework within which many related problems can be cast and discussed. Repeated game playing, adaptive data compression, sequential investment in the stock market, sequential pattern analysis, and several other problems are viewed as instances of the experts' framework and analyzed from a common nonstochastic standpoint that often reveals new and intriguing connections.

Author : Lokesh Badolia
Publisher : Educreation Publishing
Page : 61 pages
File Size : 48,8 Mb
Release : 2016-10-27
Category : Self-Help
ISBN : 8210379456XXX

Get Book

How can I get started Investing in the Stock Market by Lokesh Badolia Pdf

This book is well-researched by the author, in which he has shared the experience and knowledge of some very much experienced and renowned entities from stock market. We want that everybody should have the knowledge regarding the different aspects of stock market, which would encourage people to invest and earn without any fear. This book is just a step forward toward the knowledge of market.

Author : Dr.A.Thasil Mohamed,Dr.S. SanthoshKumar,Dr. A.Sumathi
Publisher : Leilani Katie Publication
Page : 213 pages
File Size : 44,6 Mb
Release : 2024-03-25
Category : Computers
ISBN : 9788197147906

Get Book

Machine Learning and Health Care Applications by Dr.A.Thasil Mohamed,Dr.S. SanthoshKumar,Dr. A.Sumathi Pdf

Dr.A.Thasil Mohamed, Application Architect, Compunnel, Inc NJ,USA Dr.S. SanthoshKumar, Assistant Professor, Department of Computer Science, Alagappa University, Karaikudi, Sivagangai, Tamil Nadu, India. Dr. A.Sumathi, Assistant Professor, Department of Computer Science and Engineering, SRC, SASTRA University, Kumbakonam, Tamil Nadu, India.

Author : Dr.R.Gowri, Mrs.R.A.Latha Devi, Dr.T.Dheepak, Dr.P.Kavitha, Dr.T.Suresh
Publisher : SK Research Group of Companies
Page : 202 pages
File Size : 42,7 Mb
Release : 2024-03-29
Category : Computers
ISBN : 9788119980833

Get Book

Fundamentals of Machine Learning: Algorithms and its Models by Dr.R.Gowri, Mrs.R.A.Latha Devi, Dr.T.Dheepak, Dr.P.Kavitha, Dr.T.Suresh Pdf

Dr.R.Gowri, Associate Professor, Department of Mathematics, Government College for Women (Autonomous), Kumbakonam, Tamil Nadu, India. Mrs.R.A.Latha Devi, Assistant Professor, Department of Mathematics, Sri Meenakshi Government Arts College for Women, Madurai, Tamil Nadu, India Dr.T.Dheepak, Assistant Professor, Department of Computer Science, Centre for Distance and Online Education, Bharathidasan University, Tiruchirappalli, Tamil Nadu, India. Dr.P.Kavitha, Assistant Professor, Department of Computer Applications, Dhanalakshmi Srinivasan College of Arts and Science for Women Autonomous, Perambalur, Tamil Nadu, India. Dr.T.Suresh, Assistant Professor, Department of Artificial Intelligence & Machine Learning, K.Ramakrishnan College of Engineering, Tiruchirappalli, Tamil Nadu, India.