Asset Pricing Investment And Trading Strategies
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Asset Pricing Investment And Trading Strategies
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Author : Wing-Keung Wong
language : en
Publisher:
Release Date : 2022
Asset Pricing Investment And Trading Strategies written by Wing-Keung Wong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.
Asset pricing, investment, and trading strategies are very important in finance. They are useful in various situations, for example, supporting the decision-making process of choosing investments; determining the asset-specific required rate of return on the investment; pricing derivatives for trading or hedging; getting portfolios from fixed incomes or bonds, stocks, and other assets; evaluating diverse portfolios; determining macroeconomic variables affecting market prices; calculating option prices; and incorporating features such as mean reversion and volatility, etc. They can also be applied in financial forecast for assets, portfolios, business projects.Understanding, modeling, and using various asset pricing models, investment models, and models for different trading strategies is paramount in many different areas of finance and investment, including banking, stocks, bonds, currencies, and related financial derivatives. Different asset pricing models, investment models, and models for different trading strategies also allow us to compare the performances of different variables through the analysis of empirical real-world data.This Special Issue on "Asset Pricing, Investment, and Trading Strategies" will be devoted to advancements in the theoretical development of various asset pricing models, investment models, and models for different trading strategies as well as to their applications.The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the development and analysis of various asset pricing models, investment models, and models for different trading strategies in finance and cognate disciplines.
Modern Equity Investing Strategies
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Author : Anatoly B Schmidt
language : en
Publisher: World Scientific
Release Date : 2021-10-04
Modern Equity Investing Strategies written by Anatoly B Schmidt and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-04 with Business & Economics categories.
This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum.
Asset Pricing
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Author : Jianping Mei
language : en
Publisher: World Scientific
Release Date : 2003
Asset Pricing written by Jianping Mei and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US$4 trillion, and the REITs market about US$200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could be considerably larger, especially in Asia. Given the rapidly growing real estate securities industry, this book fills an important gap in current real estate research and teaching. It is an ideal reference for investment professionals as well as senior MBA and PhD students.
Price Based Investment Strategies
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Author : Adam Zaremba
language : en
Publisher: Springer
Release Date : 2018-07-25
Price Based Investment Strategies written by Adam Zaremba and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-25 with Business & Economics categories.
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.
Asset Pricing In Indian Stock Market
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Author : Sanjay Sehgal
language : en
Publisher:
Release Date : 2005-01-01
Asset Pricing In Indian Stock Market written by Sanjay Sehgal and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Business & Economics categories.
"This book empirically shows that the multi-factor asset pricing models, like the Fama-French model, provide a better description of average stock returns compared to the more widely accepted capital asset pricing model (CAPM). It is suggested that the market practitioners should re-design their investment management tool box by replacing CAPM with the Fama-French model for industry applications such as cost of capital estimation, corporate valuation, estimating fair rates of return, assessing stock market efficiency and portfolio performance evaluation. It is also revealed that size-based, value-based, reversal-based and momentum-based trading strategies do not provide extra-normal returns in India. The book will be a useful reference for mutual fund managers, portfolio managers, financial consultants and investors at large. Academicians and students in the area of investment management and corporate finance can also benefit from it."
Asset Pricing And Portfolio Performance
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Author : Robert A. Korajczyk
language : en
Publisher:
Release Date : 1999
Asset Pricing And Portfolio Performance written by Robert A. Korajczyk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.
A comprehensive reference work presenting an original framework for evaluating observed differences in returns across assets.
Asset Pricing Real Estate And Public Finance Over The Crisis
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Author : A. Carretta
language : en
Publisher: Springer
Release Date : 2013-02-03
Asset Pricing Real Estate And Public Finance Over The Crisis written by A. Carretta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-03 with Business & Economics categories.
The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on asset management, the real estate and public sector.
Asset Pricing And Investment Styles In Digital Assets
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Author : Tobias Glas
language : en
Publisher: Springer
Release Date : 2023-05-20
Asset Pricing And Investment Styles In Digital Assets written by Tobias Glas and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-20 with Business & Economics categories.
This book analyzes the emerging asset class of digital assets. When a new asset class originates, researchers try to understand some basic questions: Can digital assets, with the flagship asset bitcoin, really be considered a serious asset class? Since it is possible to trade digital assets, does it make sense to trade or to invest in these assets? How do digital assets compare to traditional asset classes like equities or bonds? After describing basic financial theory and breaking down the digital asset universe, this book provides fundamental knowledge with respect to this young and rising asset class. It focuses on special issues like the application of technical indicators, investment styles, asset pricing and portfolio construction. Furthermore, it offers remarks and links to other traditional asset classes and describes and warns of data issues in digital asset data.
Market Timing And Moving Averages
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Author : P. Glabadanidis
language : en
Publisher: Springer
Release Date : 2015-07-15
Market Timing And Moving Averages written by P. Glabadanidis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-15 with Business & Economics categories.
There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency. This outlook is misleading, since such returns only shed light on the imperfect models commonly used to measure and benchmark investment performance. In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators. Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy. Glabadanidis provides a rationale for analyzing and testing the market timing and predictive power of any indicator based on past average prices and trading volume. He argues that certain trading strategies are best implemented as a dynamic asset allocation without selling short, in turn achieving the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages.
Asset Pricing Under Asymmetric Information
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Author : Markus Konrad Brunnermeier
language : en
Publisher: Oxford University Press, USA
Release Date : 2001
Asset Pricing Under Asymmetric Information written by Markus Konrad Brunnermeier and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Business & Economics categories.
The role of information is central to the academic debate on finance. This book provides a detailed, current survey of theoretical research into the effect on stock prices of the distribution of information, comparing and contrasting major models. It examines theoretical models that explain bubbles, technical analysis, and herding behavior. It also provides rational explanations for stock market crashes. Analyzing the implications of asymmetries in information is crucial in this area. This book provides a useful survey for graduate students.