Mathematical economics

Results: 7992



#Item
421Financial economics / Economics / Actuarial science / Econometrics / Estimation theory / Beta / Linear regression / Regression analysis / Risk / Statistics / Financial risk / Mathematical finance

DNB Working Paper NoMarch 2011 Maarten van Oordt and Chen Zhou DNB W o r k i n g P a p e r

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Source URL: www.dnb.nl

Language: English - Date: 2014-12-14 16:35:50
422Investment / Stock market / Mathematical finance / United States Securities and Exchange Commission / Regulation NMS / High-frequency trading / Order / Flash Crash / Algorithmic trading / Financial markets / Financial economics / Finance

      May 6, 2015    Brent J. Fields 

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Source URL: www.sec.gov

Language: English - Date: 2015-05-08 15:30:49
423Economics / Financial risk / Mathematical finance / Actuarial science / Asset allocation / Diversification / Tactical asset allocation / Modern portfolio theory / Portfolio / Financial economics / Investment / Finance

WHITE PAPER February 2015 For professional investors    

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Source URL: www.thinknewfound.com

Language: English - Date: 2015-02-09 15:25:28
424Finance / Stock market / Mathematical finance / Stochastic processes / Order / Hurst exponent / Volatility / Futures contract / Speculation / Financial economics / Investment / Financial markets

Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei Maslov

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Source URL: www.cmth.bnl.gov

Language: English - Date: 2010-11-01 15:42:14
425Investment / Finance / Financial regulation / Mathematical finance / Day trading / Order / Electronic communication network / Algorithmic trading / Central limit order book / Financial economics / Stock market / Financial markets

Microsoft Word - Document1

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Source URL: fic.wharton.upenn.edu

Language: English - Date: 2006-07-28 16:20:17
426Financial services / Funds / Mathematical finance / Collective investment schemes / Beta / Investment management / Asset allocation / Stock fund / Sharpe ratio / Financial economics / Investment / Finance

On the demand for high-beta stocks: Evidence from mutual funds Susan E. K. Christoffersen University of Toronto and CBS Mikhail Simutin* University of Toronto

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Source URL: www.lse.ac.uk

Language: English - Date: 2014-07-01 11:39:29
427Investment / Stock market / Financial regulation / Mathematical finance / Markets in Financial Instruments Directive / Best execution / Volume-weighted average price / London Stock Exchange / Futures contract / Financial economics / Financial markets / Finance

AIM01FINAL:00 pm

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Source URL: www.zyen.com

Language: English - Date: 2012-04-23 12:26:08
428Finance / Investment / Financial ratios / Mathematical finance / Financial risk / Sharpe ratio / Real estate investment trust / Systematic risk / Cost of capital / Financial economics / Financial markets / Economics

Much of the previous literature on international real estate returns has examined the diversification benefits of securitized real estate returns

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Source URL: www.prres.net

Language: English - Date: 2012-09-18 03:33:23
429Options / Investment / Futures contract / Derivative / Black–Scholes / Forward contract / VIX / Binomial options pricing model / Financial economics / Finance / Mathematical finance

UNIVERSITY OF CALIFORNIA, BERKELEY HAAS SCHOOL OF BUSINESS PROF. K. MAGIN UGBAFinancial Derivatives Fall 2012

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Source URL: haas.berkeley.edu

Language: English - Date: 2012-04-02 14:46:09
430Financial markets / Mathematical finance / Financial ratios / Financial services / Momentum / Cliff Asness / Capital asset pricing model / Beta / Sharpe ratio / Financial economics / Finance / Investment

September 30, 2013 Comments Welcome Momentum Crashes Kent Daniel and Tobias J. Moskowitz∗

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Source URL: www.columbia.edu

Language: English - Date: 2013-12-18 15:49:14
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