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Mathematical finance
Results: 9164

#	Item
711	Prospect Theory and the Risk-Return Trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu September 2013 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market, a fundamental principle i Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:57 Mathematical finance Capital asset pricing model Volatility Beta Equity premium puzzle Economic bubble Risk Rate of return Financial risk Alpha Market sentiment Upside risk
712	Prepared for professional clients and institutional/qualified investors. It is not to be distributed to or relied on by retail clients AVIVA INVESTORS - MULTI-STRATEGY TARGET RETURN FUND (SHARE CLASS I) AS AT 30 NOVEMBE Add to Reading List Source URL: www.fundexpertsforum.com Language: English - Date: 2016-01-11 10:37:28 Economy Finance Money Investment Income Mathematical finance Rate of return Aviva Investors Euro Hedge Yield curve Bond
713	2 Master of Science in Finance FINANCE Add to Reading List Source URL: www.mfin.usi.ch Language: English - Date: 2015-03-04 16:56:50 Mathematical finance Actuarial science Financial economics Corporate finance Financial modeling Finance Quantitative analyst Financial econometrics Risk Financial engineering Derivative Financial market
714	A Research Project on Ranges of Financial Prices Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2015-10-20 00:07:03 Money Finance Economy Mathematical finance Fixed income analysis Fixed income market Yield curve Actuarial science Financial risk Monetary policy Bond valuation Interest rate
715	Forced Liquidations, Fire Sales, and the Cost of Illiquidity Richard R. Lindsey & Andrew B. Weisman Q Group October, 18, 2015 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:39:59 Economy Finance Money Financial markets Investment Mathematical finance Market liquidity Hedge fund Volatility Institutional investor Financial risk
716	Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy Yongheng Deng National University of Singapore and Eric Girardin Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2015-11-11 02:19:57 Mathematical finance Economy Technical analysis Economic data Volatility Hedonic regression Finance
717	Mathematical Models in Finance ACTSC/STAT, Winter 2013 Instructor: Ruodu Wang, M3 3122, ext.31569, Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2013-01-10 23:08:51
718	Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-04-24 04:00:21 Actuarial science Financial risk Mathematical finance Economy Finance Money Value at risk Risk measure Arbitrage Coherent risk measure Variance Expected shortfall
719	% Authors paper: Shmuel Baruch, Andrew Karolyi, and Michael L Add to Reading List Source URL: www.bsibank.com Language: English Financial ratios Financial markets Mathematical finance Income Investment FamaFrench three-factor model Beta FamaMacBeth regression Earnings yield Rate of return Dividend yield Financial economics
720	How superadditive can a risk measure be? Ruodu Wang⇤, Valeria Bignozzi† and Andreas Tsanakas‡ March 13, 2015§ Abstract In this paper, we study the extent to which any risk measure can lead to superadditive risk Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-04-12 08:10:33 Financial risk Mathematical finance Actuarial science Coherent risk measure Expected shortfall Risk measure Distortion risk measure Value at risk Spectral risk measure Entropic risk measure Risk Diversification

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