On the Optimality of Long–Short Strategies Bruce I. Jacobs, Kenneth N. Levy, and David Starer We consider the optimality of portfolios not subject to short-selling constraints and derive conditions that a universe of s

Source URL: www.jlem.com

• Mathematical finance
• Financial ratios
• Investment
• Financial economics
• Financial markets
• Beta
• Volatility
• Sharpe ratio
• Portfolio optimization
• Normal distribution
• Rate of return
• Harry Markowitz

Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market.

Source URL: users.cla.umn.edu

• Mathematical finance
• Investment
• Financial ratios
• Financial markets
• Technical analysis
• Capital asset pricing model
• Beta
• Volatility
• Market sentiment
• Risk
• Rate of return

Discussion of “The Time-Varying Volatility of Macroeconomic Fluctuations” by Justiniano and Primiceri Marco Del Negro Federal Reserve Bank of New York

Source URL: borovicka.org

• Partial differential equations
• Exponentials
• Differential geometry

Microsoft Word - WP2016-12.doc

Source URL: www.ofce.fr

• Financial markets
• Stock market
• Mathematical finance
• Algorithmic trading
• Technical analysis
• High-frequency trading
• Trend following
• Volatility
• Flash Crash

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

Source URL: rggi.org

• Carbon finance
• Emissions trading
• Regional Greenhouse Gas Initiative
• Mathematical finance
• Futures contract
• Option
• Implied volatility
• Derivative
• Open interest
• European Union Emission Trading Scheme

CHIM ETF Category: International Access Asia As ofChina Materials ETF

Source URL: www.globalxfunds.com

• Mathematical finance
• Exchange-traded funds
• Financial ratios
• Technical analysis
• Investment
• Beta
• Volatility
• Solactive
• Rate of return
• Source UK Services

The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,

Source URL: econterms.com

• Mathematical finance
• BlackScholes equation
• BlackScholes model
• Option
• Volatility
• Quantitative analyst
• Futures contract
• Geometric Brownian motion
• Stochastic volatility
• Heston model

1%(5:25.,1*3$3(56(5,(6 7+(32/,7,&$/(&2120<2)38%/,&,1&20(92/$7,/,7< :,7+$1$33/,&$7,21727+(5(6285&(&856( -DPHV$5RELQVRQ 5DJQDU7RUYLN

Source URL: thred.devecon.org

• Mathematical finance
• Technical analysis
• Volatility
• Median voter theorem

Stock Market Volatility and Learning Klaus Adam, Albert Marcet, Juan Pablo Nicolini 1 February 26, 2015

Source URL: adam.vwl.uni-mannheim.de

C:/Users/d.erdemlioglu/Dropbox/excitation and flights/excitation/JFQTHKFM_JEX_rv.dvi

Source URL: www.cb.cityu.edu.hk

• Mathematical finance
• Technical analysis
• Options
• Financial markets
• Crowd psychology
• Financial contagion
• VIX
• Volatility
• Asset classes
• Flight-to-quality
• Stochastic volatility
• Futures contract