Herding Through Learning in an Asset Pricing Model
Author | : Michele Berardi |
Publisher | : |
Total Pages | : |
Release | : 2016 |
Genre | : |
ISBN | : |
Download Herding Through Learning in an Asset Pricing Model Book in PDF, ePub and Kindle
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Herding Through Learning In An Asset Pricing Model PDF full book. Access full book title Herding Through Learning In An Asset Pricing Model.
Author | : Michele Berardi |
Publisher | : |
Total Pages | : |
Release | : 2016 |
Genre | : |
ISBN | : |
Author | : Ali Emrouznejad |
Publisher | : Springer Nature |
Total Pages | : 399 |
Release | : |
Genre | : |
ISBN | : 3031615891 |
Author | : Markus Konrad Brunnermeier |
Publisher | : Oxford University Press, USA |
Total Pages | : 264 |
Release | : 2001 |
Genre | : Business & Economics |
ISBN | : 9780198296980 |
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.
Author | : Thorsten Hens |
Publisher | : Elsevier |
Total Pages | : 607 |
Release | : 2009-06-12 |
Genre | : Business & Economics |
ISBN | : 0080921434 |
The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. Explains the market dynamics of asset prices, offering insights about asset management approaches Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics
Author | : Ratih Hurriyati |
Publisher | : Springer Nature |
Total Pages | : 1331 |
Release | : 2024 |
Genre | : |
ISBN | : 946463443X |
Author | : Dr. Othmar M. Lehner |
Publisher | : ACRN Publishing House |
Total Pages | : 575 |
Release | : 2014-03-06 |
Genre | : Business & Economics |
ISBN | : 3950351817 |
Proceedings of the 14th FRAP Finance, Risk and Accounting Perspectives conference taking place in Cambridge UK.
Author | : Wing-Keung Wong |
Publisher | : MDPI |
Total Pages | : 382 |
Release | : 2020-12-15 |
Genre | : Business & Economics |
ISBN | : 3039365312 |
The topics studied in this Special Issue include a wide range of areas in finance, economics, tourism, management, marketing, and education. The topics in finance include stock market, volatility and excess returns, REIT, warrant and options, herding behavior and trading strategy, supply finance, and corporate finance. The topics in economics including economic growth, income poverty, and political economics.
Author | : Sushil Bikhchandani |
Publisher | : |
Total Pages | : 38 |
Release | : 2000 |
Genre | : Capital market |
ISBN | : |
Author | : |
Publisher | : International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies |
Total Pages | : |
Release | : |
Genre | : Technology & Engineering |
ISBN | : |
International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies publishes a wide spectrum of research and technical articles as well as reviews, experiments, experiences, modelings, simulations, designs, and innovations from engineering, sciences, life sciences, and related disciplines as well as interdisciplinary/cross-disciplinary/multidisciplinary subjects. Original work is required. Article submitted must not be under consideration of other publishers for publications.
Author | : Stefan Nagel |
Publisher | : Princeton University Press |
Total Pages | : 156 |
Release | : 2021-05-11 |
Genre | : Business & Economics |
ISBN | : 0691218706 |
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.