Gotowa bibliografia na temat „Stocks Rate of return Mathematical models”
Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych
Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Stocks Rate of return Mathematical models”.
Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.
Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.
Artykuły w czasopismach na temat "Stocks Rate of return Mathematical models"
Oygur, Tunc, i Gazanfer Unal. "Evidence of Large Fluctuations of Stock Return and Financial Crises from Turkey: Using Wavelet Coherency and Varma Modeling to Forecast Stock Return". Fluctuation and Noise Letters 16, nr 02 (25.05.2017): 1750020. http://dx.doi.org/10.1142/s0219477517500201.
Pełny tekst źródłaLioui, Abraham, i Paulo Maio. "Interest Rate Risk and the Cross Section of Stock Returns". Journal of Financial and Quantitative Analysis 49, nr 2 (10.03.2014): 483–511. http://dx.doi.org/10.1017/s0022109014000131.
Pełny tekst źródłaŠkrinjarić, Tihana, i Boško Šego. "Using Grey Incidence Analysis Approach in Portfolio Selection". International Journal of Financial Studies 7, nr 1 (23.12.2018): 1. http://dx.doi.org/10.3390/ijfs7010001.
Pełny tekst źródłaLee, Cheng-Wen, i Dolgion Gankhuyag. "Portfolio Optimization in Post Financial Crisis of 2008-2009 in the Mongolian Stock Exchange". Jurnal METRIS 21, nr 01 (1.06.2020): 47–58. http://dx.doi.org/10.25170/metris.v21i01.2432.
Pełny tekst źródłaHatem, Ben Said. "How Can We Measure Stock Market Returns? An International Comparison". International Business Research 10, nr 5 (24.04.2017): 121. http://dx.doi.org/10.5539/ibr.v10n5p121.
Pełny tekst źródłaYuan, Man. "Mathematical Analysis Method for Stock Market Using MA and KDJ Indicator". Asian Business Research 4, nr 2 (6.06.2019): 21. http://dx.doi.org/10.20849/abr.v4i2.618.
Pełny tekst źródłaShin, Dong Hoon. "Optimal Pairs Trading Strategy under Geometric Brownian Motion and its Application to the US stocks". International Journal for Innovation Education and Research 9, nr 5 (1.05.2021): 550–60. http://dx.doi.org/10.31686/ijier.vol9.iss5.3125.
Pełny tekst źródłaNeilson, E. T., D. A. MacLean, P. A. Arp, F. R. Meng, C. P.-A. Bourque i J. S. Bhatti. "Modeling carbon sequestration with CO2Fix and a timber supply model for use in forest management planning". Canadian Journal of Soil Science 86, Special Issue (1.03.2006): 219–33. http://dx.doi.org/10.4141/s05-081.
Pełny tekst źródłaSetyawati, Ni Putu Eka Cahya, i Gede Merta Sudiartha. "PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL MARKOWITZ". E-Jurnal Manajemen Universitas Udayana 8, nr 7 (10.03.2019): 4213. http://dx.doi.org/10.24843/ejmunud.2019.v08.i07.p08.
Pełny tekst źródłaQudratullah, Mohammad Farhan. "Treynor Ratio to Measure Islamic Stock Performance in Indonesia". Jurnal Fourier 8, nr 1 (30.04.2019): 1–13. http://dx.doi.org/10.14421/fourier.2019.81.1-13.
Pełny tekst źródłaRozprawy doktorskie na temat "Stocks Rate of return Mathematical models"
Luo, Yan, i 罗妍. "Three essays on noise and institutional trading". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B44549246.
Pełny tekst źródłaEmeny, Matthew. "The book-to-market effect and the behaviour of stock returns in the Australian equity market". Title page, contents and abstract only, 1998. http://web4.library.adelaide.edu.au/theses/09ECM/09ecme533.pdf.
Pełny tekst źródłaWong, Po-shing. "Some mixture models for the joint distribution of stock's return and trading volume /". [Hong Kong] : University of Hong Kong, 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13009485.
Pełny tekst źródłaVan, Wyk Tyrone. "The relationships between the price-earnings ratio and selected risk and return and valuation models". Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53156.
Pełny tekst źródłaENGLISH ABSTRACT: The price-earnings ratio is one of a series of benchmarks developed after the Great Depression, to measure the fair value of shares on a relative basis. It originated from the idea that investors buy the earnings of a company and that the price-earnings ratio provides a consensus indication of the future growth potential of a company. Therefore, the price-earnings ratio is a rating of a company's future profitability. The price-earnings ratio developed, over the years, firstly, into an indicator of the relative risk associated with a company as the market anomalies associated with the ratio were investigated and clarified, and the theoretical background of the ratio integrated with the portfolio theory. It is now clear that the price-earnings ratio can be a useful indicator of the risk associated with an investment and the uncertainty associated with the duration of the growth phase of a company. Secondly, the price-earnings ratio is also a growth and valuation model with a theoretical background that can be linked to popular dividend discount models and the growth opportunities approach to investment valuation. With the use of the price-earnings ratio it is easy to visualise the relative profitability and the total investment required to raise a company's rating of future profitability. This simplicity allows one the opportunity to evaluate the reasonableness and likelihood of the investment reaching its projected potential profit targets. Lastly, as a result of accounting changes and the different accounting rules in force today, the price-earnings ratio also assists in the identification and elimination of the effects of accounting on investment decisions. It is apparent that the price-earnings ratio possesses the capabilities to assist investors significantly with the analysis of investment opportunities.
AFRIKAANSE OPSOMMING: Die prys-verdienste verhouding is een van 'n reeks relatiewe maatstawwe ontwikkel na die Groot Depressie om die redelike waarde van aandele te bepaal. Dit is gebaseer op die idee dat beleggers die winste van 'n maatskappy koop en dat die prys-verdienste verhouding 'n konsensus aanduiding verskaf van die toekomstige groeipotensiaal van 'n maatskappy. As gevolg hiervan is die prys-verdienste verhouding 'n aanduiding van die relatiewe toekomstige winsgewendheid van 'n maatskappy. Die prys-verdienste verhouding het oor die jare ontwikkel, eerstens as 'n aanwyser van die relatiewe risiko verbonde aan 'n maatskappy soos abnormaliteite wat daaraan verwant is ondersoek en verklaar is, en die teorieë onderliggend aan die verhouding ontwikkel het saam met die portefeulje teorie. Dit is nou duidelik dat die prys-verdienste verhouding 'n bruikbare aanduider is van die risiko wat geassosieer word met 'n belegging en die onsekerheid wat gepaard gaan met die duur van die groeifase van 'n maatskappy. Tweedens is die prys-verdienste verhouding ook 'n waardasie- en groeimodel met 'n teoretiese agtergrond wat verband hou met die populêre dividend verdiskonteringsmodelle en die groeigeleenthede-benadering tot waardasie. Met die gebruik van die prys-verdienste verhouding is dit maklik om die relatiewe winsgewendheid en die totale belegging wat benodig word om die waarde van die relatiewe winsgewendheid van 'n maatskappy te verhoog, tevisualiseer. Hierdie eenvoud verskaf die geleentheid om die redelikheid en die waarskynlikheid van 'n belegging om sy voorsiene winsgewendheidsdoelwitte te bereik, te evalueer. Laastens, as 'n resultaat van die rekeningkundige veranderinge, en die verskillende rekeningundige reëls huidiglik van toepassing in die wêreld, help die prys-verdienste verhouding ook met die identifikasie en die eliminasie van rekeningkundige komplikasies op beleggingsbesluite. Dit is duidelik dat die prys-verdienste verhouding die vermoë het om die belegger by te staan met die ontleding van beleggingsgeleenthede.
Xu, Jin, i 徐瑾. "Distress risk and value premium: evidence from Japan". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40203682.
Pełny tekst źródłaLin, Gang. "Nesting regime-switching GARCH models and stock market volatility, returns and the business cycle /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906497.
Pełny tekst źródłaKing, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets". Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.
Pełny tekst źródłaFratus, Brian J. "Rational asset pricing : book-to-market equity as a proxy for risk in utility stocks /". Thesis, This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-11242009-020322/.
Pełny tekst źródłaWong, Po-shing, i 黃寶誠. "Some mixture models for the joint distribution of stock's return and trading volume". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31210065.
Pełny tekst źródłaWagenaar, Elmien. "A mathematical approach to financial allocation strategies". Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52648.
Pełny tekst źródłaKsiążki na temat "Stocks Rate of return Mathematical models"
Flood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, MA: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaFlood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, Mass: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaKandel, Shmuel. Portfolio inefficiency and the cross-section of expected returns. Cambridge, MA: National Bureau of Economic Research, 1994.
Znajdź pełny tekst źródłaCampbell, John Y. Understanding risk and return. Cambridge, MA: National Bureau of Economic Research, 1993.
Znajdź pełny tekst źródłaKandel, Shmuel. On the predictability of stock returns: An asset-allocation perspective. Cambridge, MA: National Bureau of Economic Research, 1995.
Znajdź pełny tekst źródłaCochrane, John H. Volatility tests and efficient markets: A review essay. Cambridge, MA: National Bureau of Economic Research, 1991.
Znajdź pełny tekst źródłaCecchetti, Stephen G. The equity premium and the risk free rate: Matching the moments. Cambridge, MA: National Bureau of Economic Research, 1991.
Znajdź pełny tekst źródłaFerson, Wayne E. Weak and semi-strong form stock return predictability revisited. Cambridge, Mass: National Bureau of Economic Research, 2005.
Znajdź pełny tekst źródłaFerson, Wayne E. Weak and semi-strong form stock return predictability, revisited. Cambridge, MA: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaFerson, Wayne E. Weak and semi-strong form stock return predictability, revisited. Cambridge, Mass: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaCzęści książek na temat "Stocks Rate of return Mathematical models"
Melicherčík, Igor, i Daniel Ševčovič. "Dynamic model of pension savings management with stochastic interest rates and stock returns". W Mathematical and Statistical Methods for Actuarial Sciences and Finance, 295–303. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_35.
Pełny tekst źródłaNauss, Robert M. "Incorporating the Concept of Internal Rate of Return in Linear and Integer Programming Models". W Algorithms and Model Formulations in Mathematical Programming, 169. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-83724-1_23.
Pełny tekst źródłaChen, Hong-Yi, Cheng Few Lee i Tzu Tai. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach". W Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, 1345–97. WORLD SCIENTIFIC, 2020. http://dx.doi.org/10.1142/9789811202391_0035.
Pełny tekst źródła