Asset Pricing, Investment, and Trading Strategies

Asset Pricing, Investment, and Trading Strategies

Asset pricing, investment, and trading strategies are very important in finance. They are useful in various situations, for example, supporting the decision-making process of choosing investments; determining the asset-specific required rate of return on the investment; pricing derivatives for tradi...

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Bibliographic Details
Format: eBook
Language:English
Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:
Development economics and emerging economies
agricultural commodity future prices
ARDL
backwardation
capitalization
competitiveness
correlogram
dependence
economic regimes
extreme value
GMM
growth
high-frequency data
integrated volatility
investment
jumps identification
market efficiency
market liquidity
momentum strategy
Newton-optimal method
NON-stationary Extreme Value Analysis (NEVA)
nonlinearity
predictability
quantile
realized volatility
risk-taking behavior
sovereign bonds
spillover
state ownership
stock exchange
sustainability
swap variance
systematic trading
trade-offs
trading strategy
transport operations
turnover
value traded
Vietnam
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Internet

Open Access: DOAB: description of the publication
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