Asset Pricing, Investment, and Trading Strategies

• Otros Autores: Wong, Wing-Keung (Editor)
• Formato: Electrónico Capítulo de libro
• Lenguaje: inglés
• Publicado: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
• Materias: Development economics & emerging economies; quantile; correlogram; dependence; predictability; market efficiency; state ownership; risk-taking behavior; investment; Vietnam; GMM; nonlinearity; trading strategy; trade-offs; transport operations; competitiveness; sustainability; growth; ARDL; stock exchange; capitalization; turnover; value traded; agricultural commodity future prices; extreme value; NON-stationary Extreme Value Analysis (NEVA); Newton-optimal method; high-frequency data; market liquidity; sovereign bonds; spillover; backwardation; economic regimes; momentum strategy; systematic trading; jumps identification; swap variance; integrated volatility; realized volatility
• Acceso en línea: DOAB: download the publication; DOAB: description of the publication

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...