股指期货避险比率与效率研究 PDF Download
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Author: 廉鹏著
Publisher: BEIJING BOOK CO. INC.
ISBN:
Category : Law
Languages : en
Pages : 246
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Book Description
本书分为绪论、全球股指期货的发展历史与现状、文献综述、研究方法和样本选择、数据检验等七章，具体内容包括：股指期货推出的背景与特征、股指期货保值避险机制、各国股指期货相关制度保障、中国股指期货市场的发展历程和现状等。
Author: 廉鹏著
Publisher: BEIJING BOOK CO. INC.
ISBN:
Category : Law
Languages : en
Pages : 246
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Book Description
本书分为绪论、全球股指期货的发展历史与现状、文献综述、研究方法和样本选择、数据检验等七章，具体内容包括：股指期货推出的背景与特征、股指期货保值避险机制、各国股指期货相关制度保障、中国股指期货市场的发展历程和现状等。
Author: Charles M.S. Sutcliffe
Publisher: Routledge
ISBN: 1351148559
Category : Business & Economics
Languages : en
Pages : 534
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Book Description
The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Author: Dr Saif Siddiqui
Publisher: Dr Saif Siddiqui
ISBN: 8192233146
Category : Education
Languages : en
Pages : 845
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Book Description
Edited Conference Proceedings Volume I
Author: Jean-Paul Chavas
Publisher: University of Chicago Press
ISBN: 022612892X
Category : Business & Economics
Languages : en
Pages : 394
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Book Description
"The conference was organized by the three editors of this book and took place on August 15-16, 2012 in Seattle."--Preface.
Author: Dr. T. Peddanna
Publisher: Readworthy
ISBN: 9388121392
Category : Business & Economics
Languages : en
Pages : 154
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Book Description
"Generally, the fund managers prefer to include Nifty-listed securities in their portfolio, because they are the leading stocks of the nation, using these companies constructed 11 sectors of stock indices. On the whole, the analysis of 12-year data starting from April 2002 to March 2014 established two phases of sectoral indices of Nifty; they are pre and post-recession periods in the light of sub-prime financial crisis that cropped up across the globe during 2008-09. As this study revealed sector-wise return exposure under different economic conditions, it helps investors to diversify their funds to various sectors which give average return to their portfolios and at lower risk element. However, this study is helped in understanding the risk-return relationship between different sectors of Nifty, as well as ARCH and GARCH models to estimate the volatility in the near future in great detail. The direction of the Nifty index is mainly determined by a few sectors in the long run like Bank, Pharma and Capital Goods indices. Finally, this study is enabled the investors to understand the risk and returns of sectoral indices of Nifty to make effective portfolio decisions under different economic conditions to sustain the portfolio with the same objectives till its tenure. This book is useful for Portfolio Managers, Fund Managers, Investment Managers and Policy makers, Academicians, Research scholars; Post graduate students and other commerce and Management students those working on Returns and volatility of stock market indices and securities."
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 556
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Book Description
Author: G. Constantinides
Publisher: Elsevier
ISBN: 9780444513632
Category : Business & Economics
Languages : en
Pages : 698
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Book Description
Arbitrage, State Prices and Portfolio Theory / Philip h. Dybvig and Stephen a. Ross / - Intertemporal Asset Pricing Theory / Darrell Duffle / - Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance / Wayne E. Ferson / - Consumption-Based Asset Pricing / John y Campbell / - The Equity Premium in Retrospect / Rainish Mehra and Edward c. Prescott / - Anomalies and Market Efficiency / William Schwert / - Are Financial Assets Priced Locally or Globally? / G. Andrew Karolyi and Rene M. Stuli / - Microstructure and Asset Pricing / David Easley and Maureen O'hara / - A Survey of Behavioral Finance / Nicholas Barberis and Richard Thaler / - Derivatives / Robert E. Whaley / - Fixed-Income Pricing / Qiang Dai and Kenneth J. Singleton.
Author: M. Agarwal
Publisher: Springer
ISBN: 1137359927
Category : Business & Economics
Languages : en
Pages : 258
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Book Description
This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.
Author: Cheng-Few Lee
Publisher: Elsevier
ISBN: 0080543979
Category : Social Science
Languages : en
Pages : 345
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Book Description
This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.
Author: M. Costantino
Publisher: WIT Press
ISBN: 1845641744
Category : Business & Economics
Languages : en
Pages : 449
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Book Description
Featuring papers from the Second International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of topics such as risk management, derivatives pricing, credit risk, trading strategies, portfolio management and asset allocation, and market analysis.
