Volkswirtschaft

»Asset Pricing«

Eine schlagwortbasierte Auswahl unserer Fachbücher

 

Essays on Micromotives and Macrobehavior, Expectation Formation, and Asset Price Dynamics (Doktorarbeit)

Essays on Micromotives and Macrobehavior, Expectation Formation, and Asset Price Dynamics

Schriftenreihe volkswirtschaftliche Forschungsergebnisse

Hamburg 2013, ISBN 978-3-8300-6886-0

This work collects the author’s recent investigations in interactions-based approaches in economics and finance that he undertook as a doctoral candidate in the program ‘‘Quantitative Economics‘‘ at the University of Kiel, Germany. The study is arranged in three parts and it contains seven chapters. The idea of the first part, a [...]

Aggregation, Asset Pricing, Estimation of Diffusions, Expectation Formation, Finanzmathematik, Fokker-Planck Equation, Macrobehavior, Micro Motives, Opinion Dynamics, Ordinary Differential Equations, Quantitative Soziologie, Segregation, Stochastic Differential Equations, Stochastic Differential Games, Volkswirtschaftslehre

Trennlinie

Saving Based Asset Pricing Models (Dissertation)

Saving Based Asset Pricing Models

A Contribution to the Solution of the Equity Premium Puzzle

Schriftenreihe volkswirtschaftliche Forschungsergebnisse

Hamburg 2012, ISBN 978-3-8300-6147-2

Although the Consumption Based Asset Pricing Model (1) (CCAPM) is appealing not least thanks to its simplicity, its empirical test results are poor. If linearized, the model gives support to two of the most studied problems in financial theory: the Risk Free Rate Puzzle (2) and the Equity Premium Puzzle (3), meaning [...]

Consumption Based Asset Pricing Model (CCAPM), Equity Premium Puzzle, Finanzen, GMM Weak Instruments, Human Capital, Investor‘s Behavior, Risk Aversion, Saving Based Asset Pricing Model (SCAPM), Stock Market, Volkswirtschaftslehre, Wealth Growth

Trennlinie

Stock Markets and Real-Time Macroeconomic Data (Dissertation)

Stock Markets and Real-Time Macroeconomic Data

Schriftenreihe volkswirtschaftliche Forschungsergebnisse

Hamburg 2007, ISBN 978-3-8300-3239-7

It has been common practice in empirical studies to use revised macroeconomic data that are available to a researcher ex post for the analysis of historical time series. This practice, however, does not take into account that macroeconomic data are revised over time and that theses revisions can be substantial. Results of empirical [...]

Evaluation of forecasting accuracy, Performance of investment strategies, Predictability of stock market volatility, Predictability of stock returns, Production-based asset-pricing model, Real-time macroeconomic data, Stock Markets, Volkswirtschaftslehre

Trennlinie
 

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Eine Auswahl unserer Fachbücher.