Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

De scriptie beschrijft veranderingen in het spaar- en beleggingsgedrag van particulieren ten gevolge van de economische crisis. Hierbij wordt een optimale portefeuille samengesteld die zal bestaan uit een percentage risicovrije financiële activa en een percentage risicovolle financiële activa.Deze optimale portefeuille wordt gezocht aan de hand van de optimale portefeuille theorie.Verder worden de statistische bevindingen vergeleken met een enquête gehouden door de Nationale Bank van België. Deze bevindingen zullen grotendeels overeenkomen.In deze scriptie worden dus vermogensverschuivingen van particulieren beschreven.

Optimale portefeuille. --- Risicoaversie. --- Risicovolle financiële activa. --- Risicovrije financiële activa. --- S180-economie. --- Spaar en beleggingsgedrag. --- T170-elektronica. --- T191-hoogfrequentietechniek. --- Vermogensverschuivingen.

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Corporate finance --- Finance --- -AA / International- internationaal --- 305.91 --- 51 --- 657.02 --- 332.0151 --- Funding --- Funds --- Economics --- Currency question --- Mathematical models --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Wiskunde --- Handelsrekenen. Financiële algebra. Actuariële wiskunde. Aflossingstabellen --- -Mathematical models

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Banques --- Gestion --- Marketing. --- Comptabilité. --- FR / France - Frankrijk --- 333.100 --- 333.139.2 --- 333.101 --- 333.53 --- 657.42 --- 333.106 --- 650 --- 333.109 --- Algemeenheden. Theorie en principes van de bankorganisatie en -techniek. --- Bankcontrole en -reglementering. Reglementering van het bankberoep. --- Banksysteem en bankstelsel. --- Financiële activa en passiva. --- Financiële boekhouding van banken en verzekeringen. --- Kost, rendabiliteit en concurrentie in de banken. --- Theorieën en grondbeginselen. Management. --- Veiligheid. Bankovervallen. Bankrisico's. --- Algemeenheden. Theorie en principes van de bankorganisatie en -techniek --- Bankcontrole en -reglementering. Reglementering van het bankberoep --- Banksysteem en bankstelsel --- Financiële activa en passiva --- Financiële boekhouding van banken en verzekeringen --- Kost, rendabiliteit en concurrentie in de banken --- Theorieën en grondbeginselen. Management --- Veiligheid. Bankovervallen. Bankrisico's

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.

Finance --- Quantitative research --- Research --- Mathematical models --- Finance. --- Funding --- Funds --- Economics --- Currency question --- E-books --- -Finance --- -Quantitative research --- 339.42 --- 305.92 --- 305.976 --- 305.91 --- 305.7 --- AA / International- internationaal --- 332.0151 --- Data analysis (Quantitative research) --- Exploratory data analysis (Quantitative research) --- Quantitative analysis (Research) --- Quantitative methods (Research) --- Financiële analyse. --- Econometrie van de internationale handel. Handelsbalans, betalingsbalans. Wissel. --- Algoritmen. Optimisatie. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Financiële analyse --- Econometrie van de internationale handel. Handelsbalans, betalingsbalans. Wissel --- Algoritmen. Optimisatie --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Finance - Research --- Finance - Mathematical models

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Asset pricing theory abounds with elegant mathematical models. The logic is so compelling that the models are widely used in policy, from banking, investments, and corporate finance to government. To what extent, however, can these models predict what actually happens in financial markets? In The Paradox of Asset Pricing, a leading financial researcher argues forcefully that the empirical record is weak at best. Peter Bossaerts undertakes the most thorough, technically sound investigation in many years into the scientific character of the pricing of financial assets. He probes this conundrum by modeling a decidedly volatile phenomenon that, he says, the world of finance has forgotten in its enthusiasm for the efficient markets hypothesis--speculation. Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption--that markets are efficient processors of information, that risk is a knowable quantity, and so on--can be relaxed substantially while retaining core elements of the existing methodology. The new approach brings novel insights to old data. As for the second problem, he proposes that asset pricing theory be studied through experiments in which subjects trade purposely designed assets for real money. This book will be welcomed by finance scholars and all those math--and statistics-minded readers interested in knowing whether there is science beyond the mathematics of finance. This book provided the foundation for subsequent journal articles that won two prestigious awards: the 2003 Journal of Financial Markets Best Paper Award and the 2004 Goldman Sachs Asset Management Best Research Paper for the Review of Finance.

Market theory, Efficient --- Capital assets pricing model --- Efficient market theory --- Securities --- E-books --- 332.6 --- 305.91 --- AA / International- internationaal --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Portfolio --- Scrip --- Securities law --- Underwriting --- Investments --- Investment banking --- Capital market --- Stock exchanges --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Law and legislation --- Mathematical models --- Capital assets pricing model. --- Efficient market theory. --- Securities.