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Book
Asset Pricing, Investment, and Trading Strategies
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Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

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 trading or hedging; getting portfolios from fixed incomes or bonds, stocks, and other assets; evaluating diverse portfolios; determining macroeconomic variables affecting market prices; calculating option prices; and incorporating features such as mean reversion and volatility, etc. They can also be applied in financial forecast for assets, portfolios, business projects.Understanding, modeling, and using various asset pricing models, investment models, and models for different trading strategies is paramount in many different areas of finance and investment, including banking, stocks, bonds, currencies, and related financial derivatives. Different asset pricing models, investment models, and models for different trading strategies also allow us to compare the performances of different variables through the analysis of empirical real-world data.This Special Issue on "Asset Pricing, Investment, and Trading Strategies” will be devoted to advancements in the theoretical development of various asset pricing models, investment models, and models for different trading strategies as well as to their applications.The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the development and analysis of various asset pricing models, investment models, and models for different trading strategies in finance and cognate disciplines.

Keywords

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 --- 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


Book
Asset Pricing, Investment, and Trading Strategies
Author:
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Bookmark

Abstract

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 trading or hedging; getting portfolios from fixed incomes or bonds, stocks, and other assets; evaluating diverse portfolios; determining macroeconomic variables affecting market prices; calculating option prices; and incorporating features such as mean reversion and volatility, etc. They can also be applied in financial forecast for assets, portfolios, business projects.Understanding, modeling, and using various asset pricing models, investment models, and models for different trading strategies is paramount in many different areas of finance and investment, including banking, stocks, bonds, currencies, and related financial derivatives. Different asset pricing models, investment models, and models for different trading strategies also allow us to compare the performances of different variables through the analysis of empirical real-world data.This Special Issue on "Asset Pricing, Investment, and Trading Strategies” will be devoted to advancements in the theoretical development of various asset pricing models, investment models, and models for different trading strategies as well as to their applications.The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the development and analysis of various asset pricing models, investment models, and models for different trading strategies in finance and cognate disciplines.


Book
Sexuality & gender politics in Mozambique
Author:
ISBN: 9781847010353 1847010350 9781847010872 1847010873 9781846159978 9786613932945 1846159970 1283620499 Year: 2011 Publisher: Suffolk Boydell & Brewer

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Abstract

Winner of the 2012 gender research award KRAKA-prisen. This book is about gender politics in Mozambique over three decades from 1975 to 2005. The book is also about different ways of understanding gender and sexuality. Gender policies from Portuguese colonialism, through Frelimo socialism to later neo-liberal economic regimes share certain basic assumptions about men, women and gender relations. But to what extent do such assumptions fit the ways in which rural Mozambican men and women see themselves? A major line of argument in the book is that gender relations should be investigated, not assumed, and that policies not matching people's lives are not likely to succeed. The empirical data, on which the argument is based, are first a unique body of data material collected 1982-1984 by the national women's organization, the OMM [when the author was employed as a sociologist in the organization] and secondly data resulting from more recent fieldwork in northern Mozambique. Importantly inspired by African post-colonial feminist lines of thinking, the book engages in a project of re-mapping and re-interpreting 'culture and tradition'. In this context, the book investigates in particular matriliny [c. 40% of Mozambique's population live under conditions of matriliny] and female initiation. The findings open new avenues for gender politics, and for re-thinking sexuality and gender - in Africa and beyond. Signe Arnfred is Associate Professor, Dept of Society & Globalization, and Centre for Gender, Power & Diversity, Roskilde University.

Keywords

Sex role --- Sex discrimination --- Women --- Gender identity --- Equality --- Identity (Psychology) --- #SBIB:39A73 --- #SBIB:39A11 --- #SBIB:316.346H20 --- Egalitarianism --- Inequality --- Social equality --- Social inequality --- Political science --- Sociology --- Democracy --- Liberty --- Sex identity (Gender identity) --- Sexual identity (Gender identity) --- Sex (Psychology) --- Queer theory --- Discrimination, Sexual --- Gender discrimination --- Sexual discrimination --- Discrimination --- Sexism --- Gender mainstreaming --- Gender role --- Sex differences (Psychology) --- Social role --- Gender expression --- Political aspects --- Social conditions. --- Social aspects --- Social aspects. --- Etnografie: Afrika --- Antropologie : socio-politieke structuren en relaties --- Positie van de vrouw in de samenleving: algemeen --- Femmes --- Rôle selon le sexe --- Identité sexuelle --- Social conditions --- Conditions sociales --- Aspect politique --- Political aspects. --- Gender roles --- Gendered role --- Gendered roles --- Role, Gender --- Role, Gendered --- Role, Sex --- Roles, Gender --- Roles, Gendered --- Roles, Sex --- Sex roles --- Gender dysphoria --- African Feminism. --- African post-colonial feminism. --- Culture and Tradition. --- Female Initiation. --- Food Security. --- Frelimo socialism. --- Gender Politics. --- Gender Relations. --- Gender politics. --- Matriliny. --- Mozambique. --- Portuguese colonialism. --- Post-Colonial Feminism. --- Signe Arnfred. --- Social Relations. --- Women in War. --- culture. --- female initiation. --- gender relations. --- matriliny. --- neo-liberal economic regimes. --- rural Mozambican. --- sexuality. --- tradition.

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