Programação dinâmica aplicada a finanças
Production, 1997 Este artigo mostra a aplicação da programação dinâmica estocástica e o seu uso em Finanças. Um dos objetivos mais usuais da teoria financeira é determinar a trajetória ou caminho ótimo para determinada variável.
Tara Keshar Nanda Baídya +1 more
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Arbitrage Pricing Theory and its relevance in modelling market
, 2022 Anuradha Yadav, Pooja Srikanth Hegde
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Jurnal Keuangan dan Perbankan, 2017 Investing in the stock market is one option for investors. Investment in ordinary shares was classified as longterminvestments to be able to provide added value and the risk for fixed income.
Mathius Tandiontong, Rusdin Rusdin
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Formation of Prices of Options on the WIG 20 Index in Light of the Arbitrage Pricing Theory [PDF]
, 2016 Ryszard Węgrzyn
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Penerapan Model CAPM dan Arbitrage Pricing Theory dalam Menghitung Return Indeks Saham IDX30
, 2023 Suciana Fratama, Eti Kurniati
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Macroeconomic identification of the priced APT factors on the Johannesburg Stock Exchange
South African Journal of Business Management, 1996 Employing prespecified macroeconomic variables as potential priced factors, the Arbitrage Pricing Theory (APT) may be modelled as a non-linear seemingly unrelated regression with across equation restrictions.
Paul Van Rensburg
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Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange [PDF]
, 2019 Rogelio Ladrón de Guevara Cortés +2 more
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On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
, 2023 Koichiro Moriya, Akihiko Noda
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Estudio de un portafolio en la frontera de media-desviación estándar no observable
Análisis Económico, 2005 En este artículo se demuestra que si un portafolio p está en la frontera generada por N instrumentos financieros, entonces el portafolio p está en la frontera generada por cualquier subconjunto de M (M < N) de los N instrumentos financieros y el mismo ...
Eneas A. Caldiño García
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Revista Finanzas y Política Económica, 2021 This paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis and Neural Networks Principal Component Analysis, which are used as techniques for ...
Rogelio +2 more
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