Results 91 to 100 of about 502,438 (221)

Multiple Subordinated Modeling of Asset Returns [PDF]

arXiv, 2019
Subordination is an often used stochastic process in modeling asset prices. Subordinated Levy price processes and local volatility price processes are now the main tools in modern dynamic asset pricing theory. In this paper, we introduce the theory of multiple internally embedded financial time-clocks motivated by behavioral finance.
arxiv  

Enforcing asymptotic behavior with DNNs for approximation and regression in finance [PDF]

arXiv
We propose a simple methodology to approximate functions with given asymptotic behavior by specifically constructed terms and an unconstrained deep neural network (DNN). The methodology we describe extends to various asymptotic behaviors and multiple dimensions and is easy to implement. In this work we demonstrate it for linear asymptotic behavior in
arxiv  

Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison [PDF]

arXiv, 2013
Herd behavior is an important economic phenomenon, especially in the context of the recent financial crises. In this paper, herd behavior in global stock markets is investigated with a focus on intercontinental comparison. Since most existing herd behavior indices do not provide a comparative method, we propose a new herd behavior index and demonstrate
arxiv  

Die Anwendbarkeit der Behavioral Finance im Devisenmarkt [PDF]

, 2004
Behavioral finance theory is used for the foreign exchange market to show, that the profit of a typical trader is mainly due to the higher number of correct positions.
Heidorn, Thomas, Siragusano, Tindaro
core  

The mediating effect of entrepreneurs’ competency on the relationship between Bank finance and performance of micro, small, and medium enterprises (MSMEs)

European Research on Management and Business Economics, 2020
Entrepreneurial competencies are capabilities that the business mind people possess to create a new business idea or improve the existing one. Though the direct effect of entrepreneurs’ competence on the performance of MSMEs was relatively researched ...
Amare Abawa Esubalew, A. Raghurama
doaj  

Dynamics of a financial market index after a crash [PDF]

arXiv, 2002
We discuss the statistical properties of index returns in a financial market just after a major market crash. The observed non-stationary behavior of index returns is characterized in terms of the exceedances over a given threshold. This characterization is analogous to the Omori law originally observed in geophysics.
arxiv  

Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices [PDF]

arXiv, 2010
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior of stocks, and show that stock prices for 24 DJIA stocks follow a stochastic process that describes an efficiently priced stock while using a volatility ...
arxiv  

Beklenen fayda ve beklenti teorileri baglaminda geleneksel finans : davranissal finans ayrimi [PDF]

, 2016
Traditional finance has developed based on two fundamental assumptions, including the expected utility theory and rational choice or decision. However, this hypothesis has been criticized heavily by put forward that are not realistic enough. The basis of
Tekin, Bilgehan
core  

Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models [PDF]

, 2005
Glenn D. Rudebusch, Tao Wu
openalex   +1 more source

Unveiling the enigma of behavioral finance

RAE: Revista de Administração de Empresas, 2017
BEHAVIORAL FINANCE AND WEALTH MANAGEMENT: How to build optimal portfolios that account for investor Biases Michael M. Pompian. Hoboken, USA: Wiley Finance Editions, 2011, 336p.
Israel José dos Santos Felipe
doaj