Zobrazeno 1 - 10
of 25
pro vyhledávání: '"oceňování aktiv"'
Autor:
Chavchanidze, Giorgi
Cognitive Limitations and Behavioral Biases In The Asset Pricing Context MAER Thesis Asbtract Giorgi Chavchanidze I incorporate behavioral and bounded rationality elements into a single asset-pricing frame- work by setting up a two-period consumption
Externí odkaz:
http://www.nusl.cz/ntk/nusl-453022
Autor:
Spousta, Radek
This thesis study two promising methods used to define the multiscale CAPM - the wavelet-based decomposition and the fractal regression. Their estimates, obtained on monthly excess return on ten portfolios formed on beta in the US market, are compare
Externí odkaz:
http://www.nusl.cz/ntk/nusl-452563
Autor:
Chalupová, Karolína
Can Machines Explain Stock Returns? Thesis Abstract Karolína Chalupová January 5, 2021 Recent research shows that neural networks predict stock returns better than any other model. The networks' mathematically complicated nature is both their advan
Externí odkaz:
http://www.nusl.cz/ntk/nusl-437990
Autor:
Spousta, Radek
This thesis study two promising methods used to define the multiscale CAPM - the wavelet-based decomposition and the fractal regression. Their estimates, obtained on monthly excess return on ten portfolios formed on beta in the US market, are compare
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::36b18fe65af18c2da56f9bc064b429ec
http://www.nusl.cz/ntk/nusl-452563
http://www.nusl.cz/ntk/nusl-452563
Autor:
Chalupová, Karolína
Can Machines Explain Stock Returns? Thesis Abstract Karolína Chalupová January 5, 2021 Recent research shows that neural networks predict stock returns better than any other model. The networks' mathematically complicated nature is both their advan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::153581e41c4cd5840b3987f0d333be5b
http://www.nusl.cz/ntk/nusl-500049
http://www.nusl.cz/ntk/nusl-500049