New Facets of Economic Complexity in Modern Financial Markets
Herausgeber: Kyrtsou, Catherine; Adcock, Chris; Sornette, Didier
New Facets of Economic Complexity in Modern Financial Markets
Herausgeber: Kyrtsou, Catherine; Adcock, Chris; Sornette, Didier
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The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. This book was originally published as a special issue of The European Journal of Finance.
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The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. This book was originally published as a special issue of The European Journal of Finance.
Produktdetails
- Produktdetails
- Verlag: Taylor & Francis
- Seitenzahl: 272
- Erscheinungstermin: 18. Dezember 2020
- Englisch
- Abmessung: 246mm x 189mm x 15mm
- Gewicht: 494g
- ISBN-13: 9780367671099
- ISBN-10: 0367671093
- Artikelnr.: 59992117
- Verlag: Taylor & Francis
- Seitenzahl: 272
- Erscheinungstermin: 18. Dezember 2020
- Englisch
- Abmessung: 246mm x 189mm x 15mm
- Gewicht: 494g
- ISBN-13: 9780367671099
- ISBN-10: 0367671093
- Artikelnr.: 59992117
Catherine Kyrtsou is Professor of MacroFinance in the Department of Economics at the University of Macedonia, Greece and is associated with EconomiX, University of Paris Nanterre. She is also Deputy Director of CAC at the IXXI Institut Rhône-Alpin des Systèmes Complexes in Lyon, France. Her research focuses on money and capital markets, investors' behaviour, financial instability, economic complexity and monetary policy. Didier Sornette is Professor and Chair of Entrepreneurial Risks at ETH Zurich, Switzerland. He is also a Professor at the Swiss Finance Institute and is associated with both the departments of Physics and of Earth Sciences at ETH Zurich. He is the founder of the Financial Crisis Observatory and Systematic Investment Management AG. Chris Adcock is Professor of Quantitative Finance at SOAS, University of London, UK. His research focuses on portfolio selection and asset pricing theory. He is an advisor to several investment managers and the Founding Editor of The European Journal of Finance.
Introduction - New facets of the economic complexity in modern financial
markets 1. Diagnostics of rational expectation financial bubbles with
stochastic mean-reverting termination times 2. Everything you always wanted
to know about log-periodic power laws for bubble modeling but were afraid
to ask 3. Heterogeneous expectations and exchange rate dynamics 4.
Asymmetric returns, gradual bubbles and sudden crashes 5. Epidemics of
rules, rational negligence and market crashes 6. A note on institutional
hierarchy and volatility in financial markets 7. Identifying reference
companies using the book-to-market ratio: a minimum spanning tree approach
8. Risk sharing in a financial market with endogenous option prices 9.
Performance analysis of a collateralized fund obligation (CFO) equity
tranche 10. Optimal liquidation strategies regularize portfolio selection
11. Nonlinear dynamics in economics and finance and unit root testing
markets 1. Diagnostics of rational expectation financial bubbles with
stochastic mean-reverting termination times 2. Everything you always wanted
to know about log-periodic power laws for bubble modeling but were afraid
to ask 3. Heterogeneous expectations and exchange rate dynamics 4.
Asymmetric returns, gradual bubbles and sudden crashes 5. Epidemics of
rules, rational negligence and market crashes 6. A note on institutional
hierarchy and volatility in financial markets 7. Identifying reference
companies using the book-to-market ratio: a minimum spanning tree approach
8. Risk sharing in a financial market with endogenous option prices 9.
Performance analysis of a collateralized fund obligation (CFO) equity
tranche 10. Optimal liquidation strategies regularize portfolio selection
11. Nonlinear dynamics in economics and finance and unit root testing
Introduction - New facets of the economic complexity in modern financial
markets 1. Diagnostics of rational expectation financial bubbles with
stochastic mean-reverting termination times 2. Everything you always wanted
to know about log-periodic power laws for bubble modeling but were afraid
to ask 3. Heterogeneous expectations and exchange rate dynamics 4.
Asymmetric returns, gradual bubbles and sudden crashes 5. Epidemics of
rules, rational negligence and market crashes 6. A note on institutional
hierarchy and volatility in financial markets 7. Identifying reference
companies using the book-to-market ratio: a minimum spanning tree approach
8. Risk sharing in a financial market with endogenous option prices 9.
Performance analysis of a collateralized fund obligation (CFO) equity
tranche 10. Optimal liquidation strategies regularize portfolio selection
11. Nonlinear dynamics in economics and finance and unit root testing
markets 1. Diagnostics of rational expectation financial bubbles with
stochastic mean-reverting termination times 2. Everything you always wanted
to know about log-periodic power laws for bubble modeling but were afraid
to ask 3. Heterogeneous expectations and exchange rate dynamics 4.
Asymmetric returns, gradual bubbles and sudden crashes 5. Epidemics of
rules, rational negligence and market crashes 6. A note on institutional
hierarchy and volatility in financial markets 7. Identifying reference
companies using the book-to-market ratio: a minimum spanning tree approach
8. Risk sharing in a financial market with endogenous option prices 9.
Performance analysis of a collateralized fund obligation (CFO) equity
tranche 10. Optimal liquidation strategies regularize portfolio selection
11. Nonlinear dynamics in economics and finance and unit root testing