Quantitative behavioral finance

Results: 19



#Item
1Economy / Finance / Money / Financial economics / Financial markets / Mathematical finance / Behavioral finance / Quantitative analyst / Valuation / Option / Efficient-market hypothesis / Eugene Fama

The Q-Group 50th Anniversary Meeting Spring 2016 Seminar Fairmont Washington D.C. Georgetown April 17-20, 2016 Reviews by David Modest and Russ Wermers Executive Summary

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Source URL: www.q-group.org

Language: English - Date: 2016-06-15 15:56:01
2Mathematical finance / Valuation / Behavioral finance / Stock market / Fellows of the Econometric Society / Robert J. Shiller / Share price / Economic bubble / Quantitative analyst / Futures contract / Volatility / Investment management

Stock Price Booms and Expected Capital Gains1 Klaus Adam University of Mannheim & CEPR Albert Marcet Institut d’Anàlisi Econòmica (CSIC), ICREA, UAB, MOVE, Barcelona GSE & CEPR

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Source URL: adam.vwl.uni-mannheim.de

Language: English - Date: 2015-03-03 05:59:39
3Behavioral finance / Systemic risk / Prospect theory / Economic bubbles / Mathematical finance / Risk parity / Rational expectations / Equity premium puzzle / Behavioral economics / Risk-free interest rate / Finance / Beta

“THE “THE QGROUP” ROUP” ® “The Institute for Quantitative Research in Finance”® SPRING 2012 SEMINAR PROGRAM

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Source URL: www.q-group.org

Language: English - Date: 2015-11-20 00:35:27
4Behavioral finance / Business / Financial economics / Actuarial science / Consumer behaviour / Prospect theory / Expected utility hypothesis / Risk aversion / Loss aversion / Utility / Decision theory / Economics

Journal of Economic Theory – 131 www.elsevier.com/locate/jet An index of loss aversion Veronika Köbberling, Peter P. Wakker∗ Department of Quantitative Economics, University of Maastricht, P.O. Box 61

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:42
5Human behavior / Economics / Financial economics / Utility / Marketing / Prospect theory / Loss aversion / Disposition effect / Amos Tversky / Behavioral finance / Decision theory / Consumer behaviour

Prospect Theory, Partial Liquidation and the Disposition Effect Vicky Henderson Oxford-Man Institute of Quantitative Finance University of Oxford

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 17:01:33
6Financial markets / Investment / Valuation / Mathematical finance / UBS / Thorsten Hens / Behavioral economics / Portfolio / Quantitative analyst / Financial economics / Finance / Economics

SwissFinance EnT A4 (CS2)

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Source URL: www.swissfinanceinstitute.ch

Language: English - Date: 2014-02-07 07:56:30
7Financial markets / Investment / Natural language processing / News analytics / Valuation / Behavioral finance / Market sentiment / Quantitative analyst / Short / Financial economics / Economics / Finance

TABLE OF CONTENTS Enhancing Equity Trading Models with Corporate & Macro Sentiment

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Source URL: www.automatedtrader.net

Language: English - Date: 2014-10-28 06:31:32
8Behavioral finance / Financial crises / Late-2000s financial crisis / Crisis / Financial crisis / Late-2000s recession / Quantitative easing / Dodd–Frank Wall Street Reform and Consumer Protection Act / Bank of England / Economics / Economic history / Economic bubbles

The Manchester School 35–43 doi: [removed]manc[removed]Supplement[removed]FINANCIAL STABILITY AND THE ROLE OF THE

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Source URL: www.rogerfarmer.com

Language: English - Date: 2014-09-07 13:54:13
9Behavioral finance / Financial crises / Late-2000s financial crisis / Crisis / Financial crisis / Late-2000s recession / Quantitative easing / Dodd–Frank Wall Street Reform and Consumer Protection Act / Bank of England / Economics / Economic history / Economic bubbles

The Manchester School 35–43 doi: [removed]manc[removed]Supplement[removed]FINANCIAL STABILITY AND THE ROLE OF THE

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Source URL: rogerfarmer.com

Language: English - Date: 2014-09-07 13:54:13
10Financial markets / Stock market / Behavioral finance / Momentum / Fama–French three-factor model / Technical analysis / Quantitative analyst / Short / Momentum investing / Financial economics / Finance / Economics

THE JOURNAL OF FINANCE • VOL. LV, NO. 5 • OCT[removed]Price Momentum and Trading Volume CHARLES M. C. LEE and BHASKARAN SWAMINATHAN* ABSTRACT This study shows that past trading volume provides an important link betwee

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Source URL: www.lsvasset.com

Language: English - Date: 2008-04-07 14:30:16
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