Gotowa bibliografia na temat „Asset models”
Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych
Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Asset models”.
Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.
Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.
Artykuły w czasopismach na temat "Asset models"
Lalwani, Vaibhav, and Madhumita Chakraborty. "Multi-factor asset pricing models in emerging and developed markets." Managerial Finance 46, no. 3 (December 2, 2019): 360–80. http://dx.doi.org/10.1108/mf-12-2018-0607.
Pełny tekst źródłaNagel, Stefan, and Amiyatosh Purnanandam. "Banks’ Risk Dynamics and Distance to Default." Review of Financial Studies 33, no. 6 (October 17, 2019): 2421–67. http://dx.doi.org/10.1093/rfs/hhz125.
Pełny tekst źródłaBallotta, Laura, Gianluca Fusai, Angela Loregian, and M. Fabricio Perez. "Estimation of Multivariate Asset Models with Jumps." Journal of Financial and Quantitative Analysis 54, no. 5 (September 28, 2018): 2053–83. http://dx.doi.org/10.1017/s0022109018001321.
Pełny tekst źródłaSinclair, N. A. "Multifactor Asset Pricing Models." Accounting & Finance 27, no. 1 (February 25, 2009): 17–36. http://dx.doi.org/10.1111/j.1467-629x.1987.tb00233.x.
Pełny tekst źródłaBARILLAS, FRANCISCO, and JAY SHANKEN. "Comparing Asset Pricing Models." Journal of Finance 73, no. 2 (March 31, 2018): 715–54. http://dx.doi.org/10.1111/jofi.12607.
Pełny tekst źródłaDong, Ming. "A Tutorial on Nonlinear Time-Series Data Mining in Engineering Asset Health and Reliability Prediction: Concepts, Models, and Algorithms." Mathematical Problems in Engineering 2010 (2010): 1–22. http://dx.doi.org/10.1155/2010/175936.
Pełny tekst źródłaHsiao, David W., Amy J. C. Trappey, Lin Ma, Yat Chih Fan, and Yen Chieh Mao. "Agent-Based Integrated and Collaborative Engineering Asset Management." Materials Science Forum 594 (August 2008): 481–93. http://dx.doi.org/10.4028/www.scientific.net/msf.594.481.
Pełny tekst źródłaHalfawy, Mahmoud R., Dana J. Vanier, and Thomas M. Froese. "Standard data models for interoperability of municipal infrastructure asset management systems." Canadian Journal of Civil Engineering 33, no. 12 (December 1, 2006): 1459–69. http://dx.doi.org/10.1139/l05-098.
Pełny tekst źródłaMety Andriani Baitanu and Ni Luh Putu Wiagustini. "PENGARUH MANAJEMEN ASET TERHADAP OPTIMALISASI PEMANFAATAN ASET TETAP DI KABUPATEN KARANGASEM." Journal of Applied Management Studies 2, no. 1 (January 27, 2021): 38–48. http://dx.doi.org/10.51713/jamms.v2i1.22.
Pełny tekst źródłaMody, Makarand, Jochen Wirtz, Kevin Kam Fung So, Helen HaeEun Chun, and Stephanie Q. Liu. "Two-directional convergence of platform and pipeline business models." Journal of Service Management 31, no. 4 (May 8, 2020): 693–721. http://dx.doi.org/10.1108/josm-11-2019-0351.
Pełny tekst źródłaRozprawy doktorskie na temat "Asset models"
Davies, Philip R. "Empirical tests of asset pricing models." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1184592627.
Pełny tekst źródłaFu, Jun, and 付君. "Asset pricing, hedging and portfolio optimization." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48199345.
Pełny tekst źródłaMurara, Jean-Paul. "Asset Pricing Models with Stochastic Volatility." Licentiate thesis, Mälardalens högskola, Utbildningsvetenskap och Matematik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-31576.
Pełny tekst źródłaLimkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
Pełny tekst źródłaGalagedera, Don U. A. "Investment performance appraisal and asset pricing models." Monash University, Dept. of Econometrics and Business Statistics, 2003. http://arrow.monash.edu.au/hdl/1959.1/5780.
Pełny tekst źródłaChen, Ping, and 陈平. "Asset-liability management under regime-switching models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43223928.
Pełny tekst źródłaOng, Alen Sen Kay. "Asset location decision models in life insurance." Thesis, City University London, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.336430.
Pełny tekst źródłaHong, Harrison G. (Harrison Gregory). "Dyanmic models of asset returns and trading." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10315.
Pełny tekst źródłaDe, Araujo Pedro Falcão. "Heterogeneity in macro models of asset accumulation." [Bloomington, Ind.] : Indiana University, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3337250.
Pełny tekst źródłaChen, Ping. "Asset-liability management under regime-switching models." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43223928.
Pełny tekst źródłaKsiążki na temat "Asset models"
Jeng, Jau-Lian. Empirical Asset Pricing Models. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-74192-5.
Pełny tekst źródłaVassiliou, P.-C. G. Discrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.
Znajdź pełny tekst źródłaVassiliou, P.-C. G. Discrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.
Znajdź pełny tekst źródłaDiscrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.
Znajdź pełny tekst źródłaVassiliou, P.-C. G. Discrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.
Znajdź pełny tekst źródłaEmmanuel, Jurczenko, and Maillet Bertrand, eds. Multi-moment asset allocation and pricing models. Chichester: John Wiley & Sons, 2006.
Znajdź pełny tekst źródłaHansen, Lars Peter. Econometric evaluation of asset pricing models. Cambridge, Mass: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1993.
Znajdź pełny tekst źródłaHeston, Steven L. Testing approximate linear asset pricing models. New Haven, CT: Yale University, School ofOrganization and Management, 1992.
Znajdź pełny tekst źródłaLehmann, Bruce Neal. Empirical testing of asset pricing models. Cambridge, MA: National Bureau of Economic Research, 1992.
Znajdź pełny tekst źródłaCzęści książek na temat "Asset models"
Ferson, Wayne E. "Asset pricing models." In Encyclopedia of Finance, 364–75. Boston, MA: Springer US, 2006. http://dx.doi.org/10.1007/978-0-387-26336-6_34.
Pełny tekst źródłaArouri, Mohamed El Hedi, Fredj Jawadi, and Duc Khuong Nguyen. "Asset Pricing Models." In The Dynamics of Emerging Stock Markets, 55–71. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2389-9_3.
Pełny tekst źródłaGlabadanidis, Paskalis. "Asset Pricing Models." In Absence of Arbitrage Valuation, 1–13. New York: Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137372871_1.
Pełny tekst źródłaFerson, Wayne E. "Asset Pricing Models." In Encyclopedia of Finance, 613–27. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-91231-4_9.
Pełny tekst źródłaFerson, Wayne E. "Asset Pricing Models." In Encyclopedia of Finance, 263–71. Boston, MA: Springer US, 2012. http://dx.doi.org/10.1007/978-1-4614-5360-4_9.
Pełny tekst źródłaKariya, Takeaki, and Regina Y. Liu. "Pricing Models for Financial Assets." In Asset Pricing, 43–63. Boston, MA: Springer US, 2003. http://dx.doi.org/10.1007/978-1-4419-9230-7_4.
Pełny tekst źródłaLi, Zongzhi. "Transportation decision models." In Transportation Asset Management, 517–605. Boca Raton ; London : CRC Press, [2018]: CRC Press, 2018. http://dx.doi.org/10.1201/9781315117966-17.
Pełny tekst źródłaGupta, Arjun K., Wei-Bin Zeng, and Yanhong Wu. "Asset Pricing Theory." In Probability and Statistical Models, 199–219. Boston, MA: Birkhäuser Boston, 2010. http://dx.doi.org/10.1007/978-0-8176-4987-6_10.
Pełny tekst źródłaThompson, Neil. "Multi-asset Portfolio Models." In Portfolio Theory and the Demand for Money, 136–66. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-22827-0_10.
Pełny tekst źródłaHol, Eugenie M. J. H. "Asset Return Volatility Models." In Dynamic Modeling and Econometrics in Economics and Finance, 7–26. Boston, MA: Springer US, 2003. http://dx.doi.org/10.1007/978-1-4757-5129-1_2.
Pełny tekst źródłaStreszczenia konferencji na temat "Asset models"
Moore, Christine, Martin Tjioe, Anthony Manzella, Kristen L. Sanford Bernhardt, and Sue McNeil. "Agent Models for Asset Management." In International Workshop on Computing in Civil Engineering 2007. Reston, VA: American Society of Civil Engineers, 2007. http://dx.doi.org/10.1061/40937(261)22.
Pełny tekst źródłaHurtubise, Daniel. "Designing Data Models for Asset Metadata." In SMPTE Advanced Motion Imaging Conference. IEEE, 2001. http://dx.doi.org/10.5594/m00365.
Pełny tekst źródłaSong, Na, Wai-Ki Ching, Dong-Mei Zhu, and Tak-Kuen Siu. "Asset Allocation under Regime-Switching Models." In 2012 Fifth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2012. http://dx.doi.org/10.1109/bife.2012.38.
Pełny tekst źródłaVasilevskaya, Maria, Simin Nadjm-Tehrani, Linda Ariani Gunawan, and Peter Herrmann. "Security asset elicitation for collaborative models." In the Workshop. New York, New York, USA: ACM Press, 2012. http://dx.doi.org/10.1145/2422498.2422505.
Pełny tekst źródłaOsladil, Michal, and Libor Kozubik. "Auto-calibration of mathematical asset models: Refflecting change of behavior of energy assets." In 2017 18th International Scientific Conference on Electric Power Engineering (EPE). IEEE, 2017. http://dx.doi.org/10.1109/epe.2017.7967355.
Pełny tekst źródłaTheurich, Stefan, Robert Lehmann, and Martin Wollschlaeger. "Network asset models in intelligent field devices." In 2010 8th IEEE International Workshop on Factory Communication Systems - (WFCS 2010). IEEE, 2010. http://dx.doi.org/10.1109/wfcs.2010.5548614.
Pełny tekst źródłaTeng, Huei Wen, Yu-Hsien Li, and Shang-Wen Chang. "Machine Learning in Empirical Asset Pricing Models." In 2020 International Conference on Pervasive Artificial Intelligence (ICPAI). IEEE, 2020. http://dx.doi.org/10.1109/icpai51961.2020.00030.
Pełny tekst źródłaFoote, W., J. Kraemer, and G. Foster. "APL2 implementation of numerical asset pricing models." In the international conference. New York, New York, USA: ACM Press, 1988. http://dx.doi.org/10.1145/55626.55643.
Pełny tekst źródłaMarkov, Pavel Vladimirovich, Andrey Yuryevich Botalov, Inna Vladimirovna Gaidamak, Margarita Andreevna Smetkina, Andrey Fyodorovich Rychkov, and Timur Aleksandrovich Koshkin. "Methodology for Constructing Simplified Reservoir Models for Integrated Asset Models." In SPE Russian Petroleum Technology Conference. SPE, 2021. http://dx.doi.org/10.2118/206544-ms.
Pełny tekst źródłaPak, Charles, and James Cannady. "Asset priority risk assessment using hidden markov models." In the 10th ACM conference. New York, New York, USA: ACM Press, 2009. http://dx.doi.org/10.1145/1631728.1631750.
Pełny tekst źródłaRaporty organizacyjne na temat "Asset models"
Barillas, Francisco, and Jay Shanken. Comparing Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, December 2015. http://dx.doi.org/10.3386/w21771.
Pełny tekst źródłaHansen, Lars Peter, John Heaton, and Erzo G. J. Luttmer. Econometric Evaluation of Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, October 1993. http://dx.doi.org/10.3386/t0145.
Pełny tekst źródłaLehmann, Bruce. Empirical Testing of Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, April 1992. http://dx.doi.org/10.3386/w4043.
Pełny tekst źródłaPastor, Lubos, and Robert Stambaugh. Comparing Asset Pricing Models: An Investment Perspective. Cambridge, MA: National Bureau of Economic Research, August 1999. http://dx.doi.org/10.3386/w7284.
Pełny tekst źródłaChen, Hui, Winston Wei Dou, and Leonid Kogan. Measuring “Dark Matter” in Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, November 2019. http://dx.doi.org/10.3386/w26418.
Pełny tekst źródłaCortazar, Gonzalo, Ivo Kovacevic, and Eduardo Schwartz. Commodity and Asset Pricing Models: An Integration. Cambridge, MA: National Bureau of Economic Research, June 2013. http://dx.doi.org/10.3386/w19167.
Pełny tekst źródłaBerk, Jonathan, and Jules van Binsbergen. Assessing Asset Pricing Models Using Revealed Preference. Cambridge, MA: National Bureau of Economic Research, August 2014. http://dx.doi.org/10.3386/w20435.
Pełny tekst źródłaBarillas, Francisco, and Jay Shanken. Comparing Priors for Comparing Asset Pricing Models. American Finance Association, June 2022. http://dx.doi.org/10.37214/jofweb.5.
Pełny tekst źródłaNagel, Stefan, and Kenneth Singleton. Estimation and Evaluation of Conditional Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, October 2010. http://dx.doi.org/10.3386/w16457.
Pełny tekst źródłaHodrick, Robert, and Xiaoyan Zhang. Evaluating the Specification Errors of Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, April 2000. http://dx.doi.org/10.3386/w7661.
Pełny tekst źródła