Search results | J. Murrey Atkins Library

Title: Essays on quantitative modeling financial
Author: Zhang, Hao
Date Created: 2023
Subjects--Topical: Finance
Description: This dissertation explores the application of quantitative modeling to analyze the features of different financial assets. This study investigates the dynamics of financial assets using advanced mathematical, statistical approaches, and Machine Le...

Title: Financial Market Innovation and Product Innovation: Evidence from Commodity Futures Markets and Stock Markets
Author: Kong, Lingfei
Date Created: 2021
Description: This dissertation contains three connected essays that feature financial market innovation and product market innovation. Two essays feature return predictability in commodity futures, which have been financialized during the past two decades. One...

Title: Financial Market Innovation and Product Innovation: Evidence from Commodity Futures Markets and Stock Markets
Author: Kong, Lingfei
Date Created: 2021
Subjects--Topical: Finance
Description: This dissertation contains three connected essays that feature financial market innovation and product market innovation. Two essays feature return predictability in commodity futures, which have been financialized during the past two decades. One...

Title: Quantitative style investing, portfolio optimization, and factor models
Author: Dickson Jr., Robert
Date Created: 2015
Description: This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...

Title: Quantitative style investing, portfolio optimization, and factor models
Author: Dickson Jr., Robert
Date Created: 2015
Subjects--Topical: Finance
Description: This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...

Title: Three essays on empirical finance
Author: Wang, Ruoyang
Date Created: 2013
Description: This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...

Title: Three essays on empirical finance
Author: Wang, Ruoyang
Date Created: 2013
Description: This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...

Title: Three essays on empirical finance
Author: Wang, Ruoyang
Date Created: 2013
Subjects--Topical: Finance
Description: This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...