Search Results

An Intraday Pricing Model of Foreign Exchange Markets,
Rafael Romeu, from International Monetary Fund (2003)
Keywords: WP;order flow;carrying cost; Foreign Exchange; Microstructure; International Macroeconomics; price change; inventory effect; dealer price appreciation; price impact; inventory cost; Asset valuation; Currency markets; Public investment and public-private partnerships (PPP); Liquidity; Brokers and dealers

Share price formation, market exuberance and financial stability under alternative accounting regimes,
Yuri Biondi and Pierpaolo Giannoccolo, in Journal of Economic Interaction and Coordination (2015)
Keywords: Accounting information, Asset pricing model, Fundamentalism, Chartism, Large fluctuations, Financial bubbles, Market exuberance, Market microstructure, Historical cost accounting, Fair value accounting, Mark-to-market, Accrual anomalies, C63, D4, E17, E37, G17, M41, M48, G1,

Reviews in Modern Quantitative Finance,
Andrey Itkin, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics

Multivariate Stochastic Volatility Models and Large Deviation Principles,
Archil Gulisashvili, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics,

Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Nonlinear Market with Phase Transitions,
Igor Halperin, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics,

Mathematics of Embeddings: Spillover of Polarities over Financial Texts,
Mengda Li and Charles-Albert Lehalle, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics,

Optimal ESG Portfolios: Which ESG Ratings to Use?,
Anatoly Schmidt and Xu Zhang, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics,

Centrality of the Supply Chain Network,
Liuren Wu, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics,

Are E-mini S&P 500 Futures Prices Random?,
Valerii Salov, from World Scientific Publishing Co. Pte. Ltd. (2024)
Keywords: Quantitative Finance, Financial Engineering, Mathematical Finance, Computational Finance, Computational Methods, Computational Problems, Pricing of Securities, Trading, Market Microstructures, Risk Theory, Queuing Theory, Asset Management Technique, Liability Management Technique, Risk Measures, Solvency, Financial Instability, Fintech, Cryptocurrencies, Financial Machine Learning, Artificial Intelligence, Fintech, Quantum Computing, Distributed Ledgers, Econophysics,

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets,
International Monetary Fund, from International Monetary Fund (2009)
Keywords: WP;emerging market;interest rate;treasury note; emerging markets; bond pricing; macroeconomic news; announcements; survey data; news spillovers; high-frequency data; market expectation; market reaction; asset class; market microstructure literature; mature market; Emerging and frontier financial markets; Securities markets; Bonds; Consumer price indexes; Global

Toward a Framework for Systemic Liquidity Policy,
J. Hobbs, Claudia Dziobek and Dewitt Marston, from International Monetary Fund (2000)
Keywords: WP;commercial bank;foreign currency;type of restructuring plan;balance sheet;bank assets;bank creditor;banking sector;lender of last resort;liquidity infrastructure; Financial architecture; liquidity management; creditor rights; microstructure; bank management capability; bank vulnerability; dispersion ratio; bank liability; excess reserves; bank experiences problem; Liquidity; Infrastructure; Currencies; Commercial banks

The Role of Subordinated Debt in Market Discipline: The Case of Emerging Markets,
Cem Karacadag and Animesh Shrivastava, from International Monetary Fund (2000)
Keywords: WP;market discipline;debt market;emerging market;debt holder;MSD policy; Subordinated debt; capital standards; banking regulation; market participant; bank assets; debt price; risk profile; market microstructure theory; market contagion; Emerging and frontier financial markets; Capital markets; Securities markets; Stock markets; Stocks; Global; Europe

Foreign Exchange Intervention in Developing and Transition Economies: Results of a Survey,
Jorge Canales Kriljenko, from International Monetary Fund (2003)
Keywords: WP;central bank intervention;central bank;transition economy;information advantage;economy; Foreign exchange intervention; foreign exchange market microstructure; foreign exchange net open positions; foreign exchange regulation; intervention operation; foreign exchange position; operating practice; foreign exchange market turnover; exchange rate volatility; intramarginal foreign exchange intervention; Currency markets; Exchange rates; Exchange rate arrangements; Eastern Europe

Modern Equity Investing Strategies,
Anatoly B Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals

Equity Markets: Traders, Orders, and Structures,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Models of Dealer Markets,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Models of the Limit-Order Markets,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Dynamics of Returns,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Price Volatility,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Agent-Based Modeling of Financial Markets,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Mean–Variance Portfolio Theory,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Portfolio Optimization,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Risk-Based Asset Allocation,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Factor Models,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Technical Analysis-Based Strategies,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Arbitrage Strategies,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

News and Sentiment-Based Strategies,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Back-Testing of Trading Strategies,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Execution Strategies,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Appendices,
Anatoly B. Schmidt, from World Scientific Publishing Co. Pte. Ltd. (2021)
Keywords: Portfolio Management, Mean-variance Theory, Portfolio Diversification, Efficient Market Hypothesis, Random Walk, Trading Strategies, Technical Analysis, Statistical Arbitrage, Hedging, Momentum Arbitrage, Alternative Data, Market Sentiment, Opinion Mining, Factor Models, CAPM, APT, Smart Betas, Optimal ESG Portfolio, US Equity Markets, Market Microstructure, Risk Aversion, Optimal Execution, Taker's Dilemma, Back-Testing of Trading Strategies, Price Volatility, Shrinkage Estimator, Black-Litterman Model, Risk Parity, Robust Optimization, Time Series Analysis, Arma Model, Garch Model, Agent-Based Modeling, Fractals,

Private Information, Capital Flows, and Exchange Rates,
Jacob Gyntelberg, Subhanij Tientip and Mico Loretan, from International Monetary Fund (2012)
Keywords: WP;FX order flow;FX transaction;FX dealer;Thai baht;bond order flow;bond order flow series;component FX order flow;customer order flow;FX order flow shock;FX risk;FX swap order flow;swap transaction; Order flow; private information; exchange rate models; market microstructure; exchange rate fluctuation; responses to FX order flow shock; FX order flow regression; flow series; Citibank customer order flow; Stock markets; Currency markets; Securities markets; Exchange rates; Global

FRACTIONAL CALCULUS OPERATORS–BLOCH–TORREY PARTIAL DIFFERENTIAL EQUATION–ARTIFICIAL NEURAL NETWORKS–COMPUTATIONAL COMPLEXITY MODELING OF THE MICRO–MACROSTRUCTURAL BRAIN TISSUES WITH DIFFUSION MRI SIGNAL PROCESSING AND NEURONAL MULTI-COMPONENTS,
Yelä°z Karaca, in FRACTALS (fractals) (2023)
Keywords: Mathematical Neuroscience, Bloch–Torrey Partial Differential Equation, Com- plexity-Theoretical Tenets, Computational (Algorithmic) Complexity, Complex Systems, Fractional Calculus, Complexity, Diffusion Magnetic Resonance Imaging (DMRI), SpinDoctor, Diffusion Gradients, Fractional Differential Equations, Mittag-Leffler Functions, Caputo Fractional-Order Derivative, Artificial Neural Networks, Complexity-Order Optimization, Neural Coding, Differentiable Functions, Microstructure Estimation, Feedforward Back Propagation (FFBP) Algorithm, Optimal Predictive Dimension of Changes, Complex-Order Valued Neural Network, Fractional-Order Derivatives, Integer-Order Differential Equations, Laplace Eigenfunctions, Finite Element Discretization, Next-Generation Matrix Formalism, Accurate Neuron Geometry Models, Neuroplasticity

Boekbesprekingen: JEGERS, Marc: “Feminist economics (Gillian J. HEWITSON, Edward Elgar, 1999)” (p. 243); DEGRYSE, Hans: “Market microstructure (Daniel F. SPULBER, Cambridge University Press, 1999)” (p. 244); VAN DE VOORDE, Eddy: “Strategic alliances (Paul W. BEAMISH, Edward Elgar, 1998)” (p. 244-245); KERSTENS, Kristiaan: “Economic inequality and income distribution (D.G. CHAMPERNOWNE & F.A. COWELL, Cambridge University Press, 1998)” (p. 245-246); MEERSMAN, Hilde: “Analysis of panels and limited dependent variable models (Cheng HSIAO, Cambridge University Press, 1999)” (p. 246-247); JEGERS, Marc: “Managing mental health services (Amanda REYNOLDS & Graham THORNICROFT, Open University Press, 1999)” (p. 247-248); VAN DE VOORDE, Eddy: “Structural change, industrial location and competitiveness (Joanne E. OXLEY & Bernard YEUNG, Edward Elgar, 1998)”” (p. 248-249); JEGERS, Marc: “Managing the multinationals (Anne-Wil Käthe HARZING, Edward Elgar, 1999)” (p. 249); VALCKX, Nico: “Inflation targeting (Ben S. BERNANKE, Princeton University Press, 1999)” (p. 249-250); ENGELEN, Peter-Jan: “Corporate governance and financial performance (Marc GOERGEN, Edward Elgar, 1999)” (p. 250-251); JORISSEN, Ann: “Kosten en resultaat (Robert S. KAPLAN & Robin COOPER, Academic Service, 1999)” (p. 252-253),
Marc Jegers, Hans Degryse, Eddy van de Voorde, Kristiaan Kerstens, Hilde Meersman, Nico Valckx, Peter-Jan Engelen and Jan Jorissen, in Economic and Social Journal (Economisch en Sociaal Tijdschrift) (2000)
Keywords: Book reviews, Boekbesprekingen, Gillian J. Hewitson, Daniel F. Spulber, Paul W. Beamish, D.G. Champernowne, F.A. Cowell, Cheng Hsiao, Amanda Reynolds, Graham Thornicroft, Joanne E. Oxley, Bernard Yeung, Anne-Wil Käthe Harzing, Ben S. Bernanke, Marc Goergen, Robert S. Kaplan, Robin Cooper

Elements of Financial Risk Management,
Peter Christoffersen, from Elsevier (2011)
Keywords: ARMA; asset returns; Binomial trees; Black-Scholes-Merton model; bootstrapping; coherent stress testing; Cornish-Fisher approximation; correlation; Covariance; credit default swaps; credit VaR; DCC models; Default; dependence; distribution forecast evaluation; distributions; Expected Shortfall; extreme value theory; factor structure; Filtered Historical Simulation; full valuation; GARCH; Gram-Charlier approximation; Historical Simulation; implied volatility functions; leverage effect; linear model; market microstructure noise; maximum likelihood; Merton model; moments; Monte Carlo simulation; moving average; multivariate t distribution; normal copula; Option delta; option gamma; Probability; QQ plots; quadratic model; quasi maximum likelihood; random number generation; range-based volatility; realized covariance; Realized volatility; Real-life VaRs; recovery; regression; RiskMetrics; sampling frequency; stylized facts of returns; t copula; t distribution; Threshold correlations; Types of risk; Value-at-Risk; VAR; VaR violations; Vasicek distribution; Volatility

Handbook of High Frequency Trading,
Greg N. Gregoriou, from Elsevier (2015)
Keywords: After market trading; Algorithmic trading; Algorithms; Alpha; ASEAN; Before market trading; Borsa istanbul; Brad Katsuyama; Carry trade; Colocation; Commonality; Complexity; Conditional volatility models; Correlation breakdown; Customers; Cyber security; Derivatives; Discrete choice model; DJIA; Downside risk; Earnings announcements; Efficient stock market; Epps effect; Exchanges; Failure of market orders; Filter rules; Financial scandals; Firm-specific news; Flash Boys; Flash crash; Fleeting orders; Foreign exchange (FX); FOREX; Fourier analysis; Game theory; Government; Hedge funds; Heteroscedasticity; HFT strategies; High frequency; High frequency traders (HFT); High-frequency data; High-frequency financial data; High-frequency trade; High-frequency trading; High-frequency volatility dynamics; Historical evolution; Holding period; Individual ethical responsibility; Information regimes; Institutional traders; Integrity; Intraday returns; Latency reduction; Leverage effect; Limit order; Limit order books; Liquidity; Low-risk investing; Macroannouncement effects; Market activity; Market efficiency; Market fairness; Market microstructure; Market order; Market structure; Markov regime-switching GARCH; Michael Lewis; MiFID II; Moving average rule; Moving-average crossovers; NASDAQ; News arrival; News flows; Nonparametric estimation; Order flow; Organizational trust; Performance evaluation; Periodic effects; Portfolio; Portfolio allocation; Principal components; Profitability; Program trading; Public disclosure platform (kamuyu aydinlatma platformu-KAP); Realized volatility; Regulation; Regulators; Retail traders; Return volatility; Securities regulation; Semimartingale; Sentiment scores; Sharpe ratio; Stability; Statistical prerequisites; Stock exchanges; Strategic trading; Structural breaks; Stylized facts; Subordinator; Systematic liquidity; Technical analysis; Technical arbitrage; Tick-by-tick data; Time series analysis; Tone at the top; Trading; Trading activity; Trading algorithms; Trading range breakouts; Trading strategy; TRNA; Unit root tests; Volatility persistence; Wavelets analysis

Financial Trading and Investing,
John Teall, from Elsevier (2012)
Keywords: Adverse selection; Algorithmic trading; Alternative Trading System; Anchoring; Arbitrage; Arrow-Pratt risk aversion coefficient; Auctions; Average residual; Banging the close; Bargaining; Behavioral finance; Benchmarking; Best execution; Bid; Binomial model; Black-Scholes model; Blue Skies laws; Bluffing; Brownian motion; C.F.T.C; Clearing; Collar; Common value auction; Consensus opinion; Convexity; Crossing Networks; Currency; Dark pools; Day Trading; Dealer; Dealer market; Delta; Depth; Derivatives; Dodd-Frank; Double auction; Duration; ECN; ETF; Event studies; Exact matching; Exchange; Exchange exposure; Extreme value risk estimator; Fat fingers; Financial Crisis of 2008; Fishing; Flash trading; Forward rate; Framing; Front running; FX; Gamma; Greeks; Hedge fund; Hedge ratio; Hedging; Herding; High frequency trading; Hot potatoes; Hyperbolic discounting; Immediacy; Immunization; Implementation risk; Implementation shortfall; Implied volatility; Information cascade; Insider trading; Interest rate parity; Internalization; Investment companies; January effect; Jensen's alpha; Late trading; Latency arbitrage; Liquidity; Market efficiency; Market impact; Market manipulation; Market Microstructure; Market timing; Markets; Martingale; Mean reversion; Momentum; Monte Hall judgment error; Myopia; NAV; Neurofinance; Noise traders; Offer; Open outcry; Options; Orders; Over the Counter Markets; Pairs trading; Payment for order flow; Penny-jumping; Ponzi schemes; Portfolio Performance; Prediction markets; Price improvement; Principles-based regulation; Prospect theory; Purchase power parity; Pure Expectations theory; Put-call parity; Quote; Quote matching; quote stuffing; Random walk; Risk; Rogue trading; Rules-based regulation; S.E.C.; Securities; Securities Act of 1933; Securities Exchange Act of 1934; Semi-strong form efficiency; Sharpe ratio; SIPC; Slicing; Slippage; Sponsored access; Spoofing; Spot rate; Spread; Spreads; St. Petersburg Paradox; Stat-arb; Stealth trading; Stochastic process; Strangle; Strong form efficiency; Stub value; Tailgating; Technical analysis; Term structure; Theta; Time-weighted average return; Traders; Trading; Transparency; Treasuries; Treynor index; Triangular arbitrage; Value at Risk; Vega; VWAP; Weak form efficiency; Weiner process; Zero coupon

The Science of Algorithmic Trading and Portfolio Management,
Robert Kissell, from Elsevier (2013)
Keywords: AIM; ARCH; Accuracy; Adaptation tactic; Adaptation tactics; Advanced trading algorithms; Aggressive; Aggressive in the money; Algorithms; Almgren & Alpha; Alternative Trading Systems (ATS); And of course; Andre Perold; Arrival price; Asset allocation; Auto Market Making (AMM); Back-testing; Basket algorithms; Best execution; Beta exposure; Black box models; Bollerslev; Buy order; Calibrating model parameters; Chriss; Commissions; Correlation; Cost Index; Cost curves; Covariance; Cross-sectional models; Crossing networks; Dark pools; Day of Week Effect; Day of week effect; Decay function; Deciphering black box models; Delay cost; Designated Market Maker (DMM); Direct Market Access (DMM); ETF; Efficient Trading Frontier; Efficient frontier; Efficient trading frontier; Eigenvalue-eigenvector decomposition; Electronic Communication Networks (ECNs); Engel; Equity exchanges; Evaluating algorithms; Exchange traded funds; Execution cost; Execution models; Expanded implementation shortfall; Exponential weighted moving average (EWMA); Factor models; Fixed income; Flash Crash; Forecasting; Forecasting daily volumes; Forecasting monthly volumes; Fundamental models; GARCH; Grey pools; High Frequency Trading (HFT); I-Star Model; I-Star Trading Cost Model; Implementation shortfall; Index and ETF Arbitrage; Indifference curves; Information leakage; Intraday profiles; Investment objectives; Investment strategies; Kissell & Limit order models; Linear regression; Liquidity; Liquidity risk; MI Factors; Malamut; Market Neutral Arbitrage; Market expectations; Market exposure; Market impact; Market impact cost; Market impact models; Market impact parameters; Market microstructure; Maximizing portfolio returns; Merger (Risk) Arbitrage; Micro algorithmic decisions; Multi-asset market impact; New York Stock Exchange (NYSE); Non-linear regression; Opportunity cost; Optimal portfolios; Optimal trading strategies; Optimal trading strategies Heisenberg uncertainty principle of trading; Optimization; PIM; Parameter estimation error; Passive; Passive in the money; Portfolio algorithms; Portfolio construction; Portfolio optimization; Portfolio risk; Pre-trade; Pre-trade of pre-trades; Price appreciation; Price benchmark; Principal component analysis; Real-time decision making; Real-time trading costs; Returns; Risk; Risk exposure; Risk models; Sectors; Sell orders; Short term risk models; Short-term risk model; Single stock trading; Singular value decomposition; Slippage; Smart order routers; Spreads; Statistical Arbitrage (Stat Arb); Statistical analysis; Statistical performance testing; Supplemental Liquidity Provider (SLP); Time series; Tiquidity trading; Trade schedules; Trade strategies; Trade trajectories; Trader's dilemma; Trading costs; Trading futures; Transact costs; Transaction Cost Analysis (TCA); Transaction Costs (TCA); Triangular Arbitrage; Unifying the investment and trading decisions; Volatility; Volume Weighted Average Price (VWAP); Volumes; Wayne Wagner;