Modelling fundamental analysis in portfolio selection
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Publication:4554497
DOI10.1080/14697688.2017.1418520zbMATH Open1400.91573OpenAlexW2792649517MaRDI QIDQ4554497FDOQ4554497
Authors: Huazhu Zhang, Cheng Yan 
Publication date: 14 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://dro.dur.ac.uk/23770/1/23770.pdf
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Cites Work
- An Intertemporal Capital Asset Pricing Model
- Investment under alternative return assumptions
- A mispricing model of stocks under asymmetric information
- A jump model for fads in asset prices under asymmetric information
- A discontinuous mispricing model under asymmetric information
- A Model of Intertemporal Asset Prices Under Asymmetric Information
- Asymmetric information in fads models
- A new technique for calibrating stochastic volatility models: the Malliavin gradient method
- On the non-equilibrium density of geometric mean reversion
Cited In (8)
- A multivariate Markov chain stock model
- Analysts' dividend forecasts, portfolio selection, and market risk premia
- Empirical examination of fundamental indexation in the German market
- Modeling and managing portfolios including listed private equity
- m-Double Poisson Lévy markets
- Beliefs regarding fundamental value and optimal investing
- PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS
- Using economic and financial information for stock selection
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