User:Verhofen/Books/Finance
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Finance[edit]
Dr. Michael Verhofen[edit]
- Introduction
- Finance
- Financial market
- Portfolio Theory
- Stock market
- Modern portfolio theory
- Volatility (finance)
- Value at risk
- Resampled efficient frontier
- Asset allocation
- Black–Litterman model
- Roy's safety-first criterion
- Intertemporal portfolio choice
- Constant proportion portfolio insurance
- Market Equilibrium
- Capital asset pricing model
- Mutual fund separation theorem
- Fama–MacBeth regression
- Arbitrage pricing theory
- Fama–French three-factor model
- Returns-based style analysis
- Factor analysis
- Principal component analysis
- Stochastic discount factor
- Market Efficiency
- Efficient-market hypothesis
- Adaptive market hypothesis
- Short (finance)
- Random walk
- Geometric Brownian motion
- Event study
- Insider trading
- Pairs trade
- Low-volatility anomaly
- Market microstructure
- High-frequency trading
- Market timing
- Financial contagion
- Calendar effect
- Technical analysis
- Behavioural Finance
- Behavioral economics
- Prospect theory
- Hindsight bias
- Overconfidence effect
- Gambler's fallacy
- Availability heuristic
- List of cognitive biases
- Fixed Income
- Bond (finance)
- Present value
- Yield to maturity
- Yield curve
- Forward rate
- Bootstrapping (finance)
- Bond duration
- Bond convexity
- Bond credit rating
- Altman Z-score
- Convertible bond
- Asset-backed security
- Mortgage-backed security
- Funds
- Mutual fund
- Hedge fund
- Exchange-traded fund
- Jensen's alpha
- Sharpe ratio
- Treynor ratio
- Information ratio
- Modigliani risk-adjusted performance
- Derivatives
- Derivative (finance)
- Futures contract
- Put–call parity
- Spot–future parity
- Contango
- Normal backwardation
- Option (finance)
- Binomial options pricing model
- Black–Scholes model
- Volatility smile
- Stochastic volatility
- VIX
- Foreign exchange market
- Econometrics
- Statistics
- Statistical hypothesis testing
- Regression analysis
- Student's t-test
- Robust regression
- Bootstrapping (statistics)
- Quantile regression
- Overfitting
- Time series
- Autoregressive integrated moving average
- Autoregressive conditional heteroskedasticity
- Unit root
- Cointegration
- Chow test
- Panel analysis
- Vector autoregression
- Granger causality
- Non-parametric statistics
- Seasonality
- Economics
- Economic growth
- Business cycle
- Monetary policy
- Taylor rule
- Inflation
- Deflation
- Financial crisis
- Case Studies
- Charles Ponzi
- Wall Street Crash of 1929
- Silver Thursday
- Savings and loan crisis
- Black Monday (1987)
- Japanese asset price bubble
- Black Wednesday
- 1997 Asian financial crisis
- 1998 Russian financial crisis
- Nick Leeson
- Long-Term Capital Management
- Dot-com bubble
- Enron
- Financial crisis of 2007–08
- Madoff investment scandal
- 2010 Flash Crash
- Eurozone crisis