Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a
firm grounding in the key principles and methods of understanding volatility measurement …

We conduct a comparison of three portfolio investment strategies in the US stock market
following the implementation of Regulation Fair Disclosure in October 2000. The strategies …

In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

We derive a closed-form solution for the optimal portfolio of a nonmyopic utility maximizer
who has incomplete information about the alphas or abnormal returns of risky securities. We …

The purpose of this book is to introduce the field of bioinformatics to financial modelling. It
focuses on the way information informs price, and constructs a framework to explain …

This study compares three types of portfolio investment strategies: analyst-recommended,
recommendation changes and momentum for the United States stock market. We compare …

This paper investigates the market reactions on stock recommendations taken from the
website Analist. nl between January 1, 2005 and May 30, 2014. I document large and …