Reprint
Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications
Edited by
July 2020
382 pages
- ISBN978-3-03936-531-9 (Hardback)
- ISBN978-3-03936-532-6 (PDF)
This book is a reprint of the Special Issue Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications that was published in
Business & Economics
Environmental & Earth Sciences
Social Sciences, Arts & Humanities
Summary
The topics studied in this Special Issue include a wide range of areas in finance, economics, tourism, management, marketing, and education. The topics in finance include stock market, volatility and excess returns, REIT, warrant and options, herding behavior and trading strategy, supply finance, and corporate finance. The topics in economics including economic growth, income poverty, and political economics.
Format
- Hardback
License
© 2020 by the authors; CC BY-NC-ND license
Keywords
supply chain finance; core enterprises; financial credit risk evaluation; fuzzy analytical hierarchy process (FAHP); moment analysis; CAPM statistics; stochastic dominance; volume analysis; arbitrage opportunity; market efficiency; warrants; China market; Taiwan market; event study; abnormal rate of change; Chinese tourists; OLS; GARCH; GJR; EGARCH; tourism finance; herding behaviour; Confucian background; emerging market; frontier market; China market; Taiwan market; merger; subprime mortgage crisis; event study; job satisfaction (JS); work style (WS); leadership style (LS); organizational climate (OC); register office; Mongolia; information disclosure ranking; industry production market competition; mispricing; Taiwan stock market; equity return dispersion; stock market volatility; business cycle; multivariate causality; JEL Codes ; C32; E32; G10; conditional Monte Carlo; variance reduction; multi-asset options; stochastic volatility; martingale control variate; market condition; policy change; information diffusion; intra-industry; China; sustainable development; HIV/AIDS; human capital; good governance; sub-Saharan Africa; international and domestic rankings; size; internationalization; national; public and private universities; changes over time; inclusive finance; multidimensional poverty; targeted poverty reduction; evolutionary game; China; change-point VAR model; macroeconomic shocks; US REITs sector; financial integration; cointegration; error correction; linear and nonlinear causality; enhanced indexation; regime switching; cardinality constraint; proximal ADMM; text mining; sentiment analysis; word cloud; emotional valence; Investor herding bias; manager herding bias; firm value; Shanghai stock exchange; Shenzhen stock exchange