Essays about: "trading-volume estimation"
Found 4 essays containing the words trading-volume estimation.
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1. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.
University essay from Linköpings universitet/ProduktionsekonomiAbstract : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. READ MORE
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2. A Model for Estimating Short Interest
University essay from KTH/Matematisk statistikAbstract : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. READ MORE
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3. Relationship between Real Estate Industry and Stock Market in China
University essay from Jönköping University/IHH, NationalekonomiAbstract : Each individual is both a consumer and an investor in the market. It is the common goal of every investor to achieve a high return on investment through the portfolio of profit maximization. As a result, the ratio of assets in a portfolio has become a hot topic. READ MORE
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4. Bilateral Trade of China and the Linder Hypothesis: A gravity Model Approach
University essay from Högskolan i Jönköping/IHH, NationalekonomiAbstract : The paper examines the China's bilateral trading volume with its fourteen trading partners by using the gravity mode, and other explanatory economic factors: (gross domestic product) GDP, differential GDP per capita, real exchange rate, population and geographical distance. Among these estimated economic factors, differential GDP per capita is also used as the proxy variable for the Linder effect. READ MORE