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Financial Markets and Portfolio Management (FMPM) is a journal publishing original research and survey articles in all areas of finance, especially in financial markets, portfolio theory, wealth management, asset pricing, risk management, and regulation. Its principal objective is to serve as a bridge between innovative research and practical ...
The Journal of Finance is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946. [ 1 ] The editor-in-chief is Antoinette Schoar .
Journal of Futures Markets is a monthly peer-reviewed academic journal covers developments in financial futures and derivatives.The editor-in-chief is Bart Frijns. The journal covers subjects including: futures, derivatives, risk management and control, financial engineering, new financial instruments, hedging strategies, analysis of trading systems, legal, accounting, and regulatory issues ...
“The Theory of Security Pricing and Market Structure” (with Marshall Blume), Journal of Financial Markets, Institutions, and Instruments, 1 (3), August 1992, pp. 3–58; with a Foreword by Paul Samuelson
Fundamental analysts examine earnings, dividends, assets, quality, ratios, new products, research and the like. Technicians employ many methods, tools and techniques as well, one of which is the use of charts. Using charts, technical analysts seek to identify price patterns and market trends in financial markets and attempt to exploit those ...
In an article in the May 1970 issue of the Journal of Finance, entitled "Efficient Capital Markets: A Review of Theory and Empirical Work", [14] Fama proposed two concepts that have been used on efficient markets ever since. First, Fama proposed three types of efficiency: (i) strong-form; (ii) semi-strong form; and (iii) weak efficiency.
She has been published in numerous journals including the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, and the Journal of Business. [ 2 ] [ 3 ] [ 4 ] She is a professor at NYU's School of Business , where she teaches MBA courses in debt instruments and markets , and at the PhD level, continuous time ...
The Fama–DFA Prize is an annual prize given to authors with the best capital markets and asset pricing research papers published in the Journal of Financial Economics.The award is named after Eugene Fama, who is a co-founding advisory editor of the journal, a financial economist who helped to develop the efficient-market hypothesis and random walk hypothesis in asset pricing, a 2013 Nobel ...