Market-Based Asset Price Probability
Fuente:
arXiv
Guardado en:
| Autor principal: | Olkhov, Victor |
|---|---|
| Formato: | Preprint |
| Publicado: |
2022
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Three Remarks On Asset Pricing
por: Olkhov, Victor
Publicado: (2021)
por: Olkhov, Victor
Publicado: (2021)
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
por: Olkhov, Victor
Publicado: (2024)
por: Olkhov, Victor
Publicado: (2024)
Market-Based Price Autocorrelation
por: Olkhov, Victor
Publicado: (2022)
por: Olkhov, Victor
Publicado: (2022)
Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
por: Olkhov, Victor
Publicado: (2023)
por: Olkhov, Victor
Publicado: (2023)
Market-Based Portfolio Variance
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
por: Olkhov, Victor
Publicado: (2022)
por: Olkhov, Victor
Publicado: (2022)
To VaR, or Not to VaR, That is the Question
por: Olkhov, Victor
Publicado: (2021)
por: Olkhov, Victor
Publicado: (2021)
Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943
por: Morimoto, Keiichi, et al.
Publicado: (2026)
por: Morimoto, Keiichi, et al.
Publicado: (2026)
Time Instability of the Fama-French Multifactor Models: An International Evidence
por: Moriya, Koichiro, et al.
Publicado: (2022)
por: Moriya, Koichiro, et al.
Publicado: (2022)
Sovereign Debt Default and Climate Risk
por: Barucci, Emilio, et al.
Publicado: (2025)
por: Barucci, Emilio, et al.
Publicado: (2025)
Ponzi Funds
por: van der Beck, Philippe, et al.
Publicado: (2024)
por: van der Beck, Philippe, et al.
Publicado: (2024)
Market-Based Probability of Stock Returns
por: Olkhov, Victor
Publicado: (2023)
por: Olkhov, Victor
Publicado: (2023)
The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns
por: Brigida, Matt
Publicado: (2025)
por: Brigida, Matt
Publicado: (2025)
Market-Based Variance of Market Portfolio and of Entire Market
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Common Idiosyncratic Quantile Factors and Asset Prices
por: Barunik, Jozef, et al.
Publicado: (2022)
por: Barunik, Jozef, et al.
Publicado: (2022)
Market-Based "Actual" Returns of Investors
por: Olkhov, Victor
Publicado: (2023)
por: Olkhov, Victor
Publicado: (2023)
Why do financial prices exhibit Brownian motion despite predictable order flow?
por: Sato, Yuki, et al.
Publicado: (2025)
por: Sato, Yuki, et al.
Publicado: (2025)
Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
por: Olkhov, Victor
Publicado: (2024)
por: Olkhov, Victor
Publicado: (2024)
Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Unwitting Markowitz' Simplification of Portfolio Random Returns
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
por: Serafini, Simone, et al.
Publicado: (2025)
por: Serafini, Simone, et al.
Publicado: (2025)
Dynamic Asset Pricing with α-MEU Model
por: Fan, Jiacheng, et al.
Publicado: (2025)
por: Fan, Jiacheng, et al.
Publicado: (2025)
Theoretical Economics as Successive Approximations of Statistical Moments
por: Olkhov, Victor
Publicado: (2023)
por: Olkhov, Victor
Publicado: (2023)
Crypto Pricing with Hidden Factors
por: Brigida, Matthew
Publicado: (2026)
por: Brigida, Matthew
Publicado: (2026)
Fundamentals of Perpetual Futures
por: He, Songrun, et al.
Publicado: (2022)
por: He, Songrun, et al.
Publicado: (2022)
Trading Graph Neural Network
por: Wu, Xian
Publicado: (2025)
por: Wu, Xian
Publicado: (2025)
Risks of heterogeneously persistent higher moments
por: Barunik, Jozef, et al.
Publicado: (2021)
por: Barunik, Jozef, et al.
Publicado: (2021)
Volatility Shocks and Currency Returns
por: Babiak, Mykola, et al.
Publicado: (2021)
por: Babiak, Mykola, et al.
Publicado: (2021)
Theoretical Economics and the Second-Order Economic Theory. What is it?
por: Olkhov, Victor
Publicado: (2021)
por: Olkhov, Victor
Publicado: (2021)
Efficient Hamiltonian Simulation for Solving Option Price Dynamics
por: Gonzalez-Conde, Javier, et al.
Publicado: (2021)
por: Gonzalez-Conde, Javier, et al.
Publicado: (2021)
Volatility Depends on Market Trades and Macro Theory
por: Olkhov, Victor
Publicado: (2020)
por: Olkhov, Victor
Publicado: (2020)
The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025)
por: Soleimani, Hamoon
Publicado: (2025)
por: Soleimani, Hamoon
Publicado: (2025)
Rethinking Beta: A Causal Take on CAPM
por: Cohen, Naftali
Publicado: (2025)
por: Cohen, Naftali
Publicado: (2025)
Fair sharing ratios of Profit and Loss sharing contracts
por: Sagna, Abass
Publicado: (2025)
por: Sagna, Abass
Publicado: (2025)
Information Leakages in the Green Bond Market
por: Shannon, Darren, et al.
Publicado: (2025)
por: Shannon, Darren, et al.
Publicado: (2025)
Unifying Market Microstructure and Dynamic Asset Pricing
por: Lauria, Davide, et al.
Publicado: (2023)
por: Lauria, Davide, et al.
Publicado: (2023)
Heterogeneous Beliefs Model of Stock Market Predictability
por: Park, Jiho
Publicado: (2024)
por: Park, Jiho
Publicado: (2024)
A Causation-Based Framework for Pricing and Cost Allocation of Energy, Reserves, and Transmission in Modern Power Systems
por: Ribeiro, Luiza, et al.
Publicado: (2025)
por: Ribeiro, Luiza, et al.
Publicado: (2025)
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Why `Fair Market Valuations' are Inappropirate for Employee-Owned Firms and Partnerships
por: Ellerman, David
Publicado: (2025)
por: Ellerman, David
Publicado: (2025)
Ejemplares similares
-
Three Remarks On Asset Pricing
por: Olkhov, Victor
Publicado: (2021) -
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
por: Olkhov, Victor
Publicado: (2024) -
Market-Based Price Autocorrelation
por: Olkhov, Victor
Publicado: (2022) -
Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
por: Olkhov, Victor
Publicado: (2023) -
Market-Based Portfolio Variance
por: Olkhov, Victor
Publicado: (2025)