User:Verhofen/Books/Finance

Dr. Michael Verhofen

 * Introduction
 * Finance
 * Financial market


 * Portfolio Theory
 * Stock market
 * Modern portfolio theory
 * Volatility (finance)
 * Value at risk
 * Resampled efficient frontier
 * Asset allocation
 * Black–Litterman model
 * Roy's safety-first criterion
 * Intertemporal portfolio choice
 * Constant proportion portfolio insurance


 * Market Equilibrium
 * Capital asset pricing model
 * Mutual fund separation theorem
 * Fama–MacBeth regression
 * Arbitrage pricing theory
 * Fama–French three-factor model
 * Returns-based style analysis
 * Factor analysis
 * Principal component analysis
 * Stochastic discount factor


 * Market Efficiency
 * Efficient-market hypothesis
 * Adaptive market hypothesis
 * Short (finance)
 * Random walk
 * Geometric Brownian motion
 * Event study
 * Insider trading
 * Pairs trade
 * Low-volatility anomaly
 * Market microstructure
 * High-frequency trading
 * Market timing
 * Financial contagion
 * Calendar effect
 * Technical analysis


 * Behavioural Finance
 * Behavioral economics
 * Prospect theory
 * Hindsight bias
 * Overconfidence effect
 * Gambler's fallacy
 * Availability heuristic
 * List of cognitive biases


 * Fixed Income
 * Bond (finance)
 * Present value
 * Yield to maturity
 * Yield curve
 * Forward rate
 * Bootstrapping (finance)
 * Bond duration
 * Bond convexity
 * Bond credit rating
 * Altman Z-score
 * Convertible bond
 * Asset-backed security
 * Mortgage-backed security


 * Funds
 * Mutual fund
 * Hedge fund
 * Exchange-traded fund
 * Jensen's alpha
 * Sharpe ratio
 * Treynor ratio
 * Information ratio
 * Modigliani risk-adjusted performance


 * Derivatives
 * Derivative (finance)
 * Futures contract
 * Put–call parity
 * Spot–future parity
 * Contango
 * Normal backwardation
 * Option (finance)
 * Binomial options pricing model
 * Black–Scholes model
 * Volatility smile
 * Stochastic volatility
 * VIX
 * Foreign exchange market


 * Econometrics
 * Statistics
 * Statistical hypothesis testing
 * Regression analysis
 * Student's t-test
 * Robust regression
 * Bootstrapping (statistics)
 * Quantile regression
 * Overfitting
 * Time series
 * Autoregressive integrated moving average
 * Autoregressive conditional heteroskedasticity
 * Unit root
 * Cointegration
 * Chow test
 * Panel analysis
 * Vector autoregression
 * Granger causality
 * Non-parametric statistics
 * Seasonality


 * Economics
 * Economic growth
 * Business cycle
 * Monetary policy
 * Taylor rule
 * Inflation
 * Deflation
 * Financial crisis


 * Case Studies
 * Charles Ponzi
 * Wall Street Crash of 1929
 * Silver Thursday
 * Savings and loan crisis
 * Black Monday (1987)
 * Japanese asset price bubble
 * Black Wednesday
 * 1997 Asian financial crisis
 * 1998 Russian financial crisis
 * Nick Leeson
 * Long-Term Capital Management
 * Dot-com bubble
 * Enron
 * Financial crisis of 2007–08
 * Madoff investment scandal
 * 2010 Flash Crash
 * Eurozone crisis