Essays on Financial Analytics: Applications and Methods

ISBN-13: 9783031290497 / Angielski

Pascal Alphonse; Karima Bouaiss; Pascal Grandin

Opis

This book covers recent research advances, methods and techniques, applications and projects in financial analytics, with a focus on the effects of the health crisis on banking activities and financial engineering. It explores the latest developments in banking regulation, banking and financial systems, financial engineering, and corporate finance in order to provide financial analytics that assess financial stability and sustainability. Written for researchers and practitioners alike, the book is intended to promote stimulating scientific exchanges, ideas and experiences in the field of financial analytics for economics and management.

Spis treści

Foreign exchange risk hedging policy: Evidence from France.- Use of Financial Instruments among the Chilean households.- IFRS 9 -Financial Assets: Debt Instrument Classification and Management under the new Accounting Standard. A case study of Greek Government Bonds, in Banks’ Investment Portfolios.-Investor Attention and Bitcoin Trading Behaviors.- An answer to Roll’s critique (1977) forty five years later.- Detecting Equity Style Information within Institutional Media.- An Advanced Approach to Algorithmic Portfolio Management.- Financial analytics and decision-making strategies: future prospects from Bibliometrix based on R package.- MONETARY UTILITY FUNCTIONS AND RISK FUNCTIONALS.- Cryptocurrency Portfolios Using Heuristics.- Geographic Dispersion and IPO Underpricing.- The Rise of Fintech & Healthcare SPACs.-KOOPMAN  OPERATORS  AND  EXTENDED  DYNAMIC  MODE  DECOMPOSITION  FOR ECONOMIC  GROWTH  MODELS  IN  TERMS  OF  FRACTIONAL  DERIVATIVES.- Efficiency, taxation & solvency issues for SMEs: The case of Greece, Italy and Spain.

O autorze

Dr. Pascal Alphonse is a Professor of Accounting and Finance at the University of Lille (France) and at SKEMA Business School (France). Having specialized in international accounting and company valuation, Professor Alphonse has published articles in leading scientific journals and books.

Dr. Karima Bouaiss is an Associate Professor at the University of Lille (France). Having specialized in banking regulation, corporate governance and innovation financing, Dr. Bouaiss has published articles in leading scientific journals.

Dr. Pascal Grandin is a Full Professor of Management Sciences at the University of Lille (France) and Dean of the IAE Lille University School of Management. Having specialized in portfolio management, corporate finance and behavioral finance, Professor Grandin has published articles in leading scientific journals and books.

Dr. Constantin Zopounidis is a Professor at the Technical University of Crete (Greece) and Audencia Business School (France). Having specialized in MCDM methods, financial decisions and operations research techniques, he has published several articles in leading scientific journals and books.