Indices, Index Funds And ETFs
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H-INDEX

(FIVE YEARS 0)

Published By Palgrave Macmillan UK

9781137447005, 9781137447012

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Some New Index-Calculation Methods and Their Mathematical Properties

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_10 ◽

2018 ◽

pp. 463-513

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Calculation Methods ◽

Mathematical Properties ◽

Index Calculation

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Introduction

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_1 ◽

2018 ◽

pp. 1-40

Author(s):

Michael I. C. Nwogugu

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Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_9 ◽

2018 ◽

pp. 397-462 ◽

Cited By ~ 1

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Human Computer Interaction ◽

Mutual Fund ◽

Index Arbitrage ◽

Computer Interaction

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Financial Indices, Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_11 ◽

2018 ◽

pp. 515-563 ◽

Cited By ~ 1

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Asset Pricing ◽

Prospect Theory ◽

Strategic Alliances ◽

Joint Ventures ◽

Cumulative Prospect Theory ◽

Third Generation ◽

Asset Pricing Theory ◽

Pricing Theory ◽

Intertemporal Asset Pricing ◽

Financial Indices

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Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_6 ◽

2018 ◽

pp. 233-265 ◽

Cited By ~ 1

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Performance Measurement ◽

Performance Measures ◽

Sharpe Ratio ◽

Information Ratio

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Decision-Making, Sub-additive Recursive “Matching” Noise and Biases in Risk-Weighted Stock/Bond Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Multi-attribute Preferences

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_5 ◽

2018 ◽

pp. 177-232

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Decision Making ◽

Incomplete Markets ◽

Calculation Methods ◽

Partially Observable ◽

Index Calculation

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Human Computer Interaction, Misrepresentation and Evolutionary Homomorphisms in the VIX and Options-Based Indices in Incomplete Markets with Unaggregated Preferences and NT-Utilities Under a Regret Minimization Regime

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_8 ◽

2018 ◽

pp. 339-395

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Human Computer Interaction ◽

Incomplete Markets ◽

Regret Minimization ◽

Computer Interaction

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Number Theory, “Structural Biases” and Homomorphisms in Traditional Stock/Bond/Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Un-aggregated Preferences, MN-Transferable-Utilities and Regret–Minimization Regimes

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_2 ◽

2018 ◽

pp. 41-109 ◽

Cited By ~ 2

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Number Theory ◽

Incomplete Markets ◽

Calculation Methods ◽

Regret Minimization ◽

Partially Observable ◽

Index Calculation

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Invariants and Homomorphisms Implicit in, and the Invalidity of the Mean-Variance Framework and Other Causality Approaches: Some Structural Effects

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_4 ◽

2018 ◽

pp. 139-175

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Structural Effects ◽

The Mean ◽

Mean Variance

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A Critique of Credit Default Swaps (CDS) Indices

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_3 ◽

2018 ◽

pp. 111-137

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Credit Default Swaps ◽

Credit Default

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Indices, Index Funds And ETFsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Palgrave Macmillan UK

Some New Index-Calculation Methods and Their Mathematical Properties

Introduction

Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage

Financial Indices, Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models

Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures

Decision-Making, Sub-additive Recursive “Matching” Noise and Biases in Risk-Weighted Stock/Bond Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Multi-attribute Preferences

Human Computer Interaction, Misrepresentation and Evolutionary Homomorphisms in the VIX and Options-Based Indices in Incomplete Markets with Unaggregated Preferences and NT-Utilities Under a Regret Minimization Regime

Number Theory, “Structural Biases” and Homomorphisms in Traditional Stock/Bond/Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Un-aggregated Preferences, MN-Transferable-Utilities and Regret–Minimization Regimes

Invariants and Homomorphisms Implicit in, and the Invalidity of the Mean-Variance Framework and Other Causality Approaches: Some Structural Effects

A Critique of Credit Default Swaps (CDS) Indices

Indices, Index Funds And ETFs
Latest Publications