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Security analysis and portfolio management
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Security analysis and portfolio management (1990)Security analysis and portfolio managementFundamental Analysis Models in Financial Markets – Review Study (2015)Fundamental Analysis Models i…How efficient is naive portfolio diversification? an educational note (2003)How efficient is naive portfo…Using neural networks to forecast the S&P 100 implied volatility (1996)Using neural networks to fore…Chapter 1 Portfolio theory (1995)Chapter 1 Portfolio theoryThe Pricing of Options and Corporate Liabilities (1973)On estimating the expected return on the market (1980)The Pricing of Options on Assets with Stochastic Volatilities (1987)Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices (2016)Generative Bayesian neural network model for risk-neutral pricing of American index options (2018)Neural Network Models for Bitcoin Option Pricing (2019)Principles of corporate finance (1982)How Many Stocks Make a Diversified Portfolio? (1987)Fundamentals of Corporate Finance (2018)Investment portfolio formation via multicriteria decision aid: a Brazilian stock market study (2018)Incorporating environmental and social considerations into the portfolio optimization process (2020)Modeling the optimal diversification opportunities: the case of crypto portfolios and equity portfolios (2020)Valuation: Measuring and managing the value of companies (1992)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Earnings management to avoid earnings decreases and losses (1997)Stock index prediction and uncertainty analysis using multi-scale nonlinear ensemble paradigm of optimal feature extraction, two-stage deep learning and Gaussian process regression (2021)A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting (2024)Deep Transformer-Based Asset Price and Direction Prediction (2024)The General Theory of Employment, Interest and Money. (1936)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Game Theory Models in Finance (2013)
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  • 2003How efficient is naive portfolio diversification? an educational note87 cited
  • 1996Using neural networks to forecast the S&P 100 implied volatility70 cited
  • 2015Fundamental Analysis Models in Financial Markets – Review Study68 cited
  • 1995Chapter 1 Portfolio theory55 cited

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