Browsing by Topic Conventional finance

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Showing results 200 to 209 of 290
  • path_integral_derivation_u1_kac–moody_characters_weyl–kac_denominator_belal.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E. (1992)

  • The U(1) Kac-Moody character functions are derived from a path integral expression. It is shown that point-split regularization of the Virasoro generator also exactly regularizes the path integral. An exact derivation of the Weyl-Kac denominator is then given for an arbitrary Lie group using the semiclassical approximation and the results of the U(1) calculation.

  • path_integral_equities_dynamic_correlation_empirical_analysis_belal.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E.; Yang, Cao; Ada, Lau; Pan, Tang (2012)

  • This paper develops a model to describe the unequal time correlation between rate of returns of different stocks. A non-trivial fourth order derivative Lagrangian is defined to provide an unequal time propagator, which can be fitted to the market data. A calibration algorithm is designed to find the empirical parameters for this model and different denoising methods are used to capture the signals concealed in the rate of return. The detailed results of this Gaussian model show that the different stocks can have strong correlation and the empirical unequal time correlator can be described by the model's propagator. This preliminary study provides a novel model for the correlator of di...

  • Path integrals and Hamiltonians.pdf.jpg
  • Book


  • Authors: Baaquie, Belal E. (2014)

  • Providing a pedagogical introduction to the essential principles of path integrals and Hamiltonians, this book describes cutting-edge quantum mathematical techniques applicable to a vast range of fields, from quantum mechanics, solid state physics, statistical mechanics, quantum field theory, and superstring theory to financial modeling, polymers, biology, chemistry, and quantum finance. Eschewing use of the Schrodinger equation, the powerful and flexible combination of Hamiltonian operators and path integrals is used to study a range of different quantum and classical random systems, succinctly demonstrating the interplay between a system's path integral, state space, and Hamiltonian...

  • perakaunan perkongsian di malaysia_zulkarnain et al.jpg.jpg
  • Book


  • Authors: Muhamad Sori, Zulkarnain; Abdul Hamid, Mohamad Ali; Yusoff, Azemin; Mohd Deris, Mohd Rosnizam (2002)

  • Buku ini memberikan pendedahan kepada perniagaan bentuk perkongsian yang meliputi aspek perundangan dan amalan perakaunan di dalam persekitaran perniagaan Malaysia. Buku ini dituju khas kepada pelajar institusi pengajian tinggi yang mengambil kursus Perakaunan Kewangan Pertengahan dan mereka yang berminat mempelajari perakaunan perkongsian.

  • perakaunan perkongsian_soalan dan jawapan_zulkarnain et al.jpg.jpg
  • Book


  • Authors: Mohd Deris, Mohd Rosnizam; Muhamad Sori, Zulkarnain; Abdul Hamid, Mohamad Ali (2002)

  • Buku ini memberikan: 1) latihan komprehensif di dalam bidang perakaunan perkongsian, 2) bilangan soalan yang banyak berserta cadangan jawapan bagi setiap soalan, 3) penerangan dan jalan kerja yang jelas bagi setiap soalan disertakan.

  • perceived_public_accounts_committee_independence_zulkarnain et al.pdf.jpg
  • Journal Article


  • Authors: Zainal Abidin, Zaharuddin; Muhamad Sori, Zulkarnain; Mat Daud, Zaidi; Senik, Rosmila (2019)

  • The objective of the study is to examine perceived Public Account Committee's (PAC) independence from the perspective of PAC members and non-PAC members. The findings indicate that for the PAC to be independence, it should be free from any form of interference from any party when exercising and conducting its responsibilities. The PAC must be free to select any topic or issue to be examined that they think important and involves the public interest. However, being independent can also be seen as a way of gaining political mileage for PAC members and also gives advantages to the opposition members too. Overall, the independence of the PAC is still debatable judging from the decision an...

  • perception of auditors independence.pdf.jpg
  • Chapter in Book


  • Authors: Muhamad Sori, Zulkarnain; Karbhari, Yusuf; Turmin, Siti Zaidah (2015)

  • The objective of this chapter is to examine the effects of the joint provision of audit and non-audit services on perceived auditor independence from the perspective of senior managers of audit firms, loan officers and public listed companies in Malaysia. The effect of join provision of audit and non-audit services might be different when auditor perform the services based on their available resources.

  • performance_and_trading_characteristics_of_exchange_traded_funds_aftab_obiyathulla_mansur.pdf.jpg
  • Journal Article


  • Authors: Khan, Aftab Parvez; Bacha, Obiyathulla Ismath; Mohammed Masih, Abul Mansur (2015)

  • Exchange Traded Funds (ETFs) are one of the most successful financial innovations of the last decades. The main focus of this study is to examine the risk adjusted performance, tracking error and trading characteristics of emerging and developed markets ETF. 43 passively managed equity ETFs have been chosen to cover both markets. The results indicate that the emerging markets are less efficient in terms of index replication and possess higher tracking error compared to the developed market ETF. Conversely, emerging markets provide better risk adjusted performance. Last but not least, it is also found that assets size has positive impacts towards ETFs performance and in contrast, the e...

  • performance_evaluation_agricultural_sub_sectors_capital_productivity_perspective_kazem.pdf.jpg
  • Journal Article


  • Authors: Habibollah, Salami; Shabani, Zohreh; Sadr, Seyed Kazem (2009)

  • In the present study, the productivity of capital input in different agricultural subsectors is assessed for the period 1976-2007 and the performances compared accordingly. In addition, the performances are compared in the context of various five year economic, social and cultural development plans based on the rate of growth of capital input during the implementation of the different plans. Results indicate that fisheries, and forestry sub-sectors have undergone a declining trend in the productivity of capital input, while field cropping, horticulture, and animal husbandry sub-sectors have experienced increasing trend in the productivity of capital input during the study period. Amon...

  • permanent_transitory_oil_volatility_aggregate_investment_malaysia_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Ali Ahmed, Huson Joher (2014)

  • This paper investigates the relation between aggregate investment and oil volatility and its permanent and transitory components for a developing country, Malaysia. In the paper, the components generalized autoregressive conditional heteroskedasticity (CGARCH) model is utilized to decompose conditional oil volatility into permanent oil volatility and transitory oil volatility. Respectively reflecting fundamental-driven and random shifts in oil volatility, they are expected to exert differential effects on aggregate investment. Adopting a vector autoregression (VAR) framework to allow feedback effects between aggregate investment and its determinants, the paper documents evidence suppo...

Browsing by Topic Conventional finance

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 200 to 209 of 290
  • path_integral_derivation_u1_kac–moody_characters_weyl–kac_denominator_belal.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E. (1992)

  • The U(1) Kac-Moody character functions are derived from a path integral expression. It is shown that point-split regularization of the Virasoro generator also exactly regularizes the path integral. An exact derivation of the Weyl-Kac denominator is then given for an arbitrary Lie group using the semiclassical approximation and the results of the U(1) calculation.

  • path_integral_equities_dynamic_correlation_empirical_analysis_belal.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E.; Yang, Cao; Ada, Lau; Pan, Tang (2012)

  • This paper develops a model to describe the unequal time correlation between rate of returns of different stocks. A non-trivial fourth order derivative Lagrangian is defined to provide an unequal time propagator, which can be fitted to the market data. A calibration algorithm is designed to find the empirical parameters for this model and different denoising methods are used to capture the signals concealed in the rate of return. The detailed results of this Gaussian model show that the different stocks can have strong correlation and the empirical unequal time correlator can be described by the model's propagator. This preliminary study provides a novel model for the correlator of di...

  • Path integrals and Hamiltonians.pdf.jpg
  • Book


  • Authors: Baaquie, Belal E. (2014)

  • Providing a pedagogical introduction to the essential principles of path integrals and Hamiltonians, this book describes cutting-edge quantum mathematical techniques applicable to a vast range of fields, from quantum mechanics, solid state physics, statistical mechanics, quantum field theory, and superstring theory to financial modeling, polymers, biology, chemistry, and quantum finance. Eschewing use of the Schrodinger equation, the powerful and flexible combination of Hamiltonian operators and path integrals is used to study a range of different quantum and classical random systems, succinctly demonstrating the interplay between a system's path integral, state space, and Hamiltonian...

  • perakaunan perkongsian di malaysia_zulkarnain et al.jpg.jpg
  • Book


  • Authors: Muhamad Sori, Zulkarnain; Abdul Hamid, Mohamad Ali; Yusoff, Azemin; Mohd Deris, Mohd Rosnizam (2002)

  • Buku ini memberikan pendedahan kepada perniagaan bentuk perkongsian yang meliputi aspek perundangan dan amalan perakaunan di dalam persekitaran perniagaan Malaysia. Buku ini dituju khas kepada pelajar institusi pengajian tinggi yang mengambil kursus Perakaunan Kewangan Pertengahan dan mereka yang berminat mempelajari perakaunan perkongsian.

  • perakaunan perkongsian_soalan dan jawapan_zulkarnain et al.jpg.jpg
  • Book


  • Authors: Mohd Deris, Mohd Rosnizam; Muhamad Sori, Zulkarnain; Abdul Hamid, Mohamad Ali (2002)

  • Buku ini memberikan: 1) latihan komprehensif di dalam bidang perakaunan perkongsian, 2) bilangan soalan yang banyak berserta cadangan jawapan bagi setiap soalan, 3) penerangan dan jalan kerja yang jelas bagi setiap soalan disertakan.

  • perceived_public_accounts_committee_independence_zulkarnain et al.pdf.jpg
  • Journal Article


  • Authors: Zainal Abidin, Zaharuddin; Muhamad Sori, Zulkarnain; Mat Daud, Zaidi; Senik, Rosmila (2019)

  • The objective of the study is to examine perceived Public Account Committee's (PAC) independence from the perspective of PAC members and non-PAC members. The findings indicate that for the PAC to be independence, it should be free from any form of interference from any party when exercising and conducting its responsibilities. The PAC must be free to select any topic or issue to be examined that they think important and involves the public interest. However, being independent can also be seen as a way of gaining political mileage for PAC members and also gives advantages to the opposition members too. Overall, the independence of the PAC is still debatable judging from the decision an...

  • perception of auditors independence.pdf.jpg
  • Chapter in Book


  • Authors: Muhamad Sori, Zulkarnain; Karbhari, Yusuf; Turmin, Siti Zaidah (2015)

  • The objective of this chapter is to examine the effects of the joint provision of audit and non-audit services on perceived auditor independence from the perspective of senior managers of audit firms, loan officers and public listed companies in Malaysia. The effect of join provision of audit and non-audit services might be different when auditor perform the services based on their available resources.

  • performance_and_trading_characteristics_of_exchange_traded_funds_aftab_obiyathulla_mansur.pdf.jpg
  • Journal Article


  • Authors: Khan, Aftab Parvez; Bacha, Obiyathulla Ismath; Mohammed Masih, Abul Mansur (2015)

  • Exchange Traded Funds (ETFs) are one of the most successful financial innovations of the last decades. The main focus of this study is to examine the risk adjusted performance, tracking error and trading characteristics of emerging and developed markets ETF. 43 passively managed equity ETFs have been chosen to cover both markets. The results indicate that the emerging markets are less efficient in terms of index replication and possess higher tracking error compared to the developed market ETF. Conversely, emerging markets provide better risk adjusted performance. Last but not least, it is also found that assets size has positive impacts towards ETFs performance and in contrast, the e...

  • performance_evaluation_agricultural_sub_sectors_capital_productivity_perspective_kazem.pdf.jpg
  • Journal Article


  • Authors: Habibollah, Salami; Shabani, Zohreh; Sadr, Seyed Kazem (2009)

  • In the present study, the productivity of capital input in different agricultural subsectors is assessed for the period 1976-2007 and the performances compared accordingly. In addition, the performances are compared in the context of various five year economic, social and cultural development plans based on the rate of growth of capital input during the implementation of the different plans. Results indicate that fisheries, and forestry sub-sectors have undergone a declining trend in the productivity of capital input, while field cropping, horticulture, and animal husbandry sub-sectors have experienced increasing trend in the productivity of capital input during the study period. Amon...

  • permanent_transitory_oil_volatility_aggregate_investment_malaysia_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Ali Ahmed, Huson Joher (2014)

  • This paper investigates the relation between aggregate investment and oil volatility and its permanent and transitory components for a developing country, Malaysia. In the paper, the components generalized autoregressive conditional heteroskedasticity (CGARCH) model is utilized to decompose conditional oil volatility into permanent oil volatility and transitory oil volatility. Respectively reflecting fundamental-driven and random shifts in oil volatility, they are expected to exert differential effects on aggregate investment. Adopting a vector autoregression (VAR) framework to allow feedback effects between aggregate investment and its determinants, the paper documents evidence suppo...