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Projects

596 projects (0,147s) •

Project

Procyclicality of financial markets, asset price bubbles and macroprudential regulation (GAP403/11/2073)

The project will focus on procyclicality of financial markets, asset price for identification of asset price bubbles. An empirical analysis will be mainly focused on stock booms and asset price bu...

AH - Ekonomie

  • 2011 - 2014
    • •
  • 3 169 tis. Kč
    • •
  • 3 169 tis. Kč
    • •
  • GA ČR
Project

Asset Prices, Bayesian Learning and Long-Run Risk (GAP403/11/2288)

I evaluate a novel DSGE finance model of asset prices which synthesizes the notion of long-run risk with the Bayesian learning asset pricing literature) counterparts. This is completely missing in the standard Baye...

AE - Řízení, správa a administrativa

  • 2011 - 2013
    • •
  • 996 tis. Kč
    • •
  • 996 tis. Kč
    • •
  • GA ČR
Project

Asset price inflation - the Case of the CR (GA402/02/1290)

Real long-term asset prices in Czechoslovakia and in the Czech Republic have-term asset prices approaching their long-term equilibrium level. The project-term asset prices took place, the pric...

AH - Ekonomie

  • 2002 - 2004
    • •
  • 1 443 tis. Kč
    • •
  • 1 443 tis. Kč
    • •
  • GA ČR
Project

Meta-Analyses of Stock Return Determinants (GA18-02513S)

Understanding factors associated with cross-sectional variation in returns on financial assets is fundamental both for research in asset pricing and for corporate finance practice. Empirical findings on the predictive power...

Economic Theory

  • 2018 - 2020
    • •
  • 3 944 tis. Kč
    • •
  • 3 944 tis. Kč
    • •
  • GA ČR
Project

Application of complex Lévy processes in modeling of financial assets prices (GA402/08/1237)

examination of feasible modelling and pricing techniques.The project targets on modelling of the evolution of financial asset prices and their portfolios respecting also the higher distribution of asset returns (e...

AH - Ekonomie

  • 2008 - 2010
    • •
  • 2 870 tis. Kč
    • •
  • 2 870 tis. Kč
    • •
  • GA ČR
Project

Maximal Entropy Portfolio (GA24-11146S)

We plan is to study portfolios that maximize the expected logarithmic return with respect to all available reference assets. As the expected log return of an asset with respect to a benchmark can be linked to the concept of the rela...

Finance

  • 2024 - 2026
    • •
  • 6 142 tis. Kč
    • •
  • 5 164 tis. Kč
    • •
  • GA ČR
Project

Returns on Property, Stocks, and Bonds - Consumption Perspective (GAP403/12/1394)

We will first test a Consumption based Capital Asset Pricing Model (CCAPM) where the real estate asset is both investment and consumption good. The test of expected asset returns, specifically the value effect. ...

AE - Řízení, správa a administrativa

  • 2012 - 2016
    • •
  • 2 294 tis. Kč
    • •
  • 2 294 tis. Kč
    • •
  • GA ČR
Project

Conception of Financial Accounting for fair and true view of Acquisition and Pool (Business Combinations) (GA402/03/1314)

value business and sum prices single assets and liabilities business as goodwill of assets andliabilities, - Recognise assets and liabilities business in accounting historical price and fair value), - Mak...

AH - Ekonomie

  • 2003 - 2005
    • •
  • 1 140 tis. Kč
    • •
  • 1 140 tis. Kč
    • •
  • GA ČR
Project

Asset pricing, internet data, machine learning with natural language processing in the era of sustainable and decentralized finance with uncertainty (GA24-10008S)

their role in asset pricing. We will use advanced language learning models for extraction into closely related areas of modeling of commodity prices, climate risk in finance, credit risk, option pricing and corpor...

Finance

  • 2024 - 2026
    • •
  • 5 994 tis. Kč
    • •
  • 5 994 tis. Kč
    • •
  • GA ČR
Project

Taming the tail risks in financial markets with data-driven methods (GA24-11555S)

The project will develop a new family of models for identification of tail risks in financial markets from possibly large datasets using deep learning algorithms. Our newly developed methods will allow us to revisit several classical problems in empi...

Applied Economics, Econometrics

  • 2024 - 2026
    • •
  • 6 606 tis. Kč
    • •
  • 6 606 tis. Kč
    • •
  • GA ČR
  • 1 - 10 out of 596