Matches in SemOpenAlex for { <https://semopenalex.org/work/W2096229898> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W2096229898 abstract "The traditional Monte Carlo Simulation and Binomial Tree algorithms based upon the Black-Scholes world are modified to include a growth term to incorporate an irrational market return, a concept ignored in the basic price framework of Black-Scholes-Merton. This modified algorithm is applied to the Kuala Lumpur Composite Index KLCI and Public Aggressive Growth Fund PAGF between June 2006 and September 2008 to factor in the irrational behavior of the market. The implications are that irrational market behavior often distorts market values, which will eventually return to normal, with the corollary that the market is currently near the bottom." @default.
- W2096229898 created "2016-06-24" @default.
- W2096229898 creator A5032660514 @default.
- W2096229898 creator A5040197998 @default.
- W2096229898 creator A5068926582 @default.
- W2096229898 date "2009-01-01" @default.
- W2096229898 modified "2023-10-14" @default.
- W2096229898 title "Modified Binomial Tree and Market Efficiency: The Case for KLCI and LTCM" @default.
- W2096229898 cites W1518109914 @default.
- W2096229898 cites W1551275368 @default.
- W2096229898 cites W1602773783 @default.
- W2096229898 cites W1986253388 @default.
- W2096229898 cites W2048654659 @default.
- W2096229898 cites W2077791698 @default.
- W2096229898 cites W2078841091 @default.
- W2096229898 cites W2116153452 @default.
- W2096229898 cites W2146612430 @default.
- W2096229898 cites W2317502203 @default.
- W2096229898 cites W404394673 @default.
- W2096229898 doi "https://doi.org/10.1109/fskd.2009.760" @default.
- W2096229898 hasPublicationYear "2009" @default.
- W2096229898 type Work @default.
- W2096229898 sameAs 2096229898 @default.
- W2096229898 citedByCount "2" @default.
- W2096229898 countsByYear W20962298982013 @default.
- W2096229898 crossrefType "proceedings-article" @default.
- W2096229898 hasAuthorship W2096229898A5032660514 @default.
- W2096229898 hasAuthorship W2096229898A5040197998 @default.
- W2096229898 hasAuthorship W2096229898A5068926582 @default.
- W2096229898 hasConcept C105235620 @default.
- W2096229898 hasConcept C105795698 @default.
- W2096229898 hasConcept C106159729 @default.
- W2096229898 hasConcept C131562839 @default.
- W2096229898 hasConcept C149782125 @default.
- W2096229898 hasConcept C162324750 @default.
- W2096229898 hasConcept C194483076 @default.
- W2096229898 hasConcept C19499675 @default.
- W2096229898 hasConcept C2524010 @default.
- W2096229898 hasConcept C2781315470 @default.
- W2096229898 hasConcept C33923547 @default.
- W2096229898 hasConcept C94931360 @default.
- W2096229898 hasConceptScore W2096229898C105235620 @default.
- W2096229898 hasConceptScore W2096229898C105795698 @default.
- W2096229898 hasConceptScore W2096229898C106159729 @default.
- W2096229898 hasConceptScore W2096229898C131562839 @default.
- W2096229898 hasConceptScore W2096229898C149782125 @default.
- W2096229898 hasConceptScore W2096229898C162324750 @default.
- W2096229898 hasConceptScore W2096229898C194483076 @default.
- W2096229898 hasConceptScore W2096229898C19499675 @default.
- W2096229898 hasConceptScore W2096229898C2524010 @default.
- W2096229898 hasConceptScore W2096229898C2781315470 @default.
- W2096229898 hasConceptScore W2096229898C33923547 @default.
- W2096229898 hasConceptScore W2096229898C94931360 @default.
- W2096229898 hasLocation W20962298981 @default.
- W2096229898 hasOpenAccess W2096229898 @default.
- W2096229898 hasPrimaryLocation W20962298981 @default.
- W2096229898 hasRelatedWork W1482500235 @default.
- W2096229898 hasRelatedWork W1482834399 @default.
- W2096229898 hasRelatedWork W1492671789 @default.
- W2096229898 hasRelatedWork W1500848827 @default.
- W2096229898 hasRelatedWork W1535373935 @default.
- W2096229898 hasRelatedWork W1982369555 @default.
- W2096229898 hasRelatedWork W1986089774 @default.
- W2096229898 hasRelatedWork W2005200264 @default.
- W2096229898 hasRelatedWork W2052418742 @default.
- W2096229898 hasRelatedWork W2110581117 @default.
- W2096229898 hasRelatedWork W2112880279 @default.
- W2096229898 hasRelatedWork W2114217705 @default.
- W2096229898 hasRelatedWork W2124818624 @default.
- W2096229898 hasRelatedWork W2139766825 @default.
- W2096229898 hasRelatedWork W2179448806 @default.
- W2096229898 hasRelatedWork W2518127378 @default.
- W2096229898 hasRelatedWork W3046761525 @default.
- W2096229898 hasRelatedWork W3104878177 @default.
- W2096229898 hasRelatedWork W3213062991 @default.
- W2096229898 hasRelatedWork W831840035 @default.
- W2096229898 isParatext "false" @default.
- W2096229898 isRetracted "false" @default.
- W2096229898 magId "2096229898" @default.
- W2096229898 workType "article" @default.