Bringing together a distinguished group of contributors, this volume in honor of José García Pérez provides a comprehensive overview of the latest advances in quantitative methods for business and economics, including distribution theory, econometrics, behavioral finance, financial networks and economic applications, as well as parallels exploring José García Pérez's research interests.
Contemporary challenges in this field include evaluating the robustness of structural econometric analyses under collinearity, identifying the connections between long-term memory and financial performance, and treating multicollinearity in the Nelson-Siegel model. To tackle these problems, this book offers a wealth of innovative approaches, methodologies, and theoretical frameworks. For example, it presents new probability distributions, explores the application of partial least structural equation modeling in economics, discusses the theoretical-practical approach to portfolio management in sustainable finance and Environmental, Social and Governance, and reviews the application and usefulness of state-of-the-art machine learning and artificial intelligence in applied finance.
The book serves as a valuable resource for researchers and practitioners in econometrics, finance, and economics, providing a comprehensive yet accessible resource for further exploration and study. In honoring José García Pérez, it not only pays tribute to a distinguished scholar but will also act as a catalyst for continued exploration and advancement in the dynamic and evolving landscape of quantitative methods for economics and business.
Reihe
Sprache
Verlagsort
Verlagsgruppe
Springer International Publishing
Illustrationen
33
111 farbige Abbildungen, 33 s/w Abbildungen
XV, 558 p. 144 illus., 111 illus. in color.
ISBN-13
978-3-031-84782-0 (9783031847820)
Schweitzer Klassifikation
Salvador Cruz Rambaud is a Full Professor of Finance at the Department of Economics and Business, University of Almería, Spain. His current research interests include anomalies in intertemporal choice, the mathematical analysis of financial operations and the elicitation of new statistical distributions in Finance.
Juan Evangelista Trinidad Segovia is a Full Professor of Finance at the Department of Economics and Business, University of Almería, Spain. His research interests include financial markets from the perspective of complex systems, financial modelling, portfolio selection and the Capital Asset Pricing Model.
Catalina B. García García is a Professor at the Department of Quantitative Methods for Economics and Business, University of Granada, Spain. Her main fields of interest are the development of models and quantitative methods in economics and business, estimation of econometric models, detection of linear dependence in regression models, and the treatment and diagnosis of multicollinearity.
