Search for tag: "volatility"

5 Media

Liquidity Regime Unveiled: Integrating Liquidity… duration 3 minutes 0 seconds Liquidity Regime Unveiled: Integrating Liquidity… Liquidity Regime Unveiled: Integrating Liquidity Measures Through Gaussian Mixture-Driven Hidden Markov Models, Bofan Ji, UG '24 (207CEC04)	Liquidity Regime Unveiled: Integrating Liquidity Measures Through Gaussian Mixture-Driven Hidden Markov Models, Bofan Ji, UG '24 (207CEC04) Liquidity regimes are an intuitive yet elusive concept. It is easy to conceptualize how markets have periods of high liquidity, where the cost of trading is low, and periods of low liquidity, where a… prd24 liquidity regime measures model commodity returns volatility equities regimes ability variety insights matrix models markets periods liquor straddles assets crisis From Research Princeton Research Day 1 likes 59 plays Date May 3rd, 2024 Speaker Bofan Ji, UG '24 (207CEC04) Department Economics
Princeton Initiative 2018 - Heterogeneous Agent… duration 1 hour 38 minutes Princeton Initiative 2018 - Heterogeneous Agent… Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions, Part 3	Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions, Part 3 Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions, Part 3 Speaker: Yuliy Sannikov yuliy sannikov princeton initiaitive 2018 princeton initiative captions_12_07_2020 equation function sigma minus times risk gamma equations condition eta money functions volatility consumption capital experts point wealth power respect From Broadcast Broadcast Center Staff 0 likes 140 plays
Princeton Initiative 2018 - Heterogeneous Agent… duration 1 hour 26 minutes Princeton Initiative 2018 - Heterogeneous Agent… Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions, Part 2	Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions, Part 2 Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions, Part 2 Speaker: Yuliy Sannikov yuliy sannikov princeton initiaitive 2018 princeton initiative captions_12_07_2020 risk sigma equation money wealth asset volatility rate agent allocation theta capital equilibrium times agents portfolio return experts utility minus From Broadcast Broadcast Center Staff 0 likes 109 plays
Princeton Initiative 2018 - Heterogeneous Agent… duration 1 hour 57 minutes Princeton Initiative 2018 - Heterogeneous Agent… Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions: A Continuous Time Approach, Part 1	Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions: A Continuous Time Approach, Part 1 Princeton Initiative 2018 - Heterogeneous Agent Models with Financial Frictions: A Continuous Time Approach, Part 1 Speaker: Yuliy Sannikov yuliy sannikov princeton initiaitive 2018 princeton initiative finance economics captions_12_07_2020 risk capital experts volatility households sigma premium wealth asset utility allocation assets return condition function psi drift minus formula rate From Broadcast Broadcast Center Staff 0 likes 538 plays
MiniConference with Jack Bogle and Burton Malkiel… duration 1 hour 50 minutes MiniConference with Jack Bogle and Burton Malkiel… MiniConference with Jack Bogle and Burton Malkiel PT2	MiniConference with Jack Bogle and Burton Malkiel PT2 Part 2 of mini-conference discussing the future of financial management investment jack bogle burton malkiel john rekenthaler gus sauter andrew lo eric posner ted aronson cliff asnes mike nolan captions_12_17_2020 funds fund market lot thing money risk industry kind investors things vanguard basis fees volatility points question equity problem managers From Broadcast Broadcast Center Staff 0 likes 79 plays Date June 11th, 2018 Speaker Jack Bogle et al Location 102CHS Julius Rabin