Theorizing About Theorizing: an Examination of the Contributions of William I. Grossman To Psychoanalysis

Wilson, Arnold

doi:10.1177/0003065108330523

Cited by 4 publications

(2 citation statements)

References 9 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…This is what I suggested earlier with the relational tradition. Grossman, formerly influential but now little-read (Wilson, 2009), explores this process in detail. He emphasises (1992) that every moment in the room involves a continuous process of translation, compression and transformation of raw therapeutic material to produce any sense for the therapist of "what is going on here".…”

Section: Discussionmentioning

confidence: 99%

Relational Psychoanalysis and Clinical Practice

Farnsworth¹

2020

ata

View full text Add to dashboard Cite

show abstract

Section: Discussionmentioning

confidence: 99%

Relational Psychoanalysis and Clinical Practice

Farnsworth¹

2020

ata

View full text Add to dashboard Cite

show abstract

“…The theory of Efficient Markets (EMT) assuming that prices in the market follow a random walk initiates the process of market price prediction through anticipation of market correction. This paradoxical conclusion was mentioned in a study by Grossman and Stiglitz where acceptance of market efficiency makes the market inefficient for the fact that no one will have incentive exercise arbitrage (Grossman & Stiglitz, 1980) (Pan, 2011).…”

Section: Introductionmentioning

confidence: 98%

Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy

Bayram

Akat

2019

View full text Add to dashboard Cite

Financial pricing and prediction of stock markets is a specific and relatively narrow field, which have been mainly explored by mathematicians, economists and financial engineers. Prediction with the purpose of making profits in a martingale domain is a hard task. Pairs trading, a market neutral arbitrage strategy, attempts to resolve the drawback of unpredictability and yield market independent returns using relative pricing idea. If two securities have similar characteristics, so should their prices. Deviation from the acceptable similarity range in prices is considered an anomaly, and whenever noticed, trading is executed assuming the anomaly will correct itself.This work proposes a fuzzy inference model for the market-neutral pairs trading strategy. Fuzzy logic lets mimicking human decision-making in a complex trading environment and taking advantage of arbitrage opportunities that the crisp models may miss to acquire for the trade decision-making. Spread between two co-integrated stocks and volatility of the spread is used as decision-making inputs. Spread is a measure of the distance between two stocks and volatility is an indicator of how soon the spread would disappear. We conclude that fuzzy engine contributes to the profitability and efficiency of pairs trading type of strategies.

show abstract

The Dual Index Model That Astutely Augurs Stock Prices Using Sectoral Indices An Empirical Evaluation of Securities That Are Not Constituents of India's Premier Stock Exchange Index Namely BSE-Sensex

Suresh

Joseph

Shehnaz³

2017

SSRN Journal

View full text Add to dashboard Cite

The concept of Single index model for pricing of assets has been widely used as a simple tool for forecasting returns of individual securities in tune with the movements of a general market index. The Capital Asset Pricing Model, a footing based on the fact that the alpha component and the residual risk tends toward zero as the number of securities are increased, reduces the single-index model equation to the market return multiplied by the risky portfolio's beta. The fundamental analysis and technical analysis have been the pillar stones on which asset pricing was based. However, no attempts have been made so far to augment technicals to fundamentals of a security. The dual index model, proposed in this paper, attempts to augment fundamental factors affecting security prices, such as company, industry and economy factors into the technical framework of regressing excess return on individual security with the fundamentals as regressors. While the company factors are decomposed into the expected excess return of the individual stock due to firm-specific factors that is commonly denoted by its alpha coefficient (α) or intercept or predictor constant, the industry factors and economy factors represented by excess returns on sectoral index and market index respectively are assumed to additional predictors in the multi regression, where the excess returns on security returns is the predictand dependent variable. The effectiveness of the dual index model in precisely predicting returns, in the case of securities that are not constituents of the market index, is brought under the scanner and it has been conclusively evidenced that when sectoral index and market index are not highly correlated the dual index model is much superior to single index model in forecasting returns, be it forecast for a short period or long.

show abstract

Theorizing About Theorizing: an Examination of the Contributions of William I. Grossman To Psychoanalysis

Cited by 4 publications

References 9 publications

Relational Psychoanalysis and Clinical Practice

Relational Psychoanalysis and Clinical Practice

Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy

The Dual Index Model That Astutely Augurs Stock Prices Using Sectoral Indices An Empirical Evaluation of Securities That Are Not Constituents of India's Premier Stock Exchange Index Namely BSE-Sensex

Contact Info

Product

Resources

About