1.

Record Nr.

UNINA990004922370403321

Autore

Eluard, Paul <1895-1952>

Titolo

Letres de jeunesse : Avec des poèmes inèdits / Paul Eluard

Pubbl/distr/stampa

Paris : Seghers, c1962

Descrizione fisica

222 p., [11] tav. ; 23 cm

Locazione

FLFBC

Collocazione

SX EL 1

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910459144203321

Autore

Morris Lydia <1949-, >

Titolo

Asylum, welfare and the cosmopolitan ideal : a sociology of rights / / Lydia Morris

Pubbl/distr/stampa

Oxon [England] ; ; New York : , : Routledge, , 2010

ISBN

1-136-99648-6

1-136-99649-4

1-282-58969-5

9786612589690

0-203-85528-0

Descrizione fisica

1 online resource (180 p.)

Disciplina

342.08/3

Soggetti

Asylum, Right of - Social aspects

Human rights

Asylum, Right of - Great Britain

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"A GlassHouse book."



Nota di bibliografia

Includes bibliographical references (pages [158]-165) and index.

Nota di contenuto

Book Cover; Title; Copyright; Contents; Abbreviations; Acknowledgements; Chapter 1 The right to have rights: Fond illusion or credo for our times?; Chapter 2 Asylum immigration and the art of government; Chapter 3 Welfare asylum and the politics of judgement; Chapter 4 Civil society and civil repair; Chapter 5 An emergent cosmopolitan paradigm?; Chapter 6 Civic stratification and the cosmopolitan ideal; Chapter 7 Cosmopolitanism, human rights and judgement; Chapter 8 Conclusion: A sociology of rights; Bibliography; Index

Sommario/riassunto

Asylum, Welfare and the Cosmopolitan Ideal: A Sociology of Rights puts forward the argument that rights must be understood as part of a social process: a terrain for strategies of inclusion and exclusion but also of contestation and negotiation. Engaging debate about how 'cosmopolitan' principles and practices may be transforming national sovereignty, Lydia Morris explores this premise through a case study of legal activism, civil society mobilisation, and judicial decision-making. The book documents government attempts to use destitution as a deterrent to control asylum numbers, a



3.

Record Nr.

UNINA9910139506203321

Autore

Duc François

Titolo

Market risk management for hedge funds [[electronic resource] ] : foundations of the style and implicit value-at-risk / / François Duc and Yann Schorderet

Pubbl/distr/stampa

John Wiley & Sons, : Chichester, West Sussex, England ; Hoboken, NJ, c2008

ISBN

1-119-20624-3

1-282-68749-2

9786612687495

0-470-74079-5

Edizione

[1st edition]

Descrizione fisica

1 online resource (268 p.)

Collana

The Wiley Finance Series ; ; v.511

Altri autori (Persone)

SchorderetYann

Disciplina

332.64/524

Soggetti

Hedge funds

Risk management

Hedge funds - Evaluation

Investment analysis - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Market Risk Management for Hedge Funds; Contents; Acknowledgements; 1 Introduction; PART I FUNDAMENTALS FOR STYLE AND IMPLICIT VALUE-AT-RISK; 2 Ongoing Institutionalization; 2.1 Hedge Fund Industry Size and Asset Flows; 2.2 Style Distribution; 2.3 2006-2007 Structural Developments; 2.3.1 Geography, Listing, Independent Arbitrators and Back Office; 2.3.2 Pricing and Side Pockets; 2.4 Are Hedge Funds Becoming Decent?; 2.4.1 Improved Market Efficiency; 2.4.2 Transfer of Risk; 2.4.3 Liquidity Suppliers; 2.4.4 Captive Capital?; 2.4.5 The Black Sheep of Capitalism?

2.5 Funds of Hedge Funds Persistence 2.5.1 Conditional Persistence; 2.5.2 Interquartile Spreads; 3 Heterogeneity of Hedge Funds; 3.1 Testing Sample; 3.2 Smoothing Effect of a Restrictive Classification; 3.3 Heterogeneity Revealed through Modern Cluster Analysis; 3.3.1 Modern Cluster Analysis Measures of a Classification; 3.3.2 Empirical Comparison; 3.3.3 Consequence For Value-at-Risk; 3.4 Appendix A:



Indices Sample; 4 Active and Passive Hedge Fund Indices; 4.1 Illusions Fostered by Active Hedge Fund Indices; 4.1.1 The Illusion of Achieving Purity; 4.1.2 The Illusion of Representativeness

4.1.3 The Illusion of Optimality 4.2 Passive Indices and the Illusion of being Clones; 4.2.1 Mechanical Replication; 4.2.2 Exposure Replication; 4.2.3 Replication of Distributions; 4.3 Conclusion; 5 The Four Dimensions of Risk Management for Hedge Funds; 5.1 Operational and Structural risk; 5.1.1 Sources of Structural Risk; 5.2 Risk Control; 5.3 Delegation Risk; 5.3.1 Market Risk; 5.3.2 Risk Controls; 5.4 Direct Investment Risk; 5.4.1 Underlying Approach; 5.4.2 Strategy Risk Approach; 5.4.3 Overlapping Approaches; 5.5 Conclusion

5.6 Appendix B: Risks Embedded with Some Classical Alternative Strategies 5.6.1 Pure Short Selling; 5.6.2 Long/Short Equity; 5.6.3 Convertible Arbitrage; 5.6.4 Fixed Income Arbitrage; 5.6.5 Risk Arbitrage; 5.7 Appendix C: Other Common Hedge Funds Risks; 5.7.1 Leverage Risk; 5.7.2 Liquidity Risk; 5.7.3 Counter-Party Risk; 5.7.4 Specific Event Risk; PART II STYLE VALUE-AT-RISK; 6 The Original Style VaR Revisited; 6.1 The Multi-Index Model; 6.1.1 The Sharpe (1988) Model; 6.1.2 Application to Hedge Funds; 6.1.3 Hedge Funds Indices as Risk Factors; 6.2 The Style Value-at-Risk

6.2.1 The Value-at-Risk Model 6.2.2 Original Backtesting; 6.3 Backtesting Revisited; 6.3.1 Fundamentals of an Updated Backtesting; 6.3.2 Updated Exception Rate; 6.3.3 Sources of Risk Underestimation; 7 The New Style Model; 7.1 Extreme Value Theory; 7.1.1 The Generalized Pareto Distribution; 7.1.2 Parameter Estimation; 7.1.3 Method Selection; 7.1.4 Extreme Quantiles to Value the Risk; 7.1.5 Assessing the Risk of Hedge Funds; 7.1.6 Dealing with Autocorrelation; 7.2 Risk Consolidation; 7.2.1 Hybrid EVT Approach; 7.2.2 Tail Dependence; 7.2.3 Location Parameters

7.2.4 Extreme Value-at-Idiosyncratic-Risk

Sommario/riassunto

This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.  It will present the fundamentals of quantitative risk measures by analysing the  range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio.The book begins by analysing the current state of the hedge fund industry - at the ongoing institutionalisation of the mar



4.

Record Nr.

UNIORUON00074879

Autore

MILLS, Peter

Titolo

Notes on Chinua Achebe's "No longer at ease" / Peter Mills

Pubbl/distr/stampa

Nairobi, : Heinemann Educational Books, 1981

Descrizione fisica

31 p. ; 19 cm

Classificazione

NIG820.9

Soggetti

ACHEBE, Chinua

Letteratura africana anglofona - Nigeria

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia