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1. |
Record Nr. |
UNINA9911020110803321 |
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Titolo |
Robust portfolio optimization and management / / Frank J. Fabozzi ... [et al.] |
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Pubbl/distr/stampa |
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Hoboken, New Jersey, : John Wiley, c2007 |
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ISBN |
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9786610855520 |
9781119202172 |
1119202175 |
9781280855528 |
1280855525 |
9780470164891 |
0470164891 |
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Descrizione fisica |
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1 online resource (513 p.) |
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Collana |
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Frank J. Fabozzi series |
Wiley finance |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Portfolio management |
Robust optimization |
Gestió de cartera |
Llibres electrònics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Robust Portfolio Optimization and Management; Contents; Preface; TEACHING USING THIS BOOK; ACKNOWLEDGMENTS; Chapter 1: Introduction; QUANTITATIVE TECHNIQUES IN THE INVESTMENT MANAGEMENT INDUSTRY; CENTRAL THEMES OF THIS BOOK; OVERVIEW OF THIS BOOK; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET; MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICE; SUMMARY |
Chapter 3: Advances in the Theory of Portfolio Risk |
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MeasuresDISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE; SUMMARY; Chapter 4: Portfolio Selection in Practice; PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICE; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; MULTIACCOUNT OPTIMIZATION; SUMMARY; Chapter 5: Classical Asset Pricing; DEFINITIONS |
THEORETICAL AND ECONOMETRIC MODELSRANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL (CAPM); ARBITRAGE PRICING THEORY (APT); SUMMARY; Chapter 6: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATORS; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE; OTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 7: Robust Estimation; THE INTUITION BEHIND ROBUST STATISTICS; ROBUST STATISTICS |
ROBUST ESTIMATORS OF REGRESSIONSCONFIDENCE INTERVALS; SUMMARY; Chapter 8: Robust Frameworks for Estimation: Shrinkage, Bayesian Approaches, and the Black-Litterman Model; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; SUMMARY; Chapter 9: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; OPTIMIZATION DUALITY THEORY; HOW DO OPTIMIZATION ALGORITHMS WORK?; SUMMARY; Chapter 10: Optimization Under Uncertainty; STOCHASTIC PROGRAMMING |
DYNAMIC PROGRAMMINGROBUST OPTIMIZATION; SUMMARY; Chapter 11: Implementing and Solving Optimization Problems in Practice; OPTIMIZATION SOFTWARE; PRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; IMPLEMENTATION EXAMPLES; SPECIALIZED SOFTWARE FOR OPTIMIZATION UNDER UNCERTAINTY; SUMMARY; Chapter 12: Robust Modeling of Uncertain Parameters in Classical Mean-Variance Portfolio Optimization; PORTFOLIO RESAMPLING TECHNIQUES; ROBUST PORTFOLIO ALLOCATION; SOME PRACTICAL REMARKS ON ROBUST PORTFOLIO ALLOCATION MODELS; SUMMARY |
Chapter 13: The Practice of Robust Portfolio Management: Recent Trends and New Directions |
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Sommario/riassunto |
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Praise for Robust Portfolio Optimization and Management""In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction.""--Mark Kritzman, President and CEO, Windham Capital Management, LLC""The topic of robust |
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2. |
Record Nr. |
UNINA9910139471803321 |
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Titolo |
WHO Guidelines for the management of postpartum haemorrhage and retained placenta |
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Pubbl/distr/stampa |
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Geneva, : World Health Organization, 2009 |
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ISBN |
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9786612456275 |
9781282456273 |
128245627X |
9789240684232 |
9240684239 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (62 pages) |
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Collana |
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Soggetti |
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Labor (Obstetrics) - Complications |
Placenta - Diseases |
Uterine hemorrhage |
Maternity nursing |
Puerperal disorders |
Pregnancy - Complications |
Diseases |
Hemorrhage |
Practice Guidelines as Topic |
Obstetric Labor Complications |
Puerperal Disorders |
Pregnancy Complications |
Female Urogenital Diseases and Pregnancy Complications |
Pathologic Processes |
Postpartum Hemorrhage |
Placenta, Retained |
Uterine Hemorrhage |
Placenta Diseases |
Dystocia |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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WHO guidelines for the management of postpartum haemorrhageand retained placenta; Contents; Background; Methods; Scope of the guidelines; Evidence and recommendations; PPH care pathways; Research implications; Plans for local adaptation of therecommendations; Plans for supporting implementation ofthese recommendations; GRADE tables; References; Annex 1. Scoping document with average scores; Annex 2. Search strategy; Annex 3. GRADE methodology; Annex 4. List of participants |
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Sommario/riassunto |
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Effective treatment of postpartum haemorrhage (PPH) often requires simultaneous multidisciplinary interventions. The health care provider needs to begin resuscitative efforts quickly, establish the cause of the haemorrhage, and possibly obtain the assistance of other care providers, such as an obstetrician, anaesthetist or radiologist. Avoiding delays in diagnosis and treatment will have significant impact on sequelae and chance of survival.These guidelines therefore include care pathways for the management of PPH, as a practical guide for clinicians. A loose-leaf insert of these care pathways |
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