02294nam 2200529 a 450 991045891560332120200520144314.03-8366-4014-7(CKB)2670000000053151(EBL)594908(OCoLC)679420798(SSID)ssj0001101158(PQKBManifestationID)11709774(PQKBTitleCode)TC0001101158(PQKBWorkID)11067428(PQKB)10874164(MiAaPQ)EBC594908(Au-PeEL)EBL594908(CaPaEBR)ebr10489382(EXLCZ)99267000000005315120110907d2010 uy 0engur|n|---|||||txtccrInvestment strategies[electronic resource] implementation and performance /Gerhard WörtcheHamburg Diplomica Verlag20101 online resource (75 p.)Title from cover.3-8366-9014-4 Includes bibliographical references.Investment Strategies; Abstract; Content; List of Figures; List of Tables; Abbreviations; 1 Introduction; 2 Modern Portfolio Theory; 3 Applied Methodology; 4 Empirical Results; 5 Conclusion and Further Research; Appendix; References; The AuthorThis book analyzes several investment strategies that are applied to an international equity portfolio. The evaluated strategies are: the Simple Crossover Moving Average, the Equally Weighted Portfolio, the Minimum Variance Portfolio, the Certainty Equivalent Tangency Portfolio, the James Stein Estimator and the Black Litterman Model. Besides the applied methodology part which demonstrates how to implement the considered strategies, the empirical section shows from the viewpoint of a European investor whether the final performance parameters are mainly due to returns of foreign markets or throInvestmentsElectronic books.Investments.332.63/24332.6324Wörtche Gerhard898879MiAaPQMiAaPQMiAaPQBOOK9910458915603321Investment strategies2008273UNINA01598nam0 22003733i 450 MIL055269020251003044235.018609430041860943012pbk20090304d2001 ||||0itac50 baenggbz01i xxxe z01nPhysics of intense charged particle beams in high energy acceleratorsRonald C. Davidson, Hong QinLondonImperial college pressSingaporeWorld scientificc2001XVII, 583 p.ill.24 cm.Acceleratori di particelleFIRSBLC036369E539.7Fisica atomica e nucleare14539.73Fisica atomica e nucleare. Accelerazione di particelle20Macchine acceleratrici di particelleAcceleratori nucleariAcceleratoriAcceleratori di particelleMacchine acceleratrici di particelleAcceleratori di particelleAcceleratori nucleariAcceleratori di particelleAcceleratoriDavidson, Ronald C.MILV03920307026268Qin, HongMILV265127070770616ITIT-00000020090304IT-BN0095 NAP 01SALA DING $MIL0552690Biblioteca Centralizzata di Ateneo1 v.1 v. 01SALA DING 539.7 DAV.ph 0102 0000048975 VMA 1 v.Y 2003070320030703 01Physics of intense charged particle beams in high energy accelerators1572502UNISANNIO