LEADER 01031nam--2200349---450- 001 990003692340203316 005 20120927120809.0 010 $a978-88-204-0427-7 035 $a000369234 035 $aUSA01000369234 035 $a(ALEPH)000369234USA01 035 $a000369234 100 $a20120927d2012----km-y0itay50------ba 101 $aita 102 $aIT 105 $a||||||||001yy 200 1 $aNazione democrazia e pace$etra ottocento e novecento$fa cura di Giovanna Angelini$gscritti di Giovanna Angelini ... [et al.] 210 $aMilano$cFranco Angeli$d2012 215 $a248 p.$d23 cm 225 2 $aStoria$v410 410 0$12001$aStoria$v410 606 0 $aNazione [e] Democrazia$2BNCF 676 $a320.1 702 1$aANGELINI,$bGiovanna 801 0$aIT$bsalbc$gISBD 912 $a990003692340203316 951 $aX.3.B. 6623$b238249 L.M.$cX.3.B.$d00316666 959 $aBK 969 $aUMA 979 $aIANNONE$b90$c20120927$lUSA01$h1208 996 $aNazione democrazia e pace$9834697 997 $aUNISA LEADER 04845nam 22006735 450 001 9910831005503321 005 20240702115457.0 010 $a9783031481697 010 $a3031481690 024 7 $a10.1007/978-3-031-48169-7 035 $a(MiAaPQ)EBC31106866 035 $a(Au-PeEL)EBL31106866 035 $a(MiAaPQ)EBC31132631 035 $a(Au-PeEL)EBL31132631 035 $a(OCoLC)1420629748 035 $a(DE-He213)978-3-031-48169-7 035 $a(CKB)30316541900041 035 $a(EXLCZ)9930316541900041 100 $a20240203d2023 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aProfessional Investment Portfolio Management $eBoosting Performance with Machine-Made Portfolios and Stock Market Evidence /$fby James W. Kolari, Wei Liu, Seppo Pynnönen 205 $a1st ed. 2023. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Palgrave Macmillan,$d2023. 215 $a1 online resource (268 pages) 311 08$aPrint version: Kolari, James W. Professional Investment Portfolio Management Cham : Springer International Publishing AG,c2024 9783031481680 320 $aIncludes bibliographical references and index. 327 $aPart I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5: The Empirical ZCAPM -- Part IV: Portfolio Performance -- Chapter 6: Portfolio Performance Measures -- Part V: Building Stock Portfolios with the ZCAPM -- Chapter 7: Building the Global Minimum Variance Portfolio G -- Chapter 8: Net Long Portfolio Performance Analyses -- Chapter 9: Net Long Portfolio Risk Analyses -- Chapter 10: Long Only Efficient Portfolios -- Chapter 11: The Beta-Zeta Risk Architecture of the Mean-Variance Parabola -- Chapter 12: Mutual fund portfolios -- Part VI: Conclusion -- Chapter 13: The Future of Investment Practice, Artificial Intelligence, and Machine Learning. 330 $aProfessional investment portfolio management is increasingly utilizing sophisticated statistical and computer techniques to better control risks and improve performance. This book provides new quantitative tools and technology for securities professionals to help boost the performance of their investment portfolios offered to clients. Unlike other books in this area, the authors utilize revolutionary asset pricing methods and models to analyze data for U.S. stocks and show how to apply them to the problem of creating highly diversified portfolios that are efficient in terms of returns per unit risk. James W. Kolari is the JP Morgan Chase Professor of Finance and Academic Director of the Global Corporate Banking Program in the Department of Finance at Texas A&M University. With more than 100 articles published in refereed journals, numerous other papers and monographs, 20 co-authored books, and more than 200 competitive papers presented at academic conferences, he ranks in the top 1-2 percent of finance scholars in the United States. Wei Liu holds PhDs in both physics and finance from Texas A&M University. He has worked as a bank analyst for USAA Bank, a former owner and investment manager of a securities firm, and now teaches finance at Texas A&M University. His research has been published in academic journals and textbooks. Seppo Pynnönen is a Professor of Statistics at the University of Vaasa, Finland and previously the Chairperson of the Department of Mathematics and Statistics. He has studied financial markets and taught various courses on statistical methodology. With numerous published papers in international finance and statistics journals, he is also the co-author of a recent investment valuation and asset pricing textbook. 606 $aCapital market 606 $aValuation 606 $aBusiness enterprises$xFinance 606 $aFinancial risk management 606 $aCapital Markets 606 $aInvestment Appraisal 606 $aCorporate Finance 606 $aRisk Management 615 0$aCapital market. 615 0$aValuation. 615 0$aBusiness enterprises$xFinance. 615 0$aFinancial risk management. 615 14$aCapital Markets. 615 24$aInvestment Appraisal. 615 24$aCorporate Finance. 615 24$aRisk Management. 676 $a895.134 700 $aKolari$b James W.$0850057 702 $aLiu$b Wei 702 $aPynno?nen$b Seppo 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910831005503321 996 $aProfessional Investment Portfolio Management$94332674 997 $aUNINA