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[null,"1.","Record Nr.",null,"UNISALENTO991000920149707536"]
[null,null,"Autore",null,"Seri, Dan Benaya"]
[null,null,"Titolo",null,"I biscotti salati di nonna Sultana / Dan Benaya Seri ; traduzione di Shulim Vogelmann"]
[null,null,"Pubbl/distr/stampa",null,"Firenze : Giuntina, 2004"]
[null,null,"ISBN",null,"8880572105"]
[null,null,"Descrizione fisica",null,"199 p. ; 21 cm"]
[null,null,"Collana",null,"Israeliana"]
[null,null,"Disciplina",null,"892.4"]
[null,null,"Soggetti",null,"Letteratura ebraica"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910321056903321"]
[null,null,"Autore",null,"Pittin-Hédon Marie Odile"]
[null,null,"Titolo",null,"Alasdair Gray : Marges et effets de miroirs / / Marie Odile Pittin-Hédon"]
[null,null,"Pubbl/distr/stampa",null,"Grenoble, : UGA Éditions, 2018"]
[null,null,"ISBN",null,"2-37747-154-4"]
[null,null,"Descrizione fisica",null,"1 online resource (372 p.)"]
[null,null,"Soggetti",null,"Literary Theory &amp; Criticism"]
[{"$nulls":4},"Écosse"]
[{"$nulls":4},"marge"]
[{"$nulls":4},"paratexte"]
[{"$nulls":4},"intertextualité"]
[null,null,"Lingua di pubblicazione",null,"Francese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Sommario/riassunto","Les marges du texte, les multiples acceptions du mot « marges » dans le contexte écossais contemporain : telles sont les pistes que cet ouvrage tente de suivre. L'étude, entièrement consacrée à Alasdair Gray, mais mettant en relation l'œuvre de ce dernier avec celles de ses contemporains et de ses illustres prédécesseurs, explore la capacité des marges - tout ce que Genette nomme le paratexte - à modifier, embrouiller, commenter, devancer, voire même devenir le texte. Elle étudie notamment le tissage étroit entre les illustrations grayiennes et « leur » texte, l'inversion occasionnelle de la priorité entre texte et image, et plus largement l'investissement et la textualisation de l'espace périphérique du livre chez Gray.  La notion d'intertextualité est également examinée de près, pour ce qu'elle informe l'œuvre de Gray tout entière, et ce qu'elle voit ses mécanismes principaux détournés à but de subversion. De pièges en erreurs, de commentaires en contradictions, c'est à un véritable jeu de piste jubilatoire que ce livre est conduit."]
[null,"3.","Record Nr.",null,"UNINA9910811486003321"]
[null,null,"Autore",null,"Pfaff Bernhard"]
[null,null,"Titolo",null,"Financial risk modelling and portfolio optimization with R / / Bernhard Pfaff"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, [England] : , : Wiley, , 2016"]
[{"$nulls":4},"©2016"]
[null,null,"ISBN",null,"1-119-11967-7"]
[{"$nulls":4},"1-119-11968-5"]
[{"$nulls":4},"1-119-11969-3"]
[null,null,"Edizione",null,"[Second edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (497 p.)"]
[null,null,"Collana",null,"THEi Wiley ebooks"]
[null,null,"Disciplina",null,"332.0285/5133"]
[null,null,"Soggetti",null,"Financial risk - Mathematical models"]
[{"$nulls":4},"Portfolio management"]
[{"$nulls":4},"R (Computer program language)"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references at the end of each chapters and index."]
[null,null,"Nota di contenuto",null,"Title Page; Copyright; Table of Contents; Preface to the Second Edition; Preface; Abbreviations; About the Companion Website; Part I: Motivation; Chapter 1: Introduction; Reference; Chapter 2: A brief course in R; 2.1 Origin and development; 2.2 Getting help; 2.3 Working with R; 2.4 Classes, methods, and functions; 2.5 The accompanying package FRAPO; References; Chapter 3: Financial market data; 3.1 Stylized facts of financial market returns; 3.2 Implications for risk models; References; Chapter 4: Measuring risks; 4.1 Introduction; 4.2 Synopsis of risk measures; 4.3 Portfolio risk concepts"]
[{"$nulls":4},"ReferencesChapter 5: Modern portfolio theory; 5.1 Introduction; 5.2 Markowitz portfolios; 5.3 Empirical mean-variance portfolios; References; Part II: Risk modelling; Chapter 6: Suitable distributions for returns; 6.1 Preliminaries; 6.2 The generalized hyperbolic distribution; 6.3 The generalized lambda distribution; 6.4 Synopsis of R packages for GHD; 6.5 Synopsis of R packages for GLD; 6.6 Applications of the GHD to risk modelling; 6.7 Applications of the GLD to risk modelling and data analysis; References; Chapter 7: Extreme value theory; 7.1 Preliminaries"]
[{"$nulls":4},"7.2 Extreme value methods and models7.3 Synopsis of R packages; 7.4 Empirical applications of EVT; References; Chapter 8: Modelling "]
[{"$nulls":4},"volatility; 8.1 Preliminaries; 8.2 The class of ARCH models; 8.3 Synopsis of R packages; 8.4 Empirical application of volatility models; References; Chapter 9: Modelling dependence; 9.1 Overview; 9.2 Correlation, dependence, and distributions; 9.3 Copulae; 9.4 Synopsis of R packages; 9.5 Empirical applications of copulae; References; Part III: Portfolio optimization approaches; Chapter 10: Robust portfolio optimization; 10.1 Overview; 10.2 Robust statistics"]
[{"$nulls":4},"10.3 Robust optimization10.4 Synopsis of R packages; 10.5 Empirical applications; References; Chapter 11: Diversification reconsidered; 11.1 Introduction; 11.2 Most-diversified portfolio; 11.3 Risk contribution constrained portfolios; 11.4 Optimal tail-dependent portfolios; 11.5 Synopsis of R packages; 11.6 Empirical applications; References; Chapter 12: Risk-optimal portfolios; 12.1 Overview; 12.2 Mean-VaR portfolios; 12.3 Optimal CVaR portfolios; 12.4 Optimal draw-down portfolios; 12.5 Synopsis of R packages; 12.6 Empirical applications; References; Chapter 13: Tactical asset allocation"]
[{"$nulls":4},"13.1 Overview13.2 Survey of selected time series models; 13.3 The Black-Litterman approach; 13.4 Copula opinion and entropy pooling; 13.5 Synopsis of R packages; References; Chapter 14: Probabilistic utility; 14.1 Overview; 14.2 The concept of probabilistic utility; 14.3 Markov chain Monte Carlo; 14.4 Synopsis of R packages; 14.5 Empirical application; References; Appendix A: Package overview; A.1 Packages in alphabetical order; A.2 Packages ordered by topic; References; Appendix B: Time series data; B.1 Date/time classes; B.2 The ts class in the base package stats"]
[{"$nulls":4},"B.3 Irregularly spaced time series"]