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[null,"1.","Record Nr.",null,"UNINA9910139567503321"]
[null,null,"Autore",null,"Ilmanen Antti <1961->"]
[null,null,"Titolo",null,"Expected returns [[electronic resource] ] : an investor's guide to harvesting market rewards / / Antti Ilmanen"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, UK, : Wiley, c2011"]
[null,null,"ISBN",null,"1-118-46719-1"]
[{"$nulls":4},"1-283-40539-3"]
[{"$nulls":4},"9786613405395"]
[{"$nulls":4},"1-119-99174-9"]
[null,null,"Descrizione fisica",null,"1 online resource (594 p.)"]
[null,null,"Collana",null,"[Wiley finance]"]
[null,null,"Disciplina",null,"332.6"]
[{"$nulls":4},"332.678"]
[null,null,"Soggetti",null,"Investments"]
[{"$nulls":4},"Rate of return"]
[{"$nulls":4},"Electronic books."]
[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 and index."]
[null,null,"Nota di contenuto",null,"Expected Returns; Contents; Foreword by Clifford Asness; Acknowledgments; Abbreviations and acronyms; PART I OVERVIEW, HISTORICAL RETURNS, AND ACADEMIC THEORIES; 1 Introduction; 1.1 Historical performance; 1.2 Financial and behavioral theories: A brief history of ideas; 1.3 Forward-looking indicators; 1.4 View-based expected returns; 1.5 General comments about the book; 1.6 Notes; 2 Whetting the appetite: Historical averages and forward-looking returns; 2.1 Historical performance since 1990; 2.2 Sample-specific results: Dealing with the pitfalls; 2.3 Forward-looking return indicators"]
[{"$nulls":4},"2.4 Notes3 The historical record: The past 20 years in a longer perspective; 3.1 Stocks; 3.2 Bonds; 3.3 Real asset investing and active investing; 3.4 FX and money markets; 3.5 Real return histories; 3.6 Notes; 4 Road map to terminology; 4.1 Constant or time-varying expected returns?; 4.2 Rational or irrational expectations formation?; 4.3 Return measurement issues; 4.4 Returns in what currency?; 4.5 Risk-adjusted returns; 4.6 Biased returns; 4.7 Notes; 5 Rational theories on expected return determination; 5.1 The old world; 5.2 The new world"]
[{"$nulls":4},"5.3 Detour: a brief survey of the efficient markets hypothesis5.4 Notes; 6 Behavioral finance; 6.1 Limits to arbitrage; 6.2 Psychology; 6.3 "]
[{"$nulls":4},"Applications; 6.4 Conclusion; 6.5 Notes; 7 Alternative interpretations for return predictability; 7.1 Risk premia or market inefficiency; 7.2 Data mining and other ''mirage'' explanations; 7.3 Notes; PART II A DOZEN CASE STUDIES; 8 Equity risk premium; 8.1 Introduction and terminology; 8.2 Theories and the equity premium puzzle; 8.3 Historical equity premium; 8.4 Forward-looking (ex ante objective) long-term expected return measures"]
[{"$nulls":4},"8.5 Survey-based subjective expectations8.6 Tactical forecasting for market timing; 8.7 Notes; 9 Bond risk premium; 9.1 Introduction, terminology, and theories; 9.2 Historical average returns; 9.3 Alternative ex ante measures of the BRP; 9.4 Yield curve steepness: important predictive relations; 9.5 Explaining BRP behavior: first targets, then four drivers; 9.6 Tactical forecasting-duration timing; 9.7 Notes; 10 Credit risk premium; 10.1 Introduction, terminology, and theory; 10.2 Historical average excess returns; 10.3 Focus on front-end trading-a pocket of attractive reward to risk"]
[{"$nulls":4},"10.4 Understanding credit spreads and their drivers10.5 Tactical forecasting of corporate bond outperformance; 10.6 Assessing other non-government debt; 10.7 Concluding remarks; 10.8 Notes; 11 Alternative asset premia; 11.1 Introduction to alternatives; 11.2 Real estate; 11.3 Commodities; 11.4 Hedge funds; 11.5 Private equity funds; 11.6 Notes; 12 Value-oriented equity selection; 12.1 Introduction to dynamic strategies; 12.2 Equity value: introduction and historical performance; 12.3 Tweaks including style timing; 12.4 The reasons value works"]
[{"$nulls":4},"12.5 Does the value strategy work in equities beyond individual stocks election or in market or sector selection in other asset classes?"]
[null,null,null,"Sommario/riassunto","Expected Returns is a one-stop reference that gives investors a comprehensive toolkit for harvesting market rewards from a wide range of investments. Written by an experienced portfolio manager, scholar, strategist, investment advisor and hedge fund trader, this book challenges investors to broaden their minds from a too-narrow asset class perspective and excessive focus on historical performance. Coverage includes major asset classes (stocks, bonds, alternatives), investment strategies (value, carry, momentum, volatility) and the effects of underlying risk factors (growth, inflation, i"]
[null,"2.","Record Nr.",null,"UNINA9910830204103321"]
[null,null,"Autore",null,"Rubin Olis"]
[null,null,"Titolo",null,"Computer models of process dynamics : from Newton to energy fields / / Olis Harold Rubin"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J. : , : John Wiley & Sons, Incorporated, , [2023]"]
[{"$nulls":4},"©2023"]
[null,null,"ISBN",null,"1-119-88568-X"]
[{"$nulls":4},"1-119-88566-3"]
[{"$nulls":4},"1-119-88567-1"]
[null,null,"Descrizione fisica",null,"1 online resource (xiv, 302 pages) : illustrations"]
[null,null,"Disciplina",null,"294.33653"]
[null,null,"Soggetti",null,"Physics - Data processing"]
[{"$nulls":4},"Engineering - Data processing"]
[{"$nulls":4},"Economics - Data processing"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Cover -- Title Page -- Copyright Page -- Contents -- Chapter 1 Introduction -- 1.1 Engineering uses of computer models -- 1.1.1 Mission statement -- 1.2 The subject matter -- 1.3 Mathematical material -- 1.4 Some remarks -- Bibliography -- Chapter 2 From Computer Hardware to Software -- 2.1 Introduction -- 2.2 Computing machines -- 2.2.1 The software interface -- 2.3 Computer programming -- 2.3.1 Algebraic expressions -- 2.3.2 Math functions -- 2.3.3 Computation loops -- 2.3.4 Decision making -- 2.3.5 Graphics -- 2.3.6 User defined functions -- 2.4 State transition machines -- 2.4.1 A binary signal generator -- 2.4.2 Operational control of an industrial plant -- 2.5 Difference engines -- 2.5.1 Difference equation to calculate compound interest -- 2.6 Iterative programming -- 2.6.1 Inverse functions -- 2.7 Digital simulation of differential equations -- 2.7.1 Rectangular integration -- 2.7.2 Trapezoidal integration -- 2.7.3 Second-order integration -- 2.7.4 An Example -- 2.8 Discussion -- Exercises -- References -- Chapter 3 Creative thinking and scientific theories -- 3.1 Introduction -- 3.2 The dawn of astronomy -- 3.3 The renaissance -- 3.3.1 Galileo -- 3.3.2 Newton -- 3.4 Electromagnetism -- 3.4.1 Magnetic fields -- 3.4.2 Electromagnetic induction -- 3.4.3 Electromagnetic radiation -- 3.5 Aerodynamics -- 3.5.1 Vector flow fields -- 3.6 Discussion -- "]
[{"$nulls":4},"References -- Chapter 4 Calculus and the computer -- 4.1 Introduction -- 4.2 Mathematical solution of differential equations -- 4.3 From physical analogs to analog computers -- 4.4 Picard's method for solving a nonlinear differential equation -- 4.4.1 Mechanization of Picard's method -- 4.4.2 Feedback model of the differential equation -- 4.4.3 Approximate solution by Taylor series -- 4.5 Exponential functions and linear differential equations."]
[{"$nulls":4},"4.5.1 Taylor series to approximate exponential functions -- 4.6 Sinusoidal functions and phasors -- 4.6.1 Taylor series to approximate sinusoids -- 4.7 Bessel's equation -- 4.8 Discussion -- Exercises -- Bibliography -- Chapter 5 Science and computer models -- 5.1 Introduction -- 5.2 A planetary orbit around a stationary Sun -- 5.2.1 An analytic solution for planetary orbits -- 5.2.2 A difference equation to model planetary orbits -- 5.3 Simulation of a swinging pendulum -- 5.3.1 A graphical construction to show the motion of a pendulum -- 5.3.2 Truncation and roundoff errors -- 5.4 Lagrange's equations of motion -- 5.4.1 A double pendulum -- 5.4.2 A few comments -- 5.4.3 Modes of motion of a double pendulum -- 5.4.4 Structural vibrations in an aircraft -- 5.5 Discussion -- Exercises -- Bibliography -- Chapter 6 Flight simulators -- 6.1 Introduction -- 6.2 The motion of an aircraft -- 6.2.1 The equations of motion -- 6.3 Short period pitching motion -- 6.3.1 Case study of short period pitching motion -- 6.3.2 State equations of short period pitching -- 6.3.3 Transfer functions of short period pitching -- 6.3.4 Frequency response of short period pitching -- 6.4 Phugoid motion -- 6.5 User interfaces -- 6.6 Discussion -- Exercises -- Bibliography -- Chapter 7 Finite element models and the diffusion of heat -- 7.1 Introduction -- 7.2 A thermal model -- 7.2.1 A finite element model based on an electrical ladder network -- 7.2.2 Free settling from an initial temperature profile -- 7.2.3 Step response test -- 7.2.4 State space model of diffusion -- 7.3 A practical application -- 7.4 Two-dimensional steady-state model -- 7.5 Discussion -- Exercises -- Bibliography -- Chapter 8 Wave equations -- 8.1 Introduction -- 8.2 Energy storage mechanisms -- 8.2.1 Partial differential equation describing propagation in a transmission line."]
[{"$nulls":4},"8.3 A finite element model of a transmission line -- 8.4 State space model of a standing wave in a vibrating system -- 8.4.1 State space model of a multiple compound pendulum -- 8.5 A two-dimensional electromagnetic field -- 8.6 A two-dimensional potential flow model -- 8.7 Discussion -- Exercises -- Bibliography -- Chapter 9 Uncertainty and softer science -- 9.1 Introduction -- 9.2 Empirical and ``black box´´ models -- 9.2.1 An imperfect model of a simple physical object -- 9.2.2 Finite impulse response models -- 9.3 Randomness within computer models -- 9.3.1 Random number generators and data analysis -- 9.3.2 Statistical estimation and the method of least squares -- 9.3.3 A state estimator -- 9.3.4 A velocity estimator -- 9.3.5 An FIR filter -- 9.4 Economic, Geo-, Bio-, and other sciences -- 9.4.1 A pricing strategy -- 9.4.2 The productivity of money -- 9.4.3 Comments on business models -- 9.5 Digital images -- 9.5.1 An image processor -- 9.6 Discussion -- Exercises -- Bibliography -- Chapter 10 Computer models in a development project -- 10.1 Introduction -- 10.1.1 The scope of this chapter -- 10.2 A motor drive model -- 10.2.1 A conceptual model -- 10.2.2 The motor drive parameters -- 10.2.3 Creating the simulation model -- 10.2.4 The electrical and mechanical subsystems -- 10.2.5 System integration -- 10.2.6 Configuration management -- 10.3 The definition phase -- 10.3.1 Selection of the motor -- 10.3.2 Simulation of load disturbances -- 10.4 The design phase -- 10.4.1 Calculation of frequency response -- 10.4.2 The current control loop -- 10.4.3 Design review and further "]
[{"$nulls":4},"actions -- 10.4.4 Rate feedback -- 10.5 A setback to the project -- 10.5.1 Elastic coupling between motor and load -- 10.6 Discussion -- Exercises -- Bibliography -- Chapter 11 Postscript -- 11.1 Looking back -- 11.2 The operation f a imulation faciity.-- 11.3 Looking forward -- Bibliography -- Appendix A Frequency response methods -- Appendix B Vector analysis -- Appendix C Scalar and vector fields -- Appendix D Probability and statistical models -- Index -- EULA."]
[null,null,null,"Sommario/riassunto","\"The subject of computer modeling evolved from analog computing, which gained its majority in the mid twentieth century and was then superseded by digital simulation. In the next five years computer models will serve as the engine that simulates virtual reality within a user interface that exploits the products of the computer games industry. The future may include the increasing use of 3D displays with animation, and computer inputs that come from the user via 3D digital cameras\"--"]