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Advanced concrete technology [e-book] / edited by John Newman, Ban Seng Choo
| Advanced concrete technology [e-book] / edited by John Newman, Ban Seng Choo |
| Pubbl/distr/stampa | Oxford, England ; Burlington, MA : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 4 v. : ill. ; 25 cm |
| Disciplina | 624.1834 |
| Altri autori (Persone) |
Newman, John Brian, 1938-
Choo, B. S. |
| Soggetto topico |
Concrete
Concrete construction |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9780750656863
0750656867 |
| Formato | Risorse elettroniche  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Vol I: Constituent Materials; Cements; Cementitious Additions; Admixtures; Aggregates; Vol II: Concrete Properties; Fresh Concrete; Setting and Hardening Concrete; Properties of Hardened Concrete; Durability of Concrete and Concrete Construction; Vol. III: Processes; Mix Design; Special Concretes; Special Processes and Technology for Particular Types of Structure; Ready-Mixed Concrete; Exposed Concrete Finishes; Repairing Concrete, Formwork; Concrete Plant; Precast Concrete; Concrete Roads, Industrial Floors; Principles of Reinforced and Prestressed Concrete; Vol IV: Testing and Quality; Analysis of Fresh Concrete; Testing Machines; Accelerated Testing Methods; Analysis of Hardened Concrete and Mortar; Core Sampling and Testing; Assessment of Concrete Construction ; Repair; Quality Concepts; Quality Control; Statistics; Standards, Specifications, and Codes of Practice
[v. 1]. Constituent materials -- [v. 2]. Concrete properties -- [v. 3] Processes -- [v. 4]. Testing and quality |
| Record Nr. | UNISALENTO-991003217959707536 |
| Oxford, England ; Burlington, MA : Butterworth-Heinemann, 2003 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. del Salento | ||
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Advanced design examples of seismic retrofit of structures / / Mohammad Yekrangnia
| Advanced design examples of seismic retrofit of structures / / Mohammad Yekrangnia |
| Autore | Yekrangnia Mohammad |
| Pubbl/distr/stampa | Oxford, England : , : Butterworth-Heinemann, , [2019] |
| Descrizione fisica | 1 online resource (486 pages) |
| Disciplina | 624.1762 |
| Soggetto topico |
Earthquake resistant design
Buildings - Retrofitting |
| ISBN | 0-08-102535-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ; 1. Introduction / Mohammad Yekrangnia and Salar Arian -- ; 2. Example of a Two-Story Unreinforced Masonry School Building Retrofitted by Shotcrete / Arash Mardani [and three others] -- ; 3. Example of an RC Building Retrofitted by RC Shear Walls / Teymour Honarbakhsh [and four others] -- ; 4. Example of a Steel Frame Building With Masonry Infill Walls / Mohammad Yekrangnia and Hamed Seyri -- ; 5. Example of a Steel Frame Building Retrofitted with Concentric Braces / Abdoreza S. Moghadam [and three others] -- ; 6. Examples of Nonengineered Buildings / Mohammad Yekrangnia. |
| Record Nr. | UNINA-9910583021603321 |
Yekrangnia Mohammad
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| Oxford, England : , : Butterworth-Heinemann, , [2019] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced financial accounting / Peter Taylor and Brian Underdown
| Advanced financial accounting / Peter Taylor and Brian Underdown |
| Autore | TAYLOR, Peter |
| Pubbl/distr/stampa | Oxford : Butterworth-Heinemann, 1993 |
| Descrizione fisica | VIII, 346 p ; 24 cm |
| Disciplina | 657.48 |
| Altri autori (Persone) | UNDERDOWN, Brian |
| Collana | CIMA, Stage 3 |
| Soggetto topico | Contabilità |
| ISBN | 0-7506-0018-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990000949360203316 |
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TAYLOR, Peter
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| Oxford : Butterworth-Heinemann, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Advanced thermodynamics for engineers [[e-book] /] / Desmond E. Winterbone, Ali Turan
| Advanced thermodynamics for engineers [[e-book] /] / Desmond E. Winterbone, Ali Turan |
| Autore | Winterbone D. E. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Oxford, [England] ; ; Waltham, Massachusetts : , : Butterworth-Heinemann, , 2015 |
| Descrizione fisica | 1 online resource (579 p.) |
| Disciplina | 621.4021 |
| Soggetto topico | Thermodynamics |
| ISBN | 0-08-099983-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Advanced Thermodynamics for Engineers; Copyright; Contents; Preface - First Edition; Preface - Second Edition; Structure of the Book; Notation; CHAPTER 1 - INTRODUCTION AND REVISION; 1.1 THERMODYNAMICS; 1.2 DEFINITIONS; 1.3 THERMAL EQUILIBRIUM AND THE ZEROTH LAW; 1.4 TEMPERATURE SCALES; 1.5 INTERACTIONS BETWEEN SYSTEMS AND SURROUNDINGS; 1.6 CONCLUDING REMARKS; 1.7 PROBLEMS; CHAPTER 2 - THE SECOND LAW AND EQUILIBRIUM; 2.1 THERMAL EFFICIENCY; 2.2 HEAT ENGINE; 2.3 SECOND LAW OF THERMODYNAMICS; 2.4 THE CONCEPT OF THE HEAT ENGINE: DERIVED BY ANALOGY WITH A HYDRAULIC DEVICE (TABLE 2.1)
2.5 THE ABSOLUTE TEMPERATURE SCALE2.6 ENTROPY; 2.7 REPRESENTATION OF HEAT ENGINES; 2.8 REVERSIBILITY AND IRREVERSIBILITY (FIRST COROLLARY OF SECOND LAW); 2.9 EQUILIBRIUM; 2.10 HELMHOLTZ ENERGY (HELMHOLTZ FUNCTION); 2.11 GIBBS ENERGY; 2.12 GIBBS ENERGY AND PHASES; 2.13 EXAMPLES OF DIFFERENT FORMS OF EQUILIBRIUM MET IN THERMODYNAMICS; 2.14 CONCLUDING REMARKS; 2.15 PROBLEMS; CHAPTER 3 - ENGINE CYCLES AND THEIR EFFICIENCIES; 3.1 HEAT ENGINES; 3.2 AIR-STANDARD CYCLES; 3.3 GENERAL COMMENTS ON EFFICIENCIES; 3.4 REVERSED HEAT ENGINES; 3.5 CONCLUDING REMARKS; 3.6 PROBLEMS CHAPTER 4 - AVAILABILITY AND EXERGY4.1 DISPLACEMENT WORK; 4.2 AVAILABILITY; 4.3 EXAMPLES; 4.4 AVAILABLE AND NON-AVAILABLE ENERGY; 4.5 IRREVERSIBILITY; 4.6 GRAPHICAL REPRESENTATION OF AVAILABLE ENERGY AND IRREVERSIBILITY; 4.7 AVAILABILITY BALANCE FOR A CLOSED SYSTEM; 4.8 AVAILABILITY BALANCE FOR AN OPEN SYSTEM; 4.9 EXERGY; 4.10 THE VARIATION OF FLOW EXERGY FOR A PERFECT GAS; 4.11 CONCLUDING REMARKS; 4.12 PROBLEMS; CHAPTER 5 - RATIONAL EFFICIENCY OF POWER PLANT; 5.1 THE INFLUENCE OF FUEL PROPERTIES ON THERMAL EFFICIENCY; 5.2 RATIONAL EFFICIENCY; 5.3 RANKINE CYCLE; 5.4 EXAMPLES 5.5 CONCLUDING REMARKS5.6 PROBLEMS; CHAPTER 6 - FINITE TIME (OR ENDOREVERSIBLE) THERMODYNAMICS; 6.1 GENERAL CONSIDERATIONS; 6.2 EFFICIENCY AT MAXIMUM POWER; 6.3 EFFICIENCY OF COMBINED CYCLE INTERNALLY REVERSIBLE HEAT ENGINES WHEN PRODUCING MAXIMUM POWER OUTPUT; 6.4 PRACTICAL SITUATIONS; 6.5 MORE COMPLEX EXAMPLE OF THE USE OF FTT; 6.6 CONCLUDING REMARKS; 6.7 PROBLEMS; CHAPTER 7 - GENERAL THERMODYNAMIC RELATIONSHIPS: FOR SINGLE COMPONENT SYSTEMS OR SYSTEMS OF CONSTANT COMPOSITION; 7.1 THE MAXWELL RELATIONSHIPS; 7.2 USES OF THE THERMODYNAMIC RELATIONSHIPS; 7.3 TDS RELATIONSHIPS 7.4 RELATIONSHIPS BETWEEN SPECIFIC HEAT CAPACITIES7.5 THE CLAUSIUS-CLAPEYRON EQUATION; 7.6 CONCLUDING REMARKS; 7.7 PROBLEMS; CHAPTER 8 - EQUATIONS OF STATE; 8.1 IDEAL GAS LAW; 8.2 VAN DER WAALS EQUATION OF STATE; PROBLEM; 8.3 LAW OF CORRESPONDING STATES; 8.4 ISOTHERMS OR ISOBARS IN THE TWO-PHASE REGION; 8.5 CONCLUDING REMARKS; 8.6 PROBLEMS; CHAPTER 9 - THERMODYNAMIC PROPERTIES OF IDEAL GASES AND IDEAL GAS MIXTURES OF CONSTANT COMPOSITION; 9.1 MOLECULAR WEIGHTS; 9.2 STATE EQUATION FOR IDEAL GASES; 9.3 TABLES OF U(T) AND H(T) AGAINST T; 9.4 MIXTURES OF IDEAL GASES; 9.5 ENTROPY OF MIXTURES 9.6 CONCLUDING REMARKS |
| Record Nr. | UNINA-9910788187303321 |
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Winterbone D. E.
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| Oxford, [England] ; ; Waltham, Massachusetts : , : Butterworth-Heinemann, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced thermodynamics for engineers [[e-book] /] / Desmond E. Winterbone, Ali Turan
| Advanced thermodynamics for engineers [[e-book] /] / Desmond E. Winterbone, Ali Turan |
| Autore | Winterbone D. E. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Oxford, [England] ; ; Waltham, Massachusetts : , : Butterworth-Heinemann, , 2015 |
| Descrizione fisica | 1 online resource (579 p.) |
| Disciplina | 621.4021 |
| Soggetto topico | Thermodynamics |
| ISBN | 0-08-099983-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Advanced Thermodynamics for Engineers; Copyright; Contents; Preface - First Edition; Preface - Second Edition; Structure of the Book; Notation; CHAPTER 1 - INTRODUCTION AND REVISION; 1.1 THERMODYNAMICS; 1.2 DEFINITIONS; 1.3 THERMAL EQUILIBRIUM AND THE ZEROTH LAW; 1.4 TEMPERATURE SCALES; 1.5 INTERACTIONS BETWEEN SYSTEMS AND SURROUNDINGS; 1.6 CONCLUDING REMARKS; 1.7 PROBLEMS; CHAPTER 2 - THE SECOND LAW AND EQUILIBRIUM; 2.1 THERMAL EFFICIENCY; 2.2 HEAT ENGINE; 2.3 SECOND LAW OF THERMODYNAMICS; 2.4 THE CONCEPT OF THE HEAT ENGINE: DERIVED BY ANALOGY WITH A HYDRAULIC DEVICE (TABLE 2.1)
2.5 THE ABSOLUTE TEMPERATURE SCALE2.6 ENTROPY; 2.7 REPRESENTATION OF HEAT ENGINES; 2.8 REVERSIBILITY AND IRREVERSIBILITY (FIRST COROLLARY OF SECOND LAW); 2.9 EQUILIBRIUM; 2.10 HELMHOLTZ ENERGY (HELMHOLTZ FUNCTION); 2.11 GIBBS ENERGY; 2.12 GIBBS ENERGY AND PHASES; 2.13 EXAMPLES OF DIFFERENT FORMS OF EQUILIBRIUM MET IN THERMODYNAMICS; 2.14 CONCLUDING REMARKS; 2.15 PROBLEMS; CHAPTER 3 - ENGINE CYCLES AND THEIR EFFICIENCIES; 3.1 HEAT ENGINES; 3.2 AIR-STANDARD CYCLES; 3.3 GENERAL COMMENTS ON EFFICIENCIES; 3.4 REVERSED HEAT ENGINES; 3.5 CONCLUDING REMARKS; 3.6 PROBLEMS CHAPTER 4 - AVAILABILITY AND EXERGY4.1 DISPLACEMENT WORK; 4.2 AVAILABILITY; 4.3 EXAMPLES; 4.4 AVAILABLE AND NON-AVAILABLE ENERGY; 4.5 IRREVERSIBILITY; 4.6 GRAPHICAL REPRESENTATION OF AVAILABLE ENERGY AND IRREVERSIBILITY; 4.7 AVAILABILITY BALANCE FOR A CLOSED SYSTEM; 4.8 AVAILABILITY BALANCE FOR AN OPEN SYSTEM; 4.9 EXERGY; 4.10 THE VARIATION OF FLOW EXERGY FOR A PERFECT GAS; 4.11 CONCLUDING REMARKS; 4.12 PROBLEMS; CHAPTER 5 - RATIONAL EFFICIENCY OF POWER PLANT; 5.1 THE INFLUENCE OF FUEL PROPERTIES ON THERMAL EFFICIENCY; 5.2 RATIONAL EFFICIENCY; 5.3 RANKINE CYCLE; 5.4 EXAMPLES 5.5 CONCLUDING REMARKS5.6 PROBLEMS; CHAPTER 6 - FINITE TIME (OR ENDOREVERSIBLE) THERMODYNAMICS; 6.1 GENERAL CONSIDERATIONS; 6.2 EFFICIENCY AT MAXIMUM POWER; 6.3 EFFICIENCY OF COMBINED CYCLE INTERNALLY REVERSIBLE HEAT ENGINES WHEN PRODUCING MAXIMUM POWER OUTPUT; 6.4 PRACTICAL SITUATIONS; 6.5 MORE COMPLEX EXAMPLE OF THE USE OF FTT; 6.6 CONCLUDING REMARKS; 6.7 PROBLEMS; CHAPTER 7 - GENERAL THERMODYNAMIC RELATIONSHIPS: FOR SINGLE COMPONENT SYSTEMS OR SYSTEMS OF CONSTANT COMPOSITION; 7.1 THE MAXWELL RELATIONSHIPS; 7.2 USES OF THE THERMODYNAMIC RELATIONSHIPS; 7.3 TDS RELATIONSHIPS 7.4 RELATIONSHIPS BETWEEN SPECIFIC HEAT CAPACITIES7.5 THE CLAUSIUS-CLAPEYRON EQUATION; 7.6 CONCLUDING REMARKS; 7.7 PROBLEMS; CHAPTER 8 - EQUATIONS OF STATE; 8.1 IDEAL GAS LAW; 8.2 VAN DER WAALS EQUATION OF STATE; PROBLEM; 8.3 LAW OF CORRESPONDING STATES; 8.4 ISOTHERMS OR ISOBARS IN THE TWO-PHASE REGION; 8.5 CONCLUDING REMARKS; 8.6 PROBLEMS; CHAPTER 9 - THERMODYNAMIC PROPERTIES OF IDEAL GASES AND IDEAL GAS MIXTURES OF CONSTANT COMPOSITION; 9.1 MOLECULAR WEIGHTS; 9.2 STATE EQUATION FOR IDEAL GASES; 9.3 TABLES OF U(T) AND H(T) AGAINST T; 9.4 MIXTURES OF IDEAL GASES; 9.5 ENTROPY OF MIXTURES 9.6 CONCLUDING REMARKS |
| Record Nr. | UNINA-9910812553603321 |
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Winterbone D. E.
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| Oxford, [England] ; ; Waltham, Massachusetts : , : Butterworth-Heinemann, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced vehicle technology / Heinz Heisler
| Advanced vehicle technology / Heinz Heisler |
| Autore | Heisler, Heinz |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Oxford : Butterworth-Heinemann, 2002 |
| Descrizione fisica | IX, 654 p. : ill. ; 25 cm. |
| ISBN | 07-506-5131-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0017879 |
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Heisler, Heinz
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| Oxford : Butterworth-Heinemann, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Advanced vehicle technology / Heinz Heisler
| Advanced vehicle technology / Heinz Heisler |
| Autore | Heisler, Heinz |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Oxford, : Butterworth-Heinemann, 2002 |
| Descrizione fisica | IX, 654 p. : ill. ; 25 cm. |
| ISBN | 07-506-5131-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0017879 |
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Heisler, Heinz
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| Oxford, : Butterworth-Heinemann, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Advanced vehicle technology [e-book] / Heinz Heisler
| Advanced vehicle technology [e-book] / Heinz Heisler |
| Autore | Heisler, Heinz |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford : Butterworth-Heinemann, 2002 |
| Descrizione fisica | ix, 654 p. : ill. ; 25 cm |
| Disciplina | 629.2 |
| Soggetto topico |
Motor vehicles
Motor vehicles - Maintenance and repair |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9780750651318
0750651318 |
| Formato | Risorse elettroniche |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Vehicle structure; Friction clutch; Manual gearboxes and overdrives; Hydrokinetic fluid coupling and torque converters; Automatic transmission; Transmission bearings and constant velocity joints; Final drive transmission; Tyres; Steering; Suspension; Brake system; Air operated power brake equipment and vehicle retarders; Antilock braking; Vehicle aerodynamics; Tire tread design advances; Electronically controlled anti-vibration engine mountings; Transport refrigeration
Vehicle structure -- Friction clutch -- Manual gearboxes and overdrives -- Hydrokinetic fluid couplings and torque converters -- Semi- and fully automatic transmission -- Transmission hearings and constant velocity joints -- Final drive transmission -- Tyres -- Steering -- Suspension -- Brake system -- Air operated power brake equipment and vehicle retarders -- Vehicle refrigeration -- Vehicle body aerodynamics |
| Record Nr. | UNISALENTO-991003224549707536 |
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Heisler, Heinz
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| Oxford : Butterworth-Heinemann, 2002 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. del Salento | ||
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Advances in portfolio construction and implementation [[electronic resource] /] / edited by Stephen Satchell, Alan Scowcroft
| Advances in portfolio construction and implementation [[electronic resource] /] / edited by Stephen Satchell, Alan Scowcroft |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Oxford, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
SatchellS (Stephen)
ScowcroftAlan |
| Collana | Butterworth-Heinemann finance |
| Soggetto topico |
Portfolio management
Portfolio management - Mathematical models Investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-96633-5
9786610966332 1-4175-0763-2 0-08-047184-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Advances in Portfolio Construction and Implementation; Copyright Page; Contents; List of Contributors; Introduction; Chapter 1. A review of portfolio planning: models and systems; 1.1 Introduction and Overview; 1.2 Alternative Computational Models; 1.3 Symmetric and Asymmetric Measures of Risk; 1.4 Computational Models in Practice; 1.5 Preparation of Data: Financial Data Marts; 1.6 Solution Methods; 1.7 Computational Experience; 1.8 Discussions and Conclusions; 1.9 Appendix 1: Piecewise Linear Approximation of the Quadratic Form
1.10 Appendix 2: Comparative Computational Views of the Alternative ModelsReferences; Web References; Acknowledgements; Chapter 2. Generalized mean-variance analysis and robust portfolio diversification; 2.1 Introduction; 2.2 Generalized Mean-Variance Analysis; 2.3 The State Preference Theory Approach to Portfolio Construction; 2.4 Implementation and Simulation; 2.5 Conclusions and Suggested Further Work; References; Chapter 3. Portfolio construction from mandate to stock weight: a practitioner's perspective; 3.1 Introduction; 3.2 Allocating Tracking Error for Multiple Portfolio Funds 3.3 Tracking Errors for Arbitrary Portfolios3.4 Active CAPM, or How Far Should a Bet be Taken?; 3.5 Implementing Ideas in Real Stock Portfolios; 3.6 Conclusions; References; Chapter 4. Enhanced indexation; 4.1 Introduction; 4.2 Constructing a Consistent View; 4.3 Enhanced Indexing; 4.4 An Illustrative Example: Top-down or Bottom-up?; 4.5 Conclusions; 4.6 Appendix 1: Derivation of the Theil-Goldberger Mixed Estimator; 4.7 Appendix 2: Optimization; References; Notes; Chapter 5. Portfolio management under taxes; 5.1 Introduction; 5.2 Do Taxes Really Matter to Investors and Managers? 5.3 The Core Problems5.4 The State of the Art; 5.5 The Multi-Period Aspect; 5.6 Loss Harvesting; 5.7 After-Tax Benchmarks; 5.8 Conclusions; References; Chapter 6. Using genetic algorithms to construct portfolios; 6.1 Limitations of Traditional Mean-Variance Portfolio Optimization; 6.2 Selecting a Method to Limit the Number of Securities in the Final Portfolio; 6.3 Practical Construction of a Genetic Algorithm-Based Optimizer; 6.4 Performance of Genetic Algorithm; 6.5 Conclusions; References; Chapter 7. Near-uniformly distributed, stochastically generated portfolios 7.1 Introduction - A Tractable N-Dimensional Experimental Control7.2 Applications; 7.3 Dynamic Constraints; 7.4 Results from the Dynamic Constraints Algorithm; 7.5 Problems and Limitations with Dynamic Constraints Algorithm; 7.6 Improvements to the Distribution; 7.7 Results of the Dynamic Constraints with Local Density Control; 7.8 Conclusions; 7.9 Further Work; 7.10 Appendix 1: Review of Holding Distribution in Low Dimensions with Minimal Constraints; 7.11 Appendix 2: Probability Distribution of Holding Weight in Monte Carlo Portfolios in N Dimensions with Minimal Constraints 7.12 Appendix 3: The Effects of Simple Holding Constraints on Expected Distribution of Asset Holding Weights |
| Record Nr. | UNINA-9910456029303321 |
| Amsterdam ; ; Oxford, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in portfolio construction and implementation [[electronic resource] /] / edited by Stephen Satchell, Alan Scowcroft
| Advances in portfolio construction and implementation [[electronic resource] /] / edited by Stephen Satchell, Alan Scowcroft |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Oxford, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
SatchellStephen <1949->
ScowcroftAlan |
| Collana | Butterworth-Heinemann finance |
| Soggetto topico |
Portfolio management
Portfolio management - Mathematical models Investments |
| ISBN |
1-280-96633-5
9786610966332 1-4175-0763-2 0-08-047184-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Advances in Portfolio Construction and Implementation; Copyright Page; Contents; List of Contributors; Introduction; Chapter 1. A review of portfolio planning: models and systems; 1.1 Introduction and Overview; 1.2 Alternative Computational Models; 1.3 Symmetric and Asymmetric Measures of Risk; 1.4 Computational Models in Practice; 1.5 Preparation of Data: Financial Data Marts; 1.6 Solution Methods; 1.7 Computational Experience; 1.8 Discussions and Conclusions; 1.9 Appendix 1: Piecewise Linear Approximation of the Quadratic Form
1.10 Appendix 2: Comparative Computational Views of the Alternative ModelsReferences; Web References; Acknowledgements; Chapter 2. Generalized mean-variance analysis and robust portfolio diversification; 2.1 Introduction; 2.2 Generalized Mean-Variance Analysis; 2.3 The State Preference Theory Approach to Portfolio Construction; 2.4 Implementation and Simulation; 2.5 Conclusions and Suggested Further Work; References; Chapter 3. Portfolio construction from mandate to stock weight: a practitioner's perspective; 3.1 Introduction; 3.2 Allocating Tracking Error for Multiple Portfolio Funds 3.3 Tracking Errors for Arbitrary Portfolios3.4 Active CAPM, or How Far Should a Bet be Taken?; 3.5 Implementing Ideas in Real Stock Portfolios; 3.6 Conclusions; References; Chapter 4. Enhanced indexation; 4.1 Introduction; 4.2 Constructing a Consistent View; 4.3 Enhanced Indexing; 4.4 An Illustrative Example: Top-down or Bottom-up?; 4.5 Conclusions; 4.6 Appendix 1: Derivation of the Theil-Goldberger Mixed Estimator; 4.7 Appendix 2: Optimization; References; Notes; Chapter 5. Portfolio management under taxes; 5.1 Introduction; 5.2 Do Taxes Really Matter to Investors and Managers? 5.3 The Core Problems5.4 The State of the Art; 5.5 The Multi-Period Aspect; 5.6 Loss Harvesting; 5.7 After-Tax Benchmarks; 5.8 Conclusions; References; Chapter 6. Using genetic algorithms to construct portfolios; 6.1 Limitations of Traditional Mean-Variance Portfolio Optimization; 6.2 Selecting a Method to Limit the Number of Securities in the Final Portfolio; 6.3 Practical Construction of a Genetic Algorithm-Based Optimizer; 6.4 Performance of Genetic Algorithm; 6.5 Conclusions; References; Chapter 7. Near-uniformly distributed, stochastically generated portfolios 7.1 Introduction - A Tractable N-Dimensional Experimental Control7.2 Applications; 7.3 Dynamic Constraints; 7.4 Results from the Dynamic Constraints Algorithm; 7.5 Problems and Limitations with Dynamic Constraints Algorithm; 7.6 Improvements to the Distribution; 7.7 Results of the Dynamic Constraints with Local Density Control; 7.8 Conclusions; 7.9 Further Work; 7.10 Appendix 1: Review of Holding Distribution in Low Dimensions with Minimal Constraints; 7.11 Appendix 2: Probability Distribution of Holding Weight in Monte Carlo Portfolios in N Dimensions with Minimal Constraints 7.12 Appendix 3: The Effects of Simple Holding Constraints on Expected Distribution of Asset Holding Weights |
| Record Nr. | UNINA-9910780446603321 |
| Amsterdam ; ; Oxford, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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