Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France
| Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France |
| Autore | Le Courtois Olivier |
| Pubbl/distr/stampa | London : , : Imperial College Press, , [2014] |
| Descrizione fisica | 1 online resource (xvii, 351 pages) : illustrations |
| Disciplina |
332.6015118
658.155 |
| Collana | Series in quantitative finance |
| Soggetto topico |
Financial risk
Asset allocation |
| ISBN | 1-78326-309-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion. |
| Record Nr. | UNINA-9910789288103321 |
Le Courtois Olivier
|
||
| London : , : Imperial College Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France
| Extreme financial risks and asset allocation / / Olivier Le Courtois, EM Lyon Business School, France ; Christian Walter, Fondation Maison des Sciences de l'Homme, France |
| Autore | Le Courtois Olivier |
| Pubbl/distr/stampa | London : , : Imperial College Press, , [2014] |
| Descrizione fisica | 1 online resource (xvii, 351 pages) : illustrations |
| Disciplina |
332.6015118
658.155 |
| Collana | Series in quantitative finance |
| Soggetto topico |
Financial risk
Asset allocation |
| ISBN | 1-78326-309-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion. |
| Record Nr. | UNINA-9910810302503321 |
|
Le Courtois Olivier
|
||
| London : , : Imperial College Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Gestión del patrimonio familiar [[electronic resource] /] / Borja Durán ; prólogo de Óscar Fanjul
| Gestión del patrimonio familiar [[electronic resource] /] / Borja Durán ; prólogo de Óscar Fanjul |
| Autore | Durán Borja |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Madrid, : LID Editorial Empresarial, 2013 |
| Descrizione fisica | 1 online resource (1 v.) : ill |
| Collana | Colección Acción empresarial |
| Soggetto topico |
Finance, Personal
Asset allocation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910838366403321 |
|
Durán Borja
|
||
| Madrid, : LID Editorial Empresarial, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Governance and Fund Management in the Chinese Pension System / / Yu-Wei Hu, Gregorio Impavido, Xiaohong Li
| Governance and Fund Management in the Chinese Pension System / / Yu-Wei Hu, Gregorio Impavido, Xiaohong Li |
| Autore | Hu Yu-Wei |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 50 p |
| Altri autori (Persone) |
ImpavidoGregorio
LiXiaohong |
| Collana | IMF Working Papers |
| Soggetto topico |
Pension trusts - Investments - China
Pension trusts - Management - China Financial Risk Management Investments: General Labor Public Finance International Financial Markets Social Security and Public Pensions General Financial Markets: General (includes Measurement and Data) Nonwage Labor Costs and Benefits Private Pensions Finance Pensions Investment & securities Asset management Pension spending Asset allocation Securities Asset-liability management Financial instruments |
| ISBN |
1-4623-6887-5
9786612844447 1-4527-6216-3 1-4518-7393-X 1-282-84444-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788223903321 |
|
Hu Yu-Wei
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Governance and Fund Management in the Chinese Pension System / / Yu-Wei Hu, Gregorio Impavido, Xiaohong Li
| Governance and Fund Management in the Chinese Pension System / / Yu-Wei Hu, Gregorio Impavido, Xiaohong Li |
| Autore | Hu Yu-Wei |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 50 p |
| Disciplina | 330.951 |
| Altri autori (Persone) |
ImpavidoGregorio
LiXiaohong |
| Collana | IMF Working Papers |
| Soggetto topico |
Pension trusts - Investments - China
Pension trusts - Management - China Financial Risk Management Investments: General Labor Public Finance International Financial Markets Social Security and Public Pensions General Financial Markets: General (includes Measurement and Data) Nonwage Labor Costs and Benefits Private Pensions Finance Pensions Investment & securities Asset management Pension spending Asset allocation Securities Asset-liability management Financial instruments |
| ISBN |
1-4623-6887-5
9786612844447 1-4527-6216-3 1-4518-7393-X 1-282-84444-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- Glossary -- I. Introduction -- II. Brief Description of Current Social Security Arrangements -- III. The Basic Old Age Insurance System -- IV. The National Social Security Fund (NSSF) -- A. Institutional Structure and Fund Governance -- B. Sources of Funds -- C. Investment Policy Objectives and Asset Allocation -- D. Implementation of the Strategic Asset Allocation and Performance -- V. The Enterprise Annuity System -- A. Size and Performance of the Enterprise Annuity System -- B. Governance Framework in the Enterprise Annuity System -- VI. Conclusion -- A. The Basic Old Age Insurance System -- B. The National Social Security Fund -- C. The Enterprise Annuity System -- Reference -- Tables -- 1. Key Design Features of the Chinese Pension System -- 2. National Social Security Fund-Source of Funds -- 3. Total Assets of Select Demographic Buffers (Percent of GDP) -- 4. National Social Security Fund-Domestic Strategic Asset Allocation -- 5. National Social Security Fund-Foreign Strategic Asset Allocation -- 6. National Social Security Fund-Increasing Use of Outsourced Asset Managers -- 7. National Social Security Fund-Internally Managed Portfolio -- 8. National Social Security Fund-Foreign Investment Mandates (2006) -- 9. National Social Security Fund-Foreign Investment Managers (2006) -- 10. National Social Security Fund-Custodians (2008) -- 11. National Social Security Fund-Gross Investment Performance -- 12. National Social Security Fund-Investment Performance of Assets Managed Internally -- 13. National Social Security Fund-Expenses -- 14. Comparison of Operating Costs-Select Funds -- 15. Evolution of the Enterprise Annuity System Market -- 16. Nominal and Real Returns in the Enterprise Annuity System-2006-2008 -- 17. Minimum Capital Requirements for Enterprise Annuity System Providers -- Figures.
1. Coverage of the Chinese Pension System -- 2. National Social Security Fund-Governance Structure -- 3. Pension Fund Returns in Selected OECD Countries (January-October 2008) -- Appendices -- I. Key Design Parameters of the Basic Old Age Insurance system -- II. Reliance on Proceeds from IPO to Fund Pension Liabilities -- III. Regulatory and supervisory architecture for the EA system. -- IV. List of Enterprise Annuity Licences by Type of Company in China as of May 2008. |
| Record Nr. | UNINA-9910826146903321 |
|
Hu Yu-Wei
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz
| Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz |
| Autore | Muñoz Sònia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Portfolio management - Italy - Econometric models
Asset allocation - Italy - Econometric models Econometrics Finance: General Financial Risk Management Investments: Bonds Investments: Stocks Single Equation Models Single Variables: Discrete Regression and Qualitative Choice Models Personal Income, Wealth, and Their Distributions Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) International Financial Markets Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Investment & securities Finance Econometrics & economic statistics Stocks Bonds Asset allocation Stock markets Logit models Financial institutions Asset and liability management Financial markets Econometric analysis Asset-liability management Stock exchanges Econometric models |
| ISBN |
1-4623-7504-9
1-4519-9441-9 1-283-51660-8 9786613829054 1-4519-0825-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Habit Formation in Household Portfolios""; ""III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity""; ""IV. Empirical Results""; ""V. Conclusion""; ""Appendix: Data and Statistics""; ""References"" |
| Record Nr. | UNINA-9910788699103321 |
|
Muñoz Sònia
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz
| Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz |
| Autore | Muñoz Sònia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Portfolio management - Italy - Econometric models
Asset allocation - Italy - Econometric models Econometrics Finance: General Financial Risk Management Investments: Bonds Investments: Stocks Single Equation Models Single Variables: Discrete Regression and Qualitative Choice Models Personal Income, Wealth, and Their Distributions Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) International Financial Markets Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Investment & securities Finance Econometrics & economic statistics Stocks Bonds Asset allocation Stock markets Logit models Financial institutions Asset and liability management Financial markets Econometric analysis Asset-liability management Stock exchanges Econometric models |
| ISBN |
1-4623-7504-9
1-4519-9441-9 1-283-51660-8 9786613829054 1-4519-0825-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Habit Formation in Household Portfolios""; ""III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity""; ""IV. Empirical Results""; ""V. Conclusion""; ""Appendix: Data and Statistics""; ""References"" |
| Record Nr. | UNINA-9910811443303321 |
|
Muñoz Sònia
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
High net worth investing : how to grow your wealth through practical asset allocation / / Sam Phoen
| High net worth investing : how to grow your wealth through practical asset allocation / / Sam Phoen |
| Autore | Phoen Sam |
| Pubbl/distr/stampa | Singapore : , : Marshall Cavendish Business, , 2016 |
| Descrizione fisica | 1 online resource (217 pages) |
| Disciplina | 332.6 |
| Soggetto topico |
Asset allocation
Portfolio management Finance, Personal |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-4751-71-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910466122203321 |
|
Phoen Sam
|
||
| Singapore : , : Marshall Cavendish Business, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
High net worth investing : how to grow your wealth through practical asset allocation / / Sam Phoen
| High net worth investing : how to grow your wealth through practical asset allocation / / Sam Phoen |
| Autore | Phoen Sam |
| Pubbl/distr/stampa | Singapore : , : Marshall Cavendish Business, , 2016 |
| Descrizione fisica | 1 online resource (217 pages) |
| Disciplina | 332.6 |
| Soggetto topico |
Asset allocation
Portfolio management Finance, Personal |
| ISBN | 981-4751-71-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910798742203321 |
|
Phoen Sam
|
||
| Singapore : , : Marshall Cavendish Business, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
High net worth investing : how to grow your wealth through practical asset allocation / / Sam Phoen
| High net worth investing : how to grow your wealth through practical asset allocation / / Sam Phoen |
| Autore | Phoen Sam |
| Pubbl/distr/stampa | Singapore : , : Marshall Cavendish Business, , 2016 |
| Descrizione fisica | 1 online resource (217 pages) |
| Disciplina | 332.6 |
| Soggetto topico |
Asset allocation
Portfolio management Finance, Personal |
| ISBN | 981-4751-71-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910826912503321 |
|
Phoen Sam
|
||
| Singapore : , : Marshall Cavendish Business, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Asset allocation
(57)
- Portfolio management (25)
- Investments (10)
- Finance (8)
- Investment analysis (8)