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Biblioteca

MARC Lista (tabellare)
Die methodisch gestützte beschaffung einer controllingsoftware für ein zeitnahes materialcontrolling im OP-bereich / / Mike Jahn
Die methodisch gestützte beschaffung einer controllingsoftware für ein zeitnahes materialcontrolling im OP-bereich / / Mike Jahn
Autore Jahn Mike <1943->
Pubbl/distr/stampa Hamburg, [Germany] : , : Diplomica Verlag, , 2015
Descrizione fisica 1 online resource (107 p.)
Disciplina 332.632
Soggetto topico Asset-backed financing
Capital assets pricing model
Computer software - Management
Soggetto genere / forma Electronic books.
ISBN 3-95850-384-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto 1 Einführung; 2 Einsatzort für das Materialcontrolling; 2.1 Ausgangssituation im Operationsbereich des Spitals; 2.2 Begründung für die Durchführung des Projektes; 3 Theoretische Grundlagen zur Materialwirtschaft; 3.1 Definition und Ziele der Materialwirtschaft; 3.2 Aufgaben und Teilbereiche; 3.3 Materialwirtschaft im Krankenhaus; 3.4 Anlagenwirtschaft; 3.5 E-Procurement; 4 Theoretische Grundlagen des Controllings; 4.1 Definition, Ziele und Aufgaben des Controllings; 4.2 Controlling im Krankenhaus; 4.3 EDV-gestütztes Controlling; 5 Evaluationsverfahren; 5.1 Erstellung des Pflichtenheftes
5.2 Erstellung der Bewertungsdokumente5.3 Verschickung des Pflichtenheftes und Einholen der Offerten; 5.4 Evaluation der eingegangen Offerten; 6 Zusammenfassung und Ausblick; 7 Abbildungsverzeichnis; 8 Literaturverzeichnis; 9 Anlagenverzeichnis und Anlagen
Record Nr. UNINA-9910460905303321
Jahn Mike <1943->  
Hamburg, [Germany] : , : Diplomica Verlag, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Die methodisch gestützte beschaffung einer controllingsoftware für ein zeitnahes materialcontrolling im OP-bereich / / Mike Jahn
Die methodisch gestützte beschaffung einer controllingsoftware für ein zeitnahes materialcontrolling im OP-bereich / / Mike Jahn
Autore Jahn Mike <1943->
Pubbl/distr/stampa Hamburg, [Germany] : , : Diplomica Verlag, , 2015
Descrizione fisica 1 online resource (107 p.)
Disciplina 332.632
Soggetto topico Asset-backed financing
Capital assets pricing model
Computer software - Management
ISBN 3-95850-384-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto 1 Einführung; 2 Einsatzort für das Materialcontrolling; 2.1 Ausgangssituation im Operationsbereich des Spitals; 2.2 Begründung für die Durchführung des Projektes; 3 Theoretische Grundlagen zur Materialwirtschaft; 3.1 Definition und Ziele der Materialwirtschaft; 3.2 Aufgaben und Teilbereiche; 3.3 Materialwirtschaft im Krankenhaus; 3.4 Anlagenwirtschaft; 3.5 E-Procurement; 4 Theoretische Grundlagen des Controllings; 4.1 Definition, Ziele und Aufgaben des Controllings; 4.2 Controlling im Krankenhaus; 4.3 EDV-gestütztes Controlling; 5 Evaluationsverfahren; 5.1 Erstellung des Pflichtenheftes
5.2 Erstellung der Bewertungsdokumente5.3 Verschickung des Pflichtenheftes und Einholen der Offerten; 5.4 Evaluation der eingegangen Offerten; 6 Zusammenfassung und Ausblick; 7 Abbildungsverzeichnis; 8 Literaturverzeichnis; 9 Anlagenverzeichnis und Anlagen
Record Nr. UNINA-9910797300403321
Jahn Mike <1943->  
Hamburg, [Germany] : , : Diplomica Verlag, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Die methodisch gestützte beschaffung einer controllingsoftware für ein zeitnahes materialcontrolling im OP-bereich / / Mike Jahn
Die methodisch gestützte beschaffung einer controllingsoftware für ein zeitnahes materialcontrolling im OP-bereich / / Mike Jahn
Autore Jahn Mike <1943->
Pubbl/distr/stampa Hamburg, [Germany] : , : Diplomica Verlag, , 2015
Descrizione fisica 1 online resource (107 p.)
Disciplina 332.632
Soggetto topico Asset-backed financing
Capital assets pricing model
Computer software - Management
ISBN 3-95850-384-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto 1 Einführung; 2 Einsatzort für das Materialcontrolling; 2.1 Ausgangssituation im Operationsbereich des Spitals; 2.2 Begründung für die Durchführung des Projektes; 3 Theoretische Grundlagen zur Materialwirtschaft; 3.1 Definition und Ziele der Materialwirtschaft; 3.2 Aufgaben und Teilbereiche; 3.3 Materialwirtschaft im Krankenhaus; 3.4 Anlagenwirtschaft; 3.5 E-Procurement; 4 Theoretische Grundlagen des Controllings; 4.1 Definition, Ziele und Aufgaben des Controllings; 4.2 Controlling im Krankenhaus; 4.3 EDV-gestütztes Controlling; 5 Evaluationsverfahren; 5.1 Erstellung des Pflichtenheftes
5.2 Erstellung der Bewertungsdokumente5.3 Verschickung des Pflichtenheftes und Einholen der Offerten; 5.4 Evaluation der eingegangen Offerten; 6 Zusammenfassung und Ausblick; 7 Abbildungsverzeichnis; 8 Literaturverzeichnis; 9 Anlagenverzeichnis und Anlagen
Record Nr. UNINA-9910815642703321
Jahn Mike <1943->  
Hamburg, [Germany] : , : Diplomica Verlag, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Multi-moment asset allocation and pricing models [[electronic resource] /] / edited by Emmanuel Jurczenko and Bertrand Maillet
Multi-moment asset allocation and pricing models [[electronic resource] /] / edited by Emmanuel Jurczenko and Bertrand Maillet
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2006
Descrizione fisica 1 online resource (259 p.)
Disciplina 332.601/5195
332.6015195
Altri autori (Persone) JurczenkoEmmanuel
MailletBertrand
Collana Wiley finance series
Soggetto topico Investments - Mathematical models
Asset allocation - Mathematical models
Capital assets pricing model
Soggetto genere / forma Electronic books.
ISBN 1-119-20183-7
1-280-64915-1
9786610649150
0-470-05799-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Theoretical foundations of asset allocations and pricing models with higher-order moments / Emmanuel Jurczenko and Bertrand Maillet -- On certain geometric aspects of portfolio optimisation with higher moments -- / Gustavo M. de Athayde and Renato G. Flôres Jr. -- Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin -- Higher order moments and beyond / Luisa Tibiletti -- Gram-Charlier expansions and portfolio selection in non-Gaussian universes / François Desmoulins-Lebeault -- The four-moment capital asset pricing model : between asset pricing and asset allocation / Emmanuel Jurczenko and Bertrand Maillet -- Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / Yannick Malevergne and Didier Sornette -- Modeling the dynamics of conditional dependency between financial series / Eric Jondeau and Michael Rockinger -- A test of the homogeneity of asset pricing models / Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga.
Record Nr. UNINA-9910143676503321
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Multi-moment asset allocation and pricing models [[electronic resource] /] / edited by Emmanuel Jurczenko and Bertrand Maillet
Multi-moment asset allocation and pricing models [[electronic resource] /] / edited by Emmanuel Jurczenko and Bertrand Maillet
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2006
Descrizione fisica 1 online resource (259 p.)
Disciplina 332.601/5195
332.6015195
Altri autori (Persone) JurczenkoEmmanuel
MailletBertrand
Collana Wiley finance series
Soggetto topico Investments - Mathematical models
Asset allocation - Mathematical models
Capital assets pricing model
ISBN 1-119-20183-7
1-280-64915-1
9786610649150
0-470-05799-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Theoretical foundations of asset allocations and pricing models with higher-order moments / Emmanuel Jurczenko and Bertrand Maillet -- On certain geometric aspects of portfolio optimisation with higher moments -- / Gustavo M. de Athayde and Renato G. Flôres Jr. -- Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin -- Higher order moments and beyond / Luisa Tibiletti -- Gram-Charlier expansions and portfolio selection in non-Gaussian universes / François Desmoulins-Lebeault -- The four-moment capital asset pricing model : between asset pricing and asset allocation / Emmanuel Jurczenko and Bertrand Maillet -- Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / Yannick Malevergne and Didier Sornette -- Modeling the dynamics of conditional dependency between financial series / Eric Jondeau and Michael Rockinger -- A test of the homogeneity of asset pricing models / Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga.
Record Nr. UNINA-9910830524803321
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Multi-moment asset allocation and pricing models [[electronic resource] /] / edited by Emmanuel Jurczenko and Bertrand Maillet
Multi-moment asset allocation and pricing models [[electronic resource] /] / edited by Emmanuel Jurczenko and Bertrand Maillet
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2006
Descrizione fisica 1 online resource (259 p.)
Disciplina 332.601/5195
332.6015195
Altri autori (Persone) JurczenkoEmmanuel
MailletBertrand
Collana Wiley finance series
Soggetto topico Investments - Mathematical models
Asset allocation - Mathematical models
Capital assets pricing model
ISBN 1-119-20183-7
1-280-64915-1
9786610649150
0-470-05799-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Theoretical foundations of asset allocations and pricing models with higher-order moments / Emmanuel Jurczenko and Bertrand Maillet -- On certain geometric aspects of portfolio optimisation with higher moments -- / Gustavo M. de Athayde and Renato G. Flôres Jr. -- Hedge funds portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-Kurtosis efficient frontier / Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin -- Higher order moments and beyond / Luisa Tibiletti -- Gram-Charlier expansions and portfolio selection in non-Gaussian universes / François Desmoulins-Lebeault -- The four-moment capital asset pricing model : between asset pricing and asset allocation / Emmanuel Jurczenko and Bertrand Maillet -- Multi-moment method for portfolio management : generalized capital asset pricing model in homogeneous and heterogeneous markets / Yannick Malevergne and Didier Sornette -- Modeling the dynamics of conditional dependency between financial series / Eric Jondeau and Michael Rockinger -- A test of the homogeneity of asset pricing models / Giovanni Barone-Adesi, Patrick Gagliardini and Giovanni Urga.
Record Nr. UNINA-9910841088603321
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, Inc., c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A new model of capital asset prices : theory and evidence / / James W. Kolari, Wei Liu, Jianhua Z. Huang
A new model of capital asset prices : theory and evidence / / James W. Kolari, Wei Liu, Jianhua Z. Huang
Autore Kolari James W.
Pubbl/distr/stampa Cham, Switzerland : , : Palgrave Macmillan, , [2021]
Descrizione fisica 1 online resource (326 pages)
Disciplina 332.6
Soggetto topico Capital assets pricing model
ISBN 3-030-65197-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Acknowledgments -- Contents -- About the Authors -- List of Figures -- List of Tables -- Part I Introduction -- 1 Asset Pricing Evolution -- 1.1 Origins of the CAPM -- 1.2 The CAPM Controversy -- 1.3 The Roll Critique -- 1.4 The Zero-Beta CAPM Alternative -- 1.5 ZCAPM Solution -- 1.6 Summary -- Bibliography -- Part II Theoretical ZCAPM -- 2 Capital Asset Pricing Models -- 2.1 General Equilibrium Versus Multifactor Models -- 2.2 CAPM -- 2.2.1 Formal Derivation of the CAPM -- 2.2.2 CAPM Market Model -- 2.3 Zero-Beta CAPM -- 2.3.1 Formal Derivation of the Zero-Beta CAPM -- 2.4 Multifactor Models -- 2.4.1 Three-Factor Model -- 2.4.2 Four-Factor Model -- 2.4.3 Five-Factor Model -- 2.4.4 Other Multifactor Models -- 2.5 Summary -- Bibliography -- 3 Theoretical Form of the ZCAPM -- 3.1 Special Case of the Zero-Beta CAPM: The ZCAPM -- 3.1.1 Proof of Equivalence of Geometric Approaches -- 3.1.2 Locating Unique ZCAPM Portfolios I* and ZI* -- 3.2 Expected Returns of Portfolios I* and ZI* -- 3.2.1 Derivation of Investment Parabola Parameters Based on Random Matrix Theory -- 3.2.2 Random Matrix Approximations of Expected Returns for I* and ZI* -- 3.3 Expected Returns of Assets in the ZCAPM -- 3.3.1 No Riskless Asset Exists -- 3.3.2 A Riskless Asset Exists -- 3.4 Summary -- Bibliography -- Part III Empirical ZCAPM -- 4 Empirical Form of the ZCAPM -- 4.1 Related Literature -- 4.2 Asymmetric Market Risk -- 4.3 Asymmetric Market Risk and the ZCAPM -- 4.4 Traditional Return Dispersion Models -- 4.5 ZCAPM Approach to Return Dispersion -- 4.6 EM Algorithm -- 4.7 Summary -- Bibliography -- Part IV Empirical Evidence -- 5 Stock Return Data and Empirical Methods -- 5.1 In-Sample Versus Out-of-Sample Tests -- 5.2 Sample Data -- 5.3 Cross-Sectional Tests -- 5.4 Benchmark Time-Series Multifactor Models.
5.5 Time-Series and Cross-Sectional Regressions for the ZCAPM -- 5.6 Summary -- Bibliography -- 6 Empirical Tests of the ZCAPM -- 6.1 Traditional Model Results -- 6.2 Graphical Evidence for the ZCAPM -- 6.2.1 Excess Returns and Factor Loadings -- 6.2.2 Predicted and Realized Excess Returns -- 6.2.3 Why Do Multifactor Models Do Poorly with Industries? -- 6.3 Summary -- Bibliography -- 7 Cross-Sectional Tests of the ZCAPM -- 7.1 Preview of Empirical Evidence -- 7.2 Out-of-Sample Cross-Sectional Tests -- 7.2.1 Overview of the ZCAPM and Cross-Sectional Regression Procedure -- 7.2.2 Empirical Results -- 7.3 Robustness Checks -- 7.3.1 Split Subsample Period Results -- 7.3.2 Size Group Results -- 7.3.3 Profit and Capital Investment Results -- 7.3.4 Individual Stock Results -- 7.3.5 Out-of-Sample Periods Greater Than One Month -- 7.3.6 Other Four-Factor Models -- 7.4 Summary -- Bibliography -- Part V Applications of the ZCAPM -- 8 The Momentum Mytery: An Application of the ZCAPM -- 8.1 Preview of Momentum Results -- 8.2 Empirical Tests -- 8.2.1 Cross-Sectional Asset Pricing Tests -- 8.2.2 Comparative Returns -- 8.2.3 Regression Tests -- 8.3 Empirical Results -- 8.3.1 Cross-Sectional Test Results -- 8.3.2 Comparative Return Results -- 8.3.3 Regression Test Results -- 8.4 Summary -- Bibliography -- 9 Efficient Investment Portfolios: An Application of the ZCAPM -- 9.1 Preview of Portfolio Results -- 9.2 Background Discussion -- 9.3 Building Portfolios Based on Zeta Risk -- 9.4 Empirical Results -- 9.4.1 Zero-Investment Portfolios Sensitive to Return Dispersion -- 9.4.2 Aggregate Portfolios Sensitive to Return Dispersion -- 9.4.3 Long Only Aggregate Portfolios Sensitive to Return Dispersion -- 9.5 Summary -- Bibliography -- Part VI Conclusion -- 10 Synopsis of Asset Pricing and the ZCAPM -- 10.1 The CAPM Lives -- 10.2 The ZCAPM and Multifactor Models.
10.3 Future Research -- 10.4 Final Remarks -- Bibliography -- A New Model of Capital Asset Prices: Theory and Evidence -- Index.
Record Nr. UNINA-9910484976403321
Kolari James W.  
Cham, Switzerland : , : Palgrave Macmillan, , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan
Pubbl/distr/stampa Bradford, England, : Emerald Group Publishing, c2007
Descrizione fisica 1 online resource (103 p.)
Disciplina 658
Altri autori (Persone) ChangRosita
GuanLiming
Collana Managerial Finance
Soggetto topico Risk
Capital assets pricing model
Soggetto genere / forma Electronic books.
ISBN 1-281-07905-7
9786611079055
1-84663-527-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; EDITORIAL ADVISORY BOARD; Note from the publisher; On the relation of systematic risk and accounting variables; Do macroeconomic factors subsume market anomalies in long investment horizons?; Assessing the risk relevance of accounting variables in diverse economic conditions; Size, book/market ratio and risk factor returns: evidence from China A-share market; Stable betas, size, earnings-toprice, book-to-market and the validity of the capital asset pricing model
Record Nr. UNINA-9910451394103321
Bradford, England, : Emerald Group Publishing, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan
Pubbl/distr/stampa Bradford, England, : Emerald Group Publishing, c2007
Descrizione fisica 1 online resource (103 p.)
Disciplina 658
Altri autori (Persone) ChangRosita
GuanLiming
Collana Managerial Finance
Soggetto topico Risk
Capital assets pricing model
ISBN 1-281-07905-7
9786611079055
1-84663-527-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; EDITORIAL ADVISORY BOARD; Note from the publisher; On the relation of systematic risk and accounting variables; Do macroeconomic factors subsume market anomalies in long investment horizons?; Assessing the risk relevance of accounting variables in diverse economic conditions; Size, book/market ratio and risk factor returns: evidence from China A-share market; Stable betas, size, earnings-toprice, book-to-market and the validity of the capital asset pricing model
Record Nr. UNINA-9910785094403321
Bradford, England, : Emerald Group Publishing, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan
Pubbl/distr/stampa Bradford, England, : Emerald Group Publishing, c2007
Descrizione fisica 1 online resource (103 p.)
Disciplina 658
Altri autori (Persone) ChangRosita
GuanLiming
Collana Managerial Finance
Soggetto topico Risk
Capital assets pricing model
ISBN 1-281-07905-7
9786611079055
1-84663-527-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; EDITORIAL ADVISORY BOARD; Note from the publisher; On the relation of systematic risk and accounting variables; Do macroeconomic factors subsume market anomalies in long investment horizons?; Assessing the risk relevance of accounting variables in diverse economic conditions; Size, book/market ratio and risk factor returns: evidence from China A-share market; Stable betas, size, earnings-toprice, book-to-market and the validity of the capital asset pricing model
Record Nr. UNINA-9910822401303321
Bradford, England, : Emerald Group Publishing, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui