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Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu
| Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu |
| Autore | Gregoriou Greg N. <1956-> |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2005 |
| Descrizione fisica | 1 online resource (178 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | ZhuJoe <1968-> |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds - Evaluation
Data envelopment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-27681-9
9786610276813 0-471-73004-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks. |
| Record Nr. | UNINA-9910457731303321 |
Gregoriou Greg N. <1956->
|
||
| Hoboken, N.J., : J. Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu
| Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu |
| Autore | Gregoriou Greg N. <1956-> |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2005 |
| Descrizione fisica | 1 online resource (178 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | ZhuJoe <1968-> |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds - Evaluation
Data envelopment analysis |
| ISBN |
1-280-27681-9
9786610276813 0-471-73004-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks. |
| Record Nr. | UNINA-9910784405403321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, N.J., : J. Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu
| Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2005 |
| Descrizione fisica | 1 online resource (178 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | ZhuJoe <1968-> |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds - Evaluation
Data envelopment analysis |
| ISBN |
1-280-27681-9
9786610276813 0-471-73004-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks. |
| Record Nr. | UNINA-9910823942003321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, N.J., : J. Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International mergers and acquisitions activity since 1990 [[electronic resource] ] : recent research and quantitative analysis / / edited by Greg N. Gregoriou and Luc Renneboog
| International mergers and acquisitions activity since 1990 [[electronic resource] ] : recent research and quantitative analysis / / edited by Greg N. Gregoriou and Luc Renneboog |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic, c2007 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 338.83 |
| Altri autori (Persone) | RenneboogLuc |
| Collana | Quantitative finance series |
| Soggetto topico |
Consolidation and merger of corporations
Consolidation and merger of corporations - Law and legislation Business cycles |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02806-1
9786611028060 0-08-054732-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; International Mergers and Acquisitions Activity Since 1990; Copyright page; Contents; Acknowledgments; About the editors; List of contributors; Chapter 1: Understanding mergers and acquisitions: activity since 1990; Part One: International M&A Activity and Takeover Performance; Chapter 2: Cross-border mergers and acquisitions: the facts as a guide for international economics; Chapter 3: Searching for value-enhancing acquirers; Chapter 4: The Long-term operating performance in European mergers and acquisitions; Chapter 5: How do bondholders fare in mergers and acquisitions?
Chapter 6: Mix-and-match facilities and loan notes in acquisitions Part Two: Special Types of Mergers and Acquisitions; Chapter 7: Mergers and acquisitions in IPO markets: evidence from Germany; Chapter 8: Reverse mergers in the United Kingdom: listed targets and private acquirers; Chapter 9: The profile of venture capital exits in Canada; Part Three: Valuation and Irrationality in Takeover Decision Making; Chapter 10: Executive compensation and managerial overconfidence: impact on risk taking and shareholder value in corporate acquisitions Chapter 11: Opportunistic accounting practices around stock-financed mergers in Spain Chapter 12: Size does matter-firm size and the gains from acquisitions on the Dutch market; Index; |
| Record Nr. | UNINA-9910457682603321 |
|
Gregoriou Greg N. <1956->
|
||
| Amsterdam ; ; Boston, : Academic, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International mergers and acquisitions activity since 1990 [[electronic resource] ] : recent research and quantitative analysis / / edited by Greg N. Gregoriou and Luc Renneboog
| International mergers and acquisitions activity since 1990 [[electronic resource] ] : recent research and quantitative analysis / / edited by Greg N. Gregoriou and Luc Renneboog |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic, c2007 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 338.83 |
| Altri autori (Persone) | RenneboogLuc |
| Collana | Quantitative finance series |
| Soggetto topico |
Consolidation and merger of corporations
Consolidation and merger of corporations - Law and legislation Business cycles |
| ISBN |
1-281-02806-1
9786611028060 0-08-054732-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; International Mergers and Acquisitions Activity Since 1990; Copyright page; Contents; Acknowledgments; About the editors; List of contributors; Chapter 1: Understanding mergers and acquisitions: activity since 1990; Part One: International M&A Activity and Takeover Performance; Chapter 2: Cross-border mergers and acquisitions: the facts as a guide for international economics; Chapter 3: Searching for value-enhancing acquirers; Chapter 4: The Long-term operating performance in European mergers and acquisitions; Chapter 5: How do bondholders fare in mergers and acquisitions?
Chapter 6: Mix-and-match facilities and loan notes in acquisitions Part Two: Special Types of Mergers and Acquisitions; Chapter 7: Mergers and acquisitions in IPO markets: evidence from Germany; Chapter 8: Reverse mergers in the United Kingdom: listed targets and private acquirers; Chapter 9: The profile of venture capital exits in Canada; Part Three: Valuation and Irrationality in Takeover Decision Making; Chapter 10: Executive compensation and managerial overconfidence: impact on risk taking and shareholder value in corporate acquisitions Chapter 11: Opportunistic accounting practices around stock-financed mergers in Spain Chapter 12: Size does matter-firm size and the gains from acquisitions on the Dutch market; Index; |
| Record Nr. | UNINA-9910784349103321 |
|
Gregoriou Greg N. <1956->
|
||
| Amsterdam ; ; Boston, : Academic, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International mergers and acquisitions activity since 1990 : recent research and quantitative analysis / / edited by Greg N. Gregoriou and Luc Renneboog
| International mergers and acquisitions activity since 1990 : recent research and quantitative analysis / / edited by Greg N. Gregoriou and Luc Renneboog |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic, c2007 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 338.83 |
| Altri autori (Persone) | RenneboogLuc |
| Collana | Quantitative finance series |
| Soggetto topico |
Consolidation and merger of corporations
Consolidation and merger of corporations - Law and legislation Business cycles |
| ISBN |
1-281-02806-1
9786611028060 0-08-054732-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; International Mergers and Acquisitions Activity Since 1990; Copyright page; Contents; Acknowledgments; About the editors; List of contributors; Chapter 1: Understanding mergers and acquisitions: activity since 1990; Part One: International M&A Activity and Takeover Performance; Chapter 2: Cross-border mergers and acquisitions: the facts as a guide for international economics; Chapter 3: Searching for value-enhancing acquirers; Chapter 4: The Long-term operating performance in European mergers and acquisitions; Chapter 5: How do bondholders fare in mergers and acquisitions?
Chapter 6: Mix-and-match facilities and loan notes in acquisitions Part Two: Special Types of Mergers and Acquisitions; Chapter 7: Mergers and acquisitions in IPO markets: evidence from Germany; Chapter 8: Reverse mergers in the United Kingdom: listed targets and private acquirers; Chapter 9: The profile of venture capital exits in Canada; Part Three: Valuation and Irrationality in Takeover Decision Making; Chapter 10: Executive compensation and managerial overconfidence: impact on risk taking and shareholder value in corporate acquisitions Chapter 11: Opportunistic accounting practices around stock-financed mergers in Spain Chapter 12: Size does matter-firm size and the gains from acquisitions on the Dutch market; Index; |
| Record Nr. | UNINA-9910828005403321 |
|
Gregoriou Greg N. <1956->
|
||
| Amsterdam ; ; Boston, : Academic, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou
| Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina |
332.1068
332.1068/1 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley finance series |
| Soggetto topico |
Banks and banking, International - Risk management
Bank capital - Mathematical models Financial risk management - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-11367-4
9786612113673 1-118-26706-0 0-470-45188-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation; Contents; Foreword; About the Editor; Acknowledgments; About the Contributors; PART One: Operational Risk Measurement: Qualitative Approaches; CHAPTER 1: Modeling Operational Risk Based on Multiple Experts' Opinions; CHAPTER 2: Consistent Quantitative Operational Risk Measurement; CHAPTER 3: Operational Risk Based on Complementary Loss Evaluations; CHAPTER 4: Can Operational Risk Models Deal with Unprecedented Large Banking Losses?
CHAPTER 5: Identifying and Mitigating Perceived Risks in the Bank Service Chain: A New Formalization Effort to Address the Intangible and Heterogeneous Natures of Knowledge-Based ServicesCHAPTER 6: Operational Risk and Stock Market Returns: Evidence from Turkey; PART Two: Operational Risk Measurement: Quantitative Approaches; CHAPTER 7: Integrating Op Risk into Total VaR; CHAPTER 8: Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach; CHAPTER 9: One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk CHAPTER 10: Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock ModelsCHAPTER 11: First-Order Approximations to Operational Risk: Dependence and Consequences; PART Three: Operational Risk Management and Mitigation; CHAPTER 12: Integrating "Management" into "OpRisk Management"; CHAPTER 13: Operational Risk Management: An Emergent Industry; CHAPTER 14: OpRisk Insurance as a Net Value Generator; CHAPTER 15: Operational Risk Versus Capital Requirements under New Italian Banking Capital Regulation: Are Small Banks Penalized? CHAPTER 16: Simple Measures for Operational Risk Reduction? An Assessment of Implications and DrawbacksPART Four: Issues in Operational Risk Regulation and the Fund Industry; CHAPTER 17: Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems; CHAPTER 18: Operational Risk Disclosure in Financial Services Firms; CHAPTER 19: Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators; CHAPTER 20: Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime CHAPTER 21: Case Studies in Hedge Fund Operational Risks: From Amaranth to Wood RiverCHAPTER 22: A Risk of Ruin Approach for Evaluating Commodity Trading Advisors; CHAPTER 23: Identifying and Mitigating Valuation Risk in Hedge Fund Investments; Index |
| Record Nr. | UNINA-9910145952903321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou
| Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina |
332.1068
332.1068/1 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley finance series |
| Soggetto topico |
Banks and banking, International - Risk management
Bank capital - Mathematical models Financial risk management - Mathematical models |
| ISBN |
1-282-11367-4
9786612113673 1-118-26706-0 0-470-45188-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation; Contents; Foreword; About the Editor; Acknowledgments; About the Contributors; PART One: Operational Risk Measurement: Qualitative Approaches; CHAPTER 1: Modeling Operational Risk Based on Multiple Experts' Opinions; CHAPTER 2: Consistent Quantitative Operational Risk Measurement; CHAPTER 3: Operational Risk Based on Complementary Loss Evaluations; CHAPTER 4: Can Operational Risk Models Deal with Unprecedented Large Banking Losses?
CHAPTER 5: Identifying and Mitigating Perceived Risks in the Bank Service Chain: A New Formalization Effort to Address the Intangible and Heterogeneous Natures of Knowledge-Based ServicesCHAPTER 6: Operational Risk and Stock Market Returns: Evidence from Turkey; PART Two: Operational Risk Measurement: Quantitative Approaches; CHAPTER 7: Integrating Op Risk into Total VaR; CHAPTER 8: Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach; CHAPTER 9: One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk CHAPTER 10: Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock ModelsCHAPTER 11: First-Order Approximations to Operational Risk: Dependence and Consequences; PART Three: Operational Risk Management and Mitigation; CHAPTER 12: Integrating "Management" into "OpRisk Management"; CHAPTER 13: Operational Risk Management: An Emergent Industry; CHAPTER 14: OpRisk Insurance as a Net Value Generator; CHAPTER 15: Operational Risk Versus Capital Requirements under New Italian Banking Capital Regulation: Are Small Banks Penalized? CHAPTER 16: Simple Measures for Operational Risk Reduction? An Assessment of Implications and DrawbacksPART Four: Issues in Operational Risk Regulation and the Fund Industry; CHAPTER 17: Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems; CHAPTER 18: Operational Risk Disclosure in Financial Services Firms; CHAPTER 19: Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators; CHAPTER 20: Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime CHAPTER 21: Case Studies in Hedge Fund Operational Risks: From Amaranth to Wood RiverCHAPTER 22: A Risk of Ruin Approach for Evaluating Commodity Trading Advisors; CHAPTER 23: Identifying and Mitigating Valuation Risk in Hedge Fund Investments; Index |
| Record Nr. | UNINA-9910830886403321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou
| Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina |
332.1068
332.1068/1 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley finance series |
| Soggetto topico |
Banks and banking, International - Risk management
Bank capital - Mathematical models Financial risk management - Mathematical models |
| ISBN |
1-282-11367-4
9786612113673 1-118-26706-0 0-470-45188-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation; Contents; Foreword; About the Editor; Acknowledgments; About the Contributors; PART One: Operational Risk Measurement: Qualitative Approaches; CHAPTER 1: Modeling Operational Risk Based on Multiple Experts' Opinions; CHAPTER 2: Consistent Quantitative Operational Risk Measurement; CHAPTER 3: Operational Risk Based on Complementary Loss Evaluations; CHAPTER 4: Can Operational Risk Models Deal with Unprecedented Large Banking Losses?
CHAPTER 5: Identifying and Mitigating Perceived Risks in the Bank Service Chain: A New Formalization Effort to Address the Intangible and Heterogeneous Natures of Knowledge-Based ServicesCHAPTER 6: Operational Risk and Stock Market Returns: Evidence from Turkey; PART Two: Operational Risk Measurement: Quantitative Approaches; CHAPTER 7: Integrating Op Risk into Total VaR; CHAPTER 8: Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach; CHAPTER 9: One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk CHAPTER 10: Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock ModelsCHAPTER 11: First-Order Approximations to Operational Risk: Dependence and Consequences; PART Three: Operational Risk Management and Mitigation; CHAPTER 12: Integrating "Management" into "OpRisk Management"; CHAPTER 13: Operational Risk Management: An Emergent Industry; CHAPTER 14: OpRisk Insurance as a Net Value Generator; CHAPTER 15: Operational Risk Versus Capital Requirements under New Italian Banking Capital Regulation: Are Small Banks Penalized? CHAPTER 16: Simple Measures for Operational Risk Reduction? An Assessment of Implications and DrawbacksPART Four: Issues in Operational Risk Regulation and the Fund Industry; CHAPTER 17: Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems; CHAPTER 18: Operational Risk Disclosure in Financial Services Firms; CHAPTER 19: Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators; CHAPTER 20: Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime CHAPTER 21: Case Studies in Hedge Fund Operational Risks: From Amaranth to Wood RiverCHAPTER 22: A Risk of Ruin Approach for Evaluating Commodity Trading Advisors; CHAPTER 23: Identifying and Mitigating Valuation Risk in Hedge Fund Investments; Index |
| Record Nr. | UNINA-9910841158703321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||