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Measuring Market Risk [[electronic resource]]
| Measuring Market Risk [[electronic resource]] |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2007 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial futures - Mathematical models
Financial futures Mathematical models Portfolio management Portfolio management - Mathematical models Risk management Risk management - Mathematical models Investment & Speculation Finance Business & Economics |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910841652603321 |
Dowd Kevin
|
||
| Chichester, : Wiley, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Money and mathematics : a conversational approach to modern financial mathematics and insurance / / Ralf Korn and Bernd Luderer
| Money and mathematics : a conversational approach to modern financial mathematics and insurance / / Ralf Korn and Bernd Luderer |
| Autore | Korn Ralf |
| Pubbl/distr/stampa | Wiesbaden, Germany : , : Springer Fachmedien Wiesbaden GmbH, , [2021] |
| Descrizione fisica | 1 online resource (300 pages) |
| Disciplina | 332.632042 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Social sciences
Capital market Actuarial science |
| ISBN | 3-658-34677-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910506405103321 |
|
Korn Ralf
|
||
| Wiesbaden, Germany : , : Springer Fachmedien Wiesbaden GmbH, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Money-making candlestick patterns : backtested for proven results / / Steve Palmquist
| Money-making candlestick patterns : backtested for proven results / / Steve Palmquist |
| Autore | Palmquist Steve |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2008 |
| Descrizione fisica | 1 online resource (348 p.) |
| Disciplina |
332.63/2042
332.632042 |
| Collana | Wiley Trading |
| Soggetto topico |
Stocks
Stocks - Prices Stock price forecasting Investment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20448-8
1-118-53877-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Preface""; ""Foreword""; ""Chapter 1: Candlestick Basics and Testing Requirements""; ""What is a Candlestick""; ""Hammer and Hanging Man Candlestick Patterns""; ""Bullish and Bearish Engulfing Candlestick Patterns""; ""Morning and Evening Star Patterns""; ""Testing Candlestick Patterns""; ""Trading is a Statistical Business�Risk Management""; ""Chapter 2: Bullish Engulfing Patterns""; ""Determining Pattern Effectiveness""; ""Understanding the Language Of Backtesting""; ""Setting Up the Initial Test""
""Determining the Effect of Different Market Conditions""""Varying the Holding Period""; ""Testing Stock Price Level""; ""Using an Average Volume Filter""; ""Testing First Day Versus Second Day Volume""; ""Examining Key Moving Averages""; ""Investigating Bodies and Shadows""; ""Managing the Exit""; ""How to Avoid Curve Fitting: Extended Testing""; ""Final Results�How to Trade the Bullish Engulfing""; ""Chapter 3: Bearish Engulfing Patterns""; ""Definition of Bearish Engulfing Pattern""; ""Determining the Optimal Market to Trade""; ""Varying the Holding Period"" ""Continuing the Investigation� Effect of Different Filters""""Combining Filters""; ""Final Results�How to Trade the Bearish Engulfing""; ""Chapter 4: Hammer Patterns""; ""Determining the Optimal Pattern Definition�Shadows""; ""Testing Body Color""; ""Using a Price Filter""; ""Testing the Effect of a Volume Filter""; ""Revised Definition Means New Tests""; ""Final Results�How to Trade the Hammer Pattern""; ""Chapter 5: Hanging Man Patterns""; ""Backtesting the Basic Pattern""; ""Adding a Volume Filter""; ""Testing the Pattern Under Different Market Conditions"" ""Refining the Testing""""Hanging Man Pattern Summary""; ""Chapter 6: Morning Star Patterns""; ""Standard Definition Assumptions""; ""A Closer Examination of Body Size""; ""Testing the Second Day Parameters""; ""Third Day Parameters""; ""Exit Strategies�Testing the Holding Period""; ""Morning Star Pattern Summary""; ""Chapter 7: Evening Star Patterns""; ""Initial Test On the Standard Elements""; ""Testing the Third Day""; ""Testing the Second Day""; ""Testing the First Day�What is Big""; ""Analyzing the Results""; ""Mod1 Evening Star""; ""Creating Mod2 Using a Volume Requirement"" ""Evening Star Pattern Summary""""Chapter 8: Market Adaptive Trading Techniques""; ""Mat Step One: Develop, Test, and Understand Trading Tools""; ""Mat Step Two: Understanding Basic Market Statistics""; ""Mat Step Three: Using Trend Lines""; ""Mat Step Four: Writing Your Daily Trading Plan""; ""Market Adaptive Trading Summary""; ""About the Author""; ""Index""; ""Trading Resource Guide"" |
| Record Nr. | UNINA-9910141605803321 |
|
Palmquist Steve
|
||
| Hoboken, New Jersey : , : Wiley, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Money-making candlestick patterns : backtested for proven results / / Steve Palmquist
| Money-making candlestick patterns : backtested for proven results / / Steve Palmquist |
| Autore | Palmquist Steve |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2008 |
| Descrizione fisica | 1 online resource (348 p.) |
| Disciplina |
332.63/2042
332.632042 |
| Collana | Wiley Trading |
| Soggetto topico |
Stocks
Stocks - Prices Stock price forecasting Investment analysis |
| ISBN |
1-119-20448-8
1-118-53877-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Preface""; ""Foreword""; ""Chapter 1: Candlestick Basics and Testing Requirements""; ""What is a Candlestick""; ""Hammer and Hanging Man Candlestick Patterns""; ""Bullish and Bearish Engulfing Candlestick Patterns""; ""Morning and Evening Star Patterns""; ""Testing Candlestick Patterns""; ""Trading is a Statistical Business�Risk Management""; ""Chapter 2: Bullish Engulfing Patterns""; ""Determining Pattern Effectiveness""; ""Understanding the Language Of Backtesting""; ""Setting Up the Initial Test""
""Determining the Effect of Different Market Conditions""""Varying the Holding Period""; ""Testing Stock Price Level""; ""Using an Average Volume Filter""; ""Testing First Day Versus Second Day Volume""; ""Examining Key Moving Averages""; ""Investigating Bodies and Shadows""; ""Managing the Exit""; ""How to Avoid Curve Fitting: Extended Testing""; ""Final Results�How to Trade the Bullish Engulfing""; ""Chapter 3: Bearish Engulfing Patterns""; ""Definition of Bearish Engulfing Pattern""; ""Determining the Optimal Market to Trade""; ""Varying the Holding Period"" ""Continuing the Investigation� Effect of Different Filters""""Combining Filters""; ""Final Results�How to Trade the Bearish Engulfing""; ""Chapter 4: Hammer Patterns""; ""Determining the Optimal Pattern Definition�Shadows""; ""Testing Body Color""; ""Using a Price Filter""; ""Testing the Effect of a Volume Filter""; ""Revised Definition Means New Tests""; ""Final Results�How to Trade the Hammer Pattern""; ""Chapter 5: Hanging Man Patterns""; ""Backtesting the Basic Pattern""; ""Adding a Volume Filter""; ""Testing the Pattern Under Different Market Conditions"" ""Refining the Testing""""Hanging Man Pattern Summary""; ""Chapter 6: Morning Star Patterns""; ""Standard Definition Assumptions""; ""A Closer Examination of Body Size""; ""Testing the Second Day Parameters""; ""Third Day Parameters""; ""Exit Strategies�Testing the Holding Period""; ""Morning Star Pattern Summary""; ""Chapter 7: Evening Star Patterns""; ""Initial Test On the Standard Elements""; ""Testing the Third Day""; ""Testing the Second Day""; ""Testing the First Day�What is Big""; ""Analyzing the Results""; ""Mod1 Evening Star""; ""Creating Mod2 Using a Volume Requirement"" ""Evening Star Pattern Summary""""Chapter 8: Market Adaptive Trading Techniques""; ""Mat Step One: Develop, Test, and Understand Trading Tools""; ""Mat Step Two: Understanding Basic Market Statistics""; ""Mat Step Three: Using Trend Lines""; ""Mat Step Four: Writing Your Daily Trading Plan""; ""Market Adaptive Trading Summary""; ""About the Author""; ""Index""; ""Trading Resource Guide"" |
| Record Nr. | UNINA-9910830928903321 |
|
Palmquist Steve
|
||
| Hoboken, New Jersey : , : Wiley, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
New Frontiers in Technical Analysis [[electronic resource] ] : Effective Tools and Strategies for Trading and Investing
| New Frontiers in Technical Analysis [[electronic resource] ] : Effective Tools and Strategies for Trading and Investing |
| Autore | Ciana Paul |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Princeton, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (354 p.) |
| Disciplina | 332.632042 |
| Collana | Bloomberg Financial |
| Soggetto topico |
BUSINESS & ECONOMICS / Finance
Investment analysis Investments Finance Business & Economics Investment & Speculation |
| ISBN |
1-118-53152-3
0-470-87908-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
NEW FRONTIERSIN TECHNICALANALYSIS; Contents; Preface; Acknowledgments; CHAPTER 1 Evidence of the Most Popular Technical Indicators; Defining Technical Analysis; Defining Chart Types; Evidence of Chart Type Popularity; Evidence of Technical Indicator Popularity; Applying the Most Popular Technical Indicators; Conclusion; CHAPTER 2 Everything Is Relative Strength Is Everything; "This Time It's Different"; What Is Comparative Relative Strength?; The JdK RS-Ratio and JdK RS-Momentum; Relative Rotation Graphs; Conclusion; CHAPTER 3 Applying Seasonality and Erlanger Studies
Testing for a Valid Seasonal CycleApplying Cycles as a Strategy; Monitoring Seasonal Data; Erlanger Studies: The Art of the Squeeze Play; CHAPTER 4 Kase StatWareTM and Studies: Adding Precision to Trading and Investing; Introduction to KaseSwing; Kase DevStops; Kase Momentum Divergence Algorithm; Kase PeakOscillator and KaseCD; Why Use KasePO and KaseCD?; Kase Permission Stochastic and Screen; Entering Trades and the Kase Easy Entry System; About the Kase Easy Entry System; Trading with Kase StatWare; Kase Bar Chart (Equal TrueRange Bar Chart); Summary CHAPTER 5 Rules-Based Trading and Market Analysis Using Simplified Market ProfileTechnical Analysis Is Simple in Theory-Difficult in Practice; Rules-Based Trading: Automated Strategy Trading versus Discretionary Trading; Balance versus Imbalance: Distinguishing the Two Phases of Market Activity; There Are Only Three Market Segments: Nontrending, Uptrending, and Downtrending; Four Market Participants-and Then a Fifth . . .; Market Profile; Market Movement: The Four Steps of Market Activity; Market Structure; The Relative Speed of the Market's Building-Block Components Vertical Nondevelopment ("Minus Development")Simplifying Market Profile; TAS PRO VAP Map; Rules-Based Trading and Analysis with TAS PRO Navigator; TAS PRO Indicator Application Examples; Conclusion; CHAPTER 6 Advanced Trading Methods; From the CBOT to the Charts; Trading by Gut Feeling; Understanding the Background of an Opportunity; They Say Entry Is Easy, but Not in My Book; Trade When the Odds Are in Your Favor; Don't Fight the Trend; Trade Location Is Key to Long-term Success; Adjusting to Volatility; Anticipating What Needs to Happen; Using Time as Part of Your Risk Management Learning to Control Your EmotionsThe Hardest Part of Any Strategy Is the Exit; Putting It All Together: Two Examples; Picking Up the Right Tools; Recommended Reading; About the Authors; Index |
| Record Nr. | UNINA-9910139609003321 |
|
Ciana Paul
|
||
| Princeton, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
New Frontiers in Technical Analysis [[electronic resource] ] : Effective Tools and Strategies for Trading and Investing
| New Frontiers in Technical Analysis [[electronic resource] ] : Effective Tools and Strategies for Trading and Investing |
| Autore | Ciana Paul |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Princeton, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (354 p.) |
| Disciplina | 332.632042 |
| Collana | Bloomberg Financial |
| Soggetto topico |
BUSINESS & ECONOMICS / Finance
Investment analysis Investments Finance Business & Economics Investment & Speculation |
| ISBN |
1-118-53152-3
0-470-87908-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
NEW FRONTIERSIN TECHNICALANALYSIS; Contents; Preface; Acknowledgments; CHAPTER 1 Evidence of the Most Popular Technical Indicators; Defining Technical Analysis; Defining Chart Types; Evidence of Chart Type Popularity; Evidence of Technical Indicator Popularity; Applying the Most Popular Technical Indicators; Conclusion; CHAPTER 2 Everything Is Relative Strength Is Everything; "This Time It's Different"; What Is Comparative Relative Strength?; The JdK RS-Ratio and JdK RS-Momentum; Relative Rotation Graphs; Conclusion; CHAPTER 3 Applying Seasonality and Erlanger Studies
Testing for a Valid Seasonal CycleApplying Cycles as a Strategy; Monitoring Seasonal Data; Erlanger Studies: The Art of the Squeeze Play; CHAPTER 4 Kase StatWareTM and Studies: Adding Precision to Trading and Investing; Introduction to KaseSwing; Kase DevStops; Kase Momentum Divergence Algorithm; Kase PeakOscillator and KaseCD; Why Use KasePO and KaseCD?; Kase Permission Stochastic and Screen; Entering Trades and the Kase Easy Entry System; About the Kase Easy Entry System; Trading with Kase StatWare; Kase Bar Chart (Equal TrueRange Bar Chart); Summary CHAPTER 5 Rules-Based Trading and Market Analysis Using Simplified Market ProfileTechnical Analysis Is Simple in Theory-Difficult in Practice; Rules-Based Trading: Automated Strategy Trading versus Discretionary Trading; Balance versus Imbalance: Distinguishing the Two Phases of Market Activity; There Are Only Three Market Segments: Nontrending, Uptrending, and Downtrending; Four Market Participants-and Then a Fifth . . .; Market Profile; Market Movement: The Four Steps of Market Activity; Market Structure; The Relative Speed of the Market's Building-Block Components Vertical Nondevelopment ("Minus Development")Simplifying Market Profile; TAS PRO VAP Map; Rules-Based Trading and Analysis with TAS PRO Navigator; TAS PRO Indicator Application Examples; Conclusion; CHAPTER 6 Advanced Trading Methods; From the CBOT to the Charts; Trading by Gut Feeling; Understanding the Background of an Opportunity; They Say Entry Is Easy, but Not in My Book; Trade When the Odds Are in Your Favor; Don't Fight the Trend; Trade Location Is Key to Long-term Success; Adjusting to Volatility; Anticipating What Needs to Happen; Using Time as Part of Your Risk Management Learning to Control Your EmotionsThe Hardest Part of Any Strategy Is the Exit; Putting It All Together: Two Examples; Picking Up the Right Tools; Recommended Reading; About the Authors; Index |
| Record Nr. | UNINA-9910827288703321 |
|
Ciana Paul
|
||
| Princeton, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin
| Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin |
| Autore | Callin Sabrina |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2008 |
| Descrizione fisica | 1 online resource (337 p.) |
| Disciplina |
332.63
332.63/2042 332.632042 |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-16067-3
1-119-19812-7 1-281-28510-2 9786611285104 0-470-28022-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Portable Alpha Theory and Practice; Contents; Foreword; Preface; Acknowledgments; Chapter 1: Overview of Book and Key Concepts; Chapter 2: Portable Alpha Definitions and Trends; Chapter 3: Back to the Basics: Investments 101; Chapter 4: Asset Allocation and Portable Alpha*; Chapter 5: Alpha, Beta, and Alpha-Beta Separation; Chapter 6: Global Sources of Portable Alpha, Associated Risks, and Active Management; Chapter 7: Derivatives-Based Beta Management; Chapter 8: Portable Alpha Implementation; Chapter 9: The Real Holy Grail: Risk Measurement and Management
Chapter 10: Liability-Driven InvestingChapter 11: Portable Alpha Theory and Practice: Wrapping It Up; Epilogue: Portable Alpha-The Final Chapter: Schemes, Dreams, and Financial Imbalances: ""There Must Be More Money""; Notes; Bibliography; About the Authors; Index |
| Record Nr. | UNINA-9910145687903321 |
|
Callin Sabrina
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin
| Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin |
| Autore | Callin Sabrina |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2008 |
| Descrizione fisica | 1 online resource (337 p.) |
| Disciplina |
332.63
332.63/2042 332.632042 |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Portfolio management |
| ISBN |
1-118-16067-3
1-119-19812-7 1-281-28510-2 9786611285104 0-470-28022-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Portable Alpha Theory and Practice; Contents; Foreword; Preface; Acknowledgments; Chapter 1: Overview of Book and Key Concepts; Chapter 2: Portable Alpha Definitions and Trends; Chapter 3: Back to the Basics: Investments 101; Chapter 4: Asset Allocation and Portable Alpha*; Chapter 5: Alpha, Beta, and Alpha-Beta Separation; Chapter 6: Global Sources of Portable Alpha, Associated Risks, and Active Management; Chapter 7: Derivatives-Based Beta Management; Chapter 8: Portable Alpha Implementation; Chapter 9: The Real Holy Grail: Risk Measurement and Management
Chapter 10: Liability-Driven InvestingChapter 11: Portable Alpha Theory and Practice: Wrapping It Up; Epilogue: Portable Alpha-The Final Chapter: Schemes, Dreams, and Financial Imbalances: ""There Must Be More Money""; Notes; Bibliography; About the Authors; Index |
| Record Nr. | UNINA-9910830264903321 |
|
Callin Sabrina
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin
| Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin |
| Autore | Callin Sabrina |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2008 |
| Descrizione fisica | 1 online resource (337 p.) |
| Disciplina |
332.63
332.63/2042 332.632042 |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Portfolio management |
| ISBN |
1-118-16067-3
1-119-19812-7 1-281-28510-2 9786611285104 0-470-28022-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Portable Alpha Theory and Practice; Contents; Foreword; Preface; Acknowledgments; Chapter 1: Overview of Book and Key Concepts; Chapter 2: Portable Alpha Definitions and Trends; Chapter 3: Back to the Basics: Investments 101; Chapter 4: Asset Allocation and Portable Alpha*; Chapter 5: Alpha, Beta, and Alpha-Beta Separation; Chapter 6: Global Sources of Portable Alpha, Associated Risks, and Active Management; Chapter 7: Derivatives-Based Beta Management; Chapter 8: Portable Alpha Implementation; Chapter 9: The Real Holy Grail: Risk Measurement and Management
Chapter 10: Liability-Driven InvestingChapter 11: Portable Alpha Theory and Practice: Wrapping It Up; Epilogue: Portable Alpha-The Final Chapter: Schemes, Dreams, and Financial Imbalances: ""There Must Be More Money""; Notes; Bibliography; About the Authors; Index |
| Record Nr. | UNINA-9910840564303321 |
|
Callin Sabrina
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portfolio investment opportunities in precious metals / / David M. Darst, CFA
| Portfolio investment opportunities in precious metals / / David M. Darst, CFA |
| Autore | Darst David M |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2013 |
| Descrizione fisica | 1 online resource (113 p.) |
| Disciplina | 332.632042 |
| Collana | Wiley RealTime Finance |
| Soggetto topico |
Investment analysis
Metals as an investment Precious metals |
| ISBN |
1-118-50303-1
1-118-50304-X 1-118-50301-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Wiley RealTime Finance: Portfolio Investment Opportunities in: Precious Metal; Contents; About the Author; Introduction; Section 1: Advantages and Risks of Precious Metals; The Gold Debate; Fundamental Forces against Gold; Valuation Forces against Gold; Psychological, Technical, and Liquidity Forces against Gold; Fundamental Forces for Gold; Valuation Forces for Gold; Psychological, Technical, and Liquidity Forces for Gold; Section 2: Precious Metals Investment Performance and Correlations; Correlations of Annual Returns of Precious Metals; Principal uses of Precious Metals
Section 3: Overview of GoldHistory and Background of Gold; Why Central Banks Hold Gold; Gold Sales under Central Bank Gold Agreements (CBGA); Major Central Banks' Gold Holdings; Gold as an Asset Class; Demand, Supply, and Global Gold Holdings; Jewelry and Net Retail Investment in Gold; Above-Ground Stocks of Gold, Demand and Supply Flows; The Price of Gold; Gold Demand Outlook; China and Gold Ore Reserves; Origins of Gold Demand in China; Long-Term Outlook for the Chinese Gold Market; China and Gold; India and Gold; Gold Price Relative to the S&P 500; Gold Prices during Periods of Uncertainty Gold Price versus the DJIA and the S&P 500Ratio of the Price of Gold to the Price of Silver; Annual World Production of Gold since 1900; Global Supply of and Fabrication Demand for Gold; Investment Performance of Gold Share Indices; Physical Gold; Section 4: Overview of Silver; History and Background of Silver; The Price of Silver; Annual World Production of Silver since 1900; Global Supply and Demand Data for Silver; Physical Silver; Section 5: Overview of Platinum and Palladium; History and Background of Platinum and Palladium; The Price of Platinum and Palladium World Production of Platinum and PalladiumGlobal Supply and Demand Data; Physical Platinum and Palladium; Section 6: Overview of Precious Metals Companies; Select Factors Leading to Price Divergence between Precious Metals and Precious Metals Mining Shares; Select Precious Metals Mining Shares Indexes; NYSE Arca Gold BUGS Index; Philadelphia Stock Exchange Index; Market Vectors Junior Gold Miners Index; FTSE Gold Mines Index; S&P/TSX Global Gold Index; Examples of Precious Metals Companies; Precious Metals Futures and Options Contracts; Section 7: Select U.S. Legislation Affecting Gold The Gold Confiscation Executive Order of April 5, 1933The Trading with the Enemy Act of October 6, 1917; Executive Order 6102 of April 5, 1933: Forbidding the Hoarding of Gold Coin, Gold Bullion, and Gold Certificates; Reports of Safe Deposit Box Seizure; Section 8: Additional Information on Gold; Background Information on Gold; Characteristics; Monetary Exchange; History; Occurrence; Production; Consumption; Symbolism; State Emblem and State Mineral; The California Gold Rush and the Panic of 1857; When Wall Street Rescued the U.S. Treasury; Britain's 1999-2002 Sale of Gold Reserves Switzerland and Gold |
| Record Nr. | UNINA-9910138852903321 |
|
Darst David M
|
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| Hoboken, New Jersey : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||