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Biblioteca

MARC Lista (tabellare)
The evolution of technical analysis [[electronic resource] ] : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic
The evolution of technical analysis [[electronic resource] ] : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic
Autore Lo Andrew W (Andrew Wen-Chuan)
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, c2010
Descrizione fisica 1 online resource (227 p.)
Disciplina 332.63/2042
332.632042
Altri autori (Persone) HasanhodzicJasmina <1979->
Collana Bloomberg
Soggetto topico Technical analysis (Investment analysis) - History
Investment analysis - History
ISBN 0-470-95273-3
1-282-78281-9
9786612782817
0-470-87903-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals; Contents; Introduction; Chapter 1: Ancient Roots; The Beginnings; Ancient Babylon; Ancient Greece; Ancient Rome; Negative Attitudes toward Traders; Chapter 2: The Middle Ages and the Renaissance; Western Europe; Technical Analysis; Societal Attitudes; Chapter 3: Asia; Japan; China; Chapter 4: The New World; Wall Street; Societal Attitudes; Chapter 5: A New Age for Technical Analysis; Dow Theory; Relative Strength; Market Cycles and Waves; Chart Patterns; Volume of Trading; Market Breadth
Nontechnical AnalysisChapter 6: Technical Analysis Today; Trends; Patterns; Strength; Cycles; Wall Street's Reinterpretation of Technical Analysis; Chapter 7: A Brief History of Randomness and Efficient Markets; Prices As Objects of Study; The Emergence of Efficient Markets; What Is Random?; Chapter 8: Academic Approaches to Technical Analysis; Theoretical Underpinnings; Empirical Evaluation; Adaptive Markets and Technical Analysis; Notes; Bibliography; Acknowledgments; About the Authors; Index
Record Nr. UNINA-9910785223903321
Lo Andrew W (Andrew Wen-Chuan)  
Hoboken, NJ, : John Wiley & Sons, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The evolution of technical analysis : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic
The evolution of technical analysis : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic
Autore Lo Andrew W (Andrew Wen-Chuan)
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, c2010
Descrizione fisica 1 online resource (227 p.)
Disciplina 332.63/2042
Altri autori (Persone) HasanhodzicJasmina <1979->
Collana Bloomberg
Soggetto topico Technical analysis (Investment analysis) - History
Investment analysis - History
ISBN 9786612782817
9780470952733
0470952733
9781282782815
1282782819
9780470879030
0470879033
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals; Contents; Introduction; Chapter 1: Ancient Roots; The Beginnings; Ancient Babylon; Ancient Greece; Ancient Rome; Negative Attitudes toward Traders; Chapter 2: The Middle Ages and the Renaissance; Western Europe; Technical Analysis; Societal Attitudes; Chapter 3: Asia; Japan; China; Chapter 4: The New World; Wall Street; Societal Attitudes; Chapter 5: A New Age for Technical Analysis; Dow Theory; Relative Strength; Market Cycles and Waves; Chart Patterns; Volume of Trading; Market Breadth
Nontechnical AnalysisChapter 6: Technical Analysis Today; Trends; Patterns; Strength; Cycles; Wall Street's Reinterpretation of Technical Analysis; Chapter 7: A Brief History of Randomness and Efficient Markets; Prices As Objects of Study; The Emergence of Efficient Markets; What Is Random?; Chapter 8: Academic Approaches to Technical Analysis; Theoretical Underpinnings; Empirical Evaluation; Adaptive Markets and Technical Analysis; Notes; Bibliography; Acknowledgments; About the Authors; Index
Record Nr. UNINA-9910958881503321
Lo Andrew W (Andrew Wen-Chuan)  
Hoboken, NJ, : John Wiley & Sons, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
Autore Lo Andrew W (Andrew Wen-Chuan)
Edizione [Rev. and expanded ed.]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, 2010
Descrizione fisica 1 online resource (388 p.)
Disciplina 332.64524
Collana Advances in financial engineering
Soggetto topico Mutual funds
Soggetto genere / forma Electronic books.
ISBN 1-282-63952-8
9786612639524
1-4008-3581-X
Classificazione QK 530
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index
Record Nr. UNINA-9910457150503321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, N.J., : Princeton University Press, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
Autore Lo Andrew W (Andrew Wen-Chuan)
Edizione [Rev. and expanded ed.]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, 2010
Descrizione fisica 1 online resource (388 p.)
Disciplina 332.64524
Collana Advances in financial engineering
Soggetto topico Mutual funds
ISBN 1-282-63952-8
9786612639524
1-4008-3581-X
Classificazione QK 530
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index
Record Nr. UNINA-9910781017403321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, N.J., : Princeton University Press, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Hedge funds : an analytic perspective / / Andrew W. Lo
Hedge funds : an analytic perspective / / Andrew W. Lo
Autore Lo Andrew W (Andrew Wen-Chuan)
Edizione [Rev. and expanded ed.]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, 2010
Descrizione fisica 1 online resource (388 p.)
Disciplina 332.64524
Collana Advances in financial engineering
Soggetto topico Mutual funds
ISBN 9786612639524
9781282639522
1282639528
9781400835812
140083581X
Classificazione QK 530
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index
Record Nr. UNINA-9910969100403321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, N.J., : Princeton University Press, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
In pursuit of the perfect portfolio [[electronic resource (book)] ] : the stories, voices, and key insights of the pioneers who shaped the way we invest / / Andrew W. Lo, Stephen R. Foerster
In pursuit of the perfect portfolio [[electronic resource (book)] ] : the stories, voices, and key insights of the pioneers who shaped the way we invest / / Andrew W. Lo, Stephen R. Foerster
Autore Lo Andrew W (Andrew Wen-Chuan)
Pubbl/distr/stampa Princeton, New Jersey : , : Princeton University Press, , [2021]
Descrizione fisica 1 online resource (415 pages) : illustrations
Disciplina 332.60922
Soggetto topico Portfolio management
Capitalists and financiers
Investments
Soggetto genere / forma Electronic books.
ISBN 0-691-22988-0
0-691-22268-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Contents -- Preface -- The Pioneers and Their Connections -- 1. A Brief History of Investments -- 2. Harry Markowitz and Portfolio Selection -- 3. William Sharpe and the Capital Asset Pricing Model -- 4. Eugene Fama and Efficient Markets -- 5. John Bogle and the Vanguard Portfolio -- 6. Myron Scholes and the Black-Scholes / Merton Option Pricing Model -- 7. Robert Merton, from Derivatives to Retirement -- 8. Martin Leibowitz, from Bond Guru to Investment Strategist -- 9. Robert Shiller and Irrational Exuberance -- 10. Charles Ellis and Winning at the Loser's Game -- 11. Jeremy Siegel, the Wizard of Wharton -- 12. So, What Is the Perfect Portfolio? -- Notes -- References -- Index.
Record Nr. UNINA-9910554488503321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, New Jersey : , : Princeton University Press, , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
Autore Lo Andrew W (Andrew Wen-Chuan)
Edizione [Core Textbook]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, 1999
Descrizione fisica 1 online resource (449 p.)
Disciplina 332.63/222
Altri autori (Persone) MacKinlayArchie Craig <1955->
Soggetto topico Stocks - Prices - Mathematical models
Random walks (Mathematics)
Soggetto genere / forma Electronic books.
ISBN 1-283-37184-7
9786613371843
1-4008-2909-7
Classificazione QK 620
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index
Record Nr. UNINA-9910461657203321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, N.J., : Princeton University Press, 1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
Autore Lo Andrew W (Andrew Wen-Chuan)
Edizione [Core Textbook]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, 1999
Descrizione fisica 1 online resource (449 p.)
Disciplina 332.63/222
Altri autori (Persone) MacKinlayArchie Craig <1955->
Soggetto topico Stocks - Prices - Mathematical models
Random walks (Mathematics)
ISBN 1-283-37184-7
9786613371843
1-4008-2909-7
Classificazione QK 620
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index
Record Nr. UNINA-9910789735303321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, N.J., : Princeton University Press, 1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A non-random walk down Wall Street / / Andrew W. Lo, A. Craig MacKinlay
A non-random walk down Wall Street / / Andrew W. Lo, A. Craig MacKinlay
Autore Lo Andrew W (Andrew Wen-Chuan)
Edizione [Core Textbook]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, 1999
Descrizione fisica 1 online resource (449 p.)
Disciplina 332.63/222
Altri autori (Persone) MacKinlayArchie Craig <1955->
Soggetto topico Stocks - Prices - Mathematical models
Random walks (Mathematics)
ISBN 9786613371843
9781283371841
1283371847
9781400829095
1400829097
Classificazione QK 620
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index
Record Nr. UNINA-9910968936603321
Lo Andrew W (Andrew Wen-Chuan)  
Princeton, N.J., : Princeton University Press, 1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui