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Concise encyclopedia of investing / / D.W. Oglesby
| Concise encyclopedia of investing / / D.W. Oglesby |
| Autore | Oglesby D. W (Darren W.) |
| Pubbl/distr/stampa | New York : , : Best Business Books, , 2007 |
| Descrizione fisica | 1 online resource (103 p.) |
| Disciplina | 332.603 |
| Soggetto topico |
Investments
Investments -- Encyclopedias Finance Business & Economics Investment & Speculation |
| ISBN |
0-429-23876-2
1-136-79415-8 0-203-82644-2 1-283-88535-2 1-136-79416-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Concise Encyclopedia of Investing; Copyright; CONTENTS; Preface; Acknowledgments; A; ALPHA; ANNUITY; ASSET ALLOCATION; B; BETA; BONDS; C; CAPITAL GAINS; CHASING THE MARKET; COMMODITIES; COMMON STOCKS; CONVERTIBLES; D; DIVERSIFICATION; DOLLAR COST AVERAGING; DURATION (BOND); E; EARNINGS PER SHARE (EPS); EMERGING MARKETS; EMPLOYEE STOCK OWNERSHIP PLAN (ESOP); EMPLOYEE STOCK PURCHASE PLAN (ESPP); EQUIVALENT TAXABLE YIELD; ESTATE PLANNING; F; FACE VALUE; FIXED-INCOME INVESTMENT; 401K PLAN; 403B PLAN; 408K PLAN; FREDDIE MAC; FRONT-END LOAD; FULL-SERVICE BROKER; FUND FAMILY; FUND MANAGER
FUNDAMENTAL ANALYSISFUTURE VALUE INVESTMENT; FUTURES CONTRACT; G; GAP OPENINGS; GENERAL OBLIGATION BOND; GINNIE MAE (PASS-THROUGH); GLOBAL DEPOSITORY RECEIPT (GDR); GOOD-TIL-CANCELED (GTC) ORDER; GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA); GOVERNMENT SECURITIES; GROWTH STOCK; GUARANTEED BOND; GUARANTEED INVESTMENT CONTRACT (GIC); H; HEAD AND SHOULDERS; HEDGE FUND; HEDGING; HIGH-YIELD BONDS; I; IMMEDIATE ANNUITY; INCOME STATEMENT; INDEX FUNDS; INDIVIDUAL RETIREMENT ACCOUNT (IRA); INFLATION AND INVESTMENT; L; LEASE; LIFE INSURANCE; M; MARKET TIMING; MARKETS (DOW, NASD, S&P 500, AMEX) MONEY MARKET FUNDSMORTGAGE-BACKED SECURITIES; MUNICIPAL BONDS; MUTUAL FUNDS; N; NASDAQ (NATIONAL ASSOCIATION OF SECURITIES DEALERS AUTOMATED QUOTATIONS); NEW YORK STOCK EXCHANGE (NYSE); NONQUALIFIED RETIREMENT PLANS; O; OFFERING; ONLINE BROKER; OPEN-END FUNDS; OPTION CONTRACT; P; PASS-THROUGH SECURITY; PENSION BENEFITS; POSTRETIREMENT BENEFITS; PRECIOUS METALS; PREFERRED STOCK; PRESENT-VALUE INVESTMENTS; PRICE-EARNINGS (P/E) RATIO; PRIVATE MORTGAGE PARTICIPATION CERTIFICATE; PRODUCER PRICE INDEX (PPI); PUBLIC PURPOSE BOND; PUT OPTION; Q; QUALIFIED RETIREMENT PLANS; R; RATIO; RATIO ANALYSIS REAL ESTATE INVESTMENT TRUST (REIT)REAL RATE OF RETURN; RETAINED EARNINGS; RETURN ON EQUITY (ROE); RISK; S; S&P/TSX COMPOSITE INDEX; SAVINGS AND LOANS (S&L) ASSOCIATION; SAVINGS BONDS; SECURITIES; SECURITIES AND EXCHANGE COMMISSION (SEC); SECURITIES INVESTOR PROTECTION CORPORATION (SIPC); SELLING; SHAREHOLDERS; SHORT-TERM INVESTMENTS; SPECULATOR; STATE REGULATORS; STOCK; STOCK INDEX; STRIPS; SYSTEMATIC RISK; T; TAX; TAX-DEFERRED RETIREMENT ACCOUNTS; TAX REFORM ACT OF 1986; TERM LIFE INSURANCE; TICKER TAPE; TREASURY BILLS (T-BILLS); TREASURY BONDS (T-BONDS) TREASURY INFLATION-PROTECTED SECURITIES (TIPS)TREASURY NOTES (T-NOTES); TREASURY SECURITIES; TREASURY STOCK; TRUSTS AND LOANS; U; UNEMPLOYMENT RATE; UNIT INVESTMENT TRUST (UIT); V; VARIABLE ANNUITY; VARIABLE LIFE INSURANCE; W; WILSHIRE TOTAL MARKET INDEX; WITHHOLDING TAX; Y; YIELD; YIELD-TO-MATURITY; Z; ZERO-COUPON BONDS; ZERO-COUPON CONVERTIBLES; Bibliography; Index |
| Record Nr. | UNISA-996262835103316 |
Oglesby D. W (Darren W.)
|
||
| New York : , : Best Business Books, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Concise encyclopedia of investing / / D.W. Oglesby
| Concise encyclopedia of investing / / D.W. Oglesby |
| Autore | Oglesby D. W (Darren W.) |
| Pubbl/distr/stampa | New York : , : Best Business Books, , 2007 |
| Descrizione fisica | 1 online resource (103 p.) |
| Disciplina | 332.603 |
| Soggetto topico |
Investments
Investments -- Encyclopedias Finance Business & Economics Investment & Speculation |
| ISBN |
0-429-23876-2
1-136-79415-8 0-203-82644-2 1-283-88535-2 1-136-79416-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Concise Encyclopedia of Investing; Copyright; CONTENTS; Preface; Acknowledgments; A; ALPHA; ANNUITY; ASSET ALLOCATION; B; BETA; BONDS; C; CAPITAL GAINS; CHASING THE MARKET; COMMODITIES; COMMON STOCKS; CONVERTIBLES; D; DIVERSIFICATION; DOLLAR COST AVERAGING; DURATION (BOND); E; EARNINGS PER SHARE (EPS); EMERGING MARKETS; EMPLOYEE STOCK OWNERSHIP PLAN (ESOP); EMPLOYEE STOCK PURCHASE PLAN (ESPP); EQUIVALENT TAXABLE YIELD; ESTATE PLANNING; F; FACE VALUE; FIXED-INCOME INVESTMENT; 401K PLAN; 403B PLAN; 408K PLAN; FREDDIE MAC; FRONT-END LOAD; FULL-SERVICE BROKER; FUND FAMILY; FUND MANAGER
FUNDAMENTAL ANALYSISFUTURE VALUE INVESTMENT; FUTURES CONTRACT; G; GAP OPENINGS; GENERAL OBLIGATION BOND; GINNIE MAE (PASS-THROUGH); GLOBAL DEPOSITORY RECEIPT (GDR); GOOD-TIL-CANCELED (GTC) ORDER; GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA); GOVERNMENT SECURITIES; GROWTH STOCK; GUARANTEED BOND; GUARANTEED INVESTMENT CONTRACT (GIC); H; HEAD AND SHOULDERS; HEDGE FUND; HEDGING; HIGH-YIELD BONDS; I; IMMEDIATE ANNUITY; INCOME STATEMENT; INDEX FUNDS; INDIVIDUAL RETIREMENT ACCOUNT (IRA); INFLATION AND INVESTMENT; L; LEASE; LIFE INSURANCE; M; MARKET TIMING; MARKETS (DOW, NASD, S&P 500, AMEX) MONEY MARKET FUNDSMORTGAGE-BACKED SECURITIES; MUNICIPAL BONDS; MUTUAL FUNDS; N; NASDAQ (NATIONAL ASSOCIATION OF SECURITIES DEALERS AUTOMATED QUOTATIONS); NEW YORK STOCK EXCHANGE (NYSE); NONQUALIFIED RETIREMENT PLANS; O; OFFERING; ONLINE BROKER; OPEN-END FUNDS; OPTION CONTRACT; P; PASS-THROUGH SECURITY; PENSION BENEFITS; POSTRETIREMENT BENEFITS; PRECIOUS METALS; PREFERRED STOCK; PRESENT-VALUE INVESTMENTS; PRICE-EARNINGS (P/E) RATIO; PRIVATE MORTGAGE PARTICIPATION CERTIFICATE; PRODUCER PRICE INDEX (PPI); PUBLIC PURPOSE BOND; PUT OPTION; Q; QUALIFIED RETIREMENT PLANS; R; RATIO; RATIO ANALYSIS REAL ESTATE INVESTMENT TRUST (REIT)REAL RATE OF RETURN; RETAINED EARNINGS; RETURN ON EQUITY (ROE); RISK; S; S&P/TSX COMPOSITE INDEX; SAVINGS AND LOANS (S&L) ASSOCIATION; SAVINGS BONDS; SECURITIES; SECURITIES AND EXCHANGE COMMISSION (SEC); SECURITIES INVESTOR PROTECTION CORPORATION (SIPC); SELLING; SHAREHOLDERS; SHORT-TERM INVESTMENTS; SPECULATOR; STATE REGULATORS; STOCK; STOCK INDEX; STRIPS; SYSTEMATIC RISK; T; TAX; TAX-DEFERRED RETIREMENT ACCOUNTS; TAX REFORM ACT OF 1986; TERM LIFE INSURANCE; TICKER TAPE; TREASURY BILLS (T-BILLS); TREASURY BONDS (T-BONDS) TREASURY INFLATION-PROTECTED SECURITIES (TIPS)TREASURY NOTES (T-NOTES); TREASURY SECURITIES; TREASURY STOCK; TRUSTS AND LOANS; U; UNEMPLOYMENT RATE; UNIT INVESTMENT TRUST (UIT); V; VARIABLE ANNUITY; VARIABLE LIFE INSURANCE; W; WILSHIRE TOTAL MARKET INDEX; WITHHOLDING TAX; Y; YIELD; YIELD-TO-MATURITY; Z; ZERO-COUPON BONDS; ZERO-COUPON CONVERTIBLES; Bibliography; Index |
| Record Nr. | UNINA-9910652850803321 |
|
Oglesby D. W (Darren W.)
|
||
| New York : , : Best Business Books, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Concise Encyclopedia of Investing [[electronic resource]]
| Concise Encyclopedia of Investing [[electronic resource]] |
| Autore | Stevens Robert E |
| Pubbl/distr/stampa | Hoboken, : Taylor and Francis, 2012 |
| Descrizione fisica | 1 online resource (103 p.) |
| Disciplina | 332.603 |
| Soggetto topico |
Investments
Investments -- Encyclopedias Finance Business & Economics Investment & Speculation |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-203-82644-2
1-283-88535-2 1-136-79416-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Concise Encyclopedia of Investing; Copyright; CONTENTS; Preface; Acknowledgments; A; ALPHA; ANNUITY; ASSET ALLOCATION; B; BETA; BONDS; C; CAPITAL GAINS; CHASING THE MARKET; COMMODITIES; COMMON STOCKS; CONVERTIBLES; D; DIVERSIFICATION; DOLLAR COST AVERAGING; DURATION (BOND); E; EARNINGS PER SHARE (EPS); EMERGING MARKETS; EMPLOYEE STOCK OWNERSHIP PLAN (ESOP); EMPLOYEE STOCK PURCHASE PLAN (ESPP); EQUIVALENT TAXABLE YIELD; ESTATE PLANNING; F; FACE VALUE; FIXED-INCOME INVESTMENT; 401K PLAN; 403B PLAN; 408K PLAN; FREDDIE MAC; FRONT-END LOAD; FULL-SERVICE BROKER; FUND FAMILY; FUND MANAGER
FUNDAMENTAL ANALYSISFUTURE VALUE INVESTMENT; FUTURES CONTRACT; G; GAP OPENINGS; GENERAL OBLIGATION BOND; GINNIE MAE (PASS-THROUGH); GLOBAL DEPOSITORY RECEIPT (GDR); GOOD-TIL-CANCELED (GTC) ORDER; GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA); GOVERNMENT SECURITIES; GROWTH STOCK; GUARANTEED BOND; GUARANTEED INVESTMENT CONTRACT (GIC); H; HEAD AND SHOULDERS; HEDGE FUND; HEDGING; HIGH-YIELD BONDS; I; IMMEDIATE ANNUITY; INCOME STATEMENT; INDEX FUNDS; INDIVIDUAL RETIREMENT ACCOUNT (IRA); INFLATION AND INVESTMENT; L; LEASE; LIFE INSURANCE; M; MARKET TIMING; MARKETS (DOW, NASD, S&P 500, AMEX) MONEY MARKET FUNDSMORTGAGE-BACKED SECURITIES; MUNICIPAL BONDS; MUTUAL FUNDS; N; NASDAQ (NATIONAL ASSOCIATION OF SECURITIES DEALERS AUTOMATED QUOTATIONS); NEW YORK STOCK EXCHANGE (NYSE); NONQUALIFIED RETIREMENT PLANS; O; OFFERING; ONLINE BROKER; OPEN-END FUNDS; OPTION CONTRACT; P; PASS-THROUGH SECURITY; PENSION BENEFITS; POSTRETIREMENT BENEFITS; PRECIOUS METALS; PREFERRED STOCK; PRESENT-VALUE INVESTMENTS; PRICE-EARNINGS (P/E) RATIO; PRIVATE MORTGAGE PARTICIPATION CERTIFICATE; PRODUCER PRICE INDEX (PPI); PUBLIC PURPOSE BOND; PUT OPTION; Q; QUALIFIED RETIREMENT PLANS; R; RATIO; RATIO ANALYSIS REAL ESTATE INVESTMENT TRUST (REIT)REAL RATE OF RETURN; RETAINED EARNINGS; RETURN ON EQUITY (ROE); RISK; S; S&P/TSX COMPOSITE INDEX; SAVINGS AND LOANS (S&L) ASSOCIATION; SAVINGS BONDS; SECURITIES; SECURITIES AND EXCHANGE COMMISSION (SEC); SECURITIES INVESTOR PROTECTION CORPORATION (SIPC); SELLING; SHAREHOLDERS; SHORT-TERM INVESTMENTS; SPECULATOR; STATE REGULATORS; STOCK; STOCK INDEX; STRIPS; SYSTEMATIC RISK; T; TAX; TAX-DEFERRED RETIREMENT ACCOUNTS; TAX REFORM ACT OF 1986; TERM LIFE INSURANCE; TICKER TAPE; TREASURY BILLS (T-BILLS); TREASURY BONDS (T-BONDS) TREASURY INFLATION-PROTECTED SECURITIES (TIPS)TREASURY NOTES (T-NOTES); TREASURY SECURITIES; TREASURY STOCK; TRUSTS AND LOANS; U; UNEMPLOYMENT RATE; UNIT INVESTMENT TRUST (UIT); V; VARIABLE ANNUITY; VARIABLE LIFE INSURANCE; W; WILSHIRE TOTAL MARKET INDEX; WITHHOLDING TAX; Y; YIELD; YIELD-TO-MATURITY; Z; ZERO-COUPON BONDS; ZERO-COUPON CONVERTIBLES; Bibliography; Index |
| Record Nr. | UNINA-9910452519603321 |
|
Stevens Robert E
|
||
| Hoboken, : Taylor and Francis, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models / / Frank J. Fabozzi, editor
| Encyclopedia of financial models / / Frank J. Fabozzi, editor |
| Autore | Fabozzi Frank |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2013 |
| Descrizione fisica | 1 online resource (2203 p.) |
| Disciplina |
332.011
332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| ISBN |
1-78402-017-6
1-118-53976-1 1-118-18263-4 1-283-66516-6 1-118-53980-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Vol_I; ENCYCLOPEDIA OF FINANCIAL MODELS; About the Editor; Contents; Contributors; Preface; Guide to the Encyclopedia of Financial Models; Asset Allocation; Mean-Variance Model for Portfolio Selection; SOME BASIC CONCEPTS; Utility Function and Indifference Curves; The Set of Efficient Portfolios and the Optimal Portfolio; Risky Assets vs. Risk-Free Assets; MEASURING A PORTFOLIO'S EXPECTED RETURN; Measuring Single-Period Portfolio Return; The Expected Return of a Portfolio of Risky Assets; MEASURING PORTFOLIO RISK; Variance and Standard Deviation as a Measure of Risk; Covariance
Measuring the Risk of a Portfolio Consisting of More than Two Assets PORTFOLIO DIVERSIFICATION; The Effect of the Correlation of Asset Returns on Portfolio Risk; CHOOSING A PORTFOLIO OF RISKY ASSETS; Constructing Efficient Portfolios; Feasible and Efficient Portfolios; Choosing the Optimal Portfolio in the Efficient Set; Example Using the MSCI World Country Indexes; ROBUST PORTFOLIO OPTIMIZATION; KEY POINTS; NOTES; REFERENCES; Principles of Optimization for Portfolio Selection; UNCONSTRAINED OPTIMIZATION; Minima and Maxima of a Differentiable Function; Convex Functions; Quasi-Convex Functions CONSTRAINED OPTIMIZATION Lagrange Multipliers; Convex Programming; Linear Programming; Quadratic Programming; KEY POINTS; REFERENCES; Asset Allocation and Portfolio Construction Techniques in Designing the Performance-Seeking Portfolio; THE TANGENCY PORTFOLIO AS THE RATIONALE BEHIND SHARPE RATIO MAXIMIZATION; ROBUST ESTIMATORS FOR COVARIANCE PARAMETERS; ROBUST ESTIMATORS FOR EXPECTED RETURNS; IMPLICATIONS FOR BENCHMARK PORTFOLIO CONSTRUCTION; ASSET ALLOCATION MODELING: PUTTING THE EFFICIENT BUILDING BLOCKS TOGETHER; KEY POINTS; NOTES; REFERENCES; Asset Pricing Models General Principles of Asset Pricing ONE-PERIOD FINITE STATE ECONOMY; PORTFOLIOS AND MARKET COMPLETENESS; Redundant Assets; Complete Market; THE LAW OF ONE PRICE AND LINEAR PRICING; Linear Pricing; State Price; ARBITRAGE AND POSITIVE STATE PRICING; THE FUNDAMENTAL THEOREM OF ASSET PRICING; The Discount Factor; Pricing Using Risk-Neutral Probabilities; DISCOUNT FACTOR MODELS; STOCHASTIC DISCOUNT FACTORS; Application to CAPM and APT; Hansen-Jagannathan Bound; KEY POINTS; REFERENCES; Capital Asset Pricing Models; INTRODUCTION; SHARPE-LINTNER CAPM; ROY CAPM; CONFUSIONS REGARDING THE CAPM TWO MEANINGS OF MARKET EFFICIENCY A Simple Market; Arbitrage; Expected Returns and Betas; Limited Borrowing; Further Generalizations; CAPM INVESTORS DO NOT GET PAID FOR BEARING RISK; THE "TWO BETA" TRAP; Beta 1963; Beta 1964; Propositions about Betas; KEY POINTS; NOTES; REFERENCES; Modeling Asset Price Dynamics; FINANCIAL TIME SERIES; BINOMIAL TREES; ARITHMETIC RANDOM WALKS; Simulation; Parameter Estimation; Arithmetic Random Walks: Some Additional Facts; GEOMETRIC RANDOM WALKS; Simulation; Parameter Estimation; Geometric Random Walk: Some Additional Facts; MEAN REVERSION; Simulation Parameter Estimation |
| Record Nr. | UNINA-9910785734803321 |
|
Fabozzi Frank
|
||
| Hoboken, New Jersey : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models / / Frank J. Fabozzi, editor
| Encyclopedia of financial models / / Frank J. Fabozzi, editor |
| Autore | Fabozzi Frank |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2013 |
| Descrizione fisica | 1 online resource (2203 p.) |
| Disciplina |
332.011
332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| ISBN |
1-78402-017-6
1-118-53976-1 1-118-18263-4 1-283-66516-6 1-118-53980-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Vol_I; ENCYCLOPEDIA OF FINANCIAL MODELS; About the Editor; Contents; Contributors; Preface; Guide to the Encyclopedia of Financial Models; Asset Allocation; Mean-Variance Model for Portfolio Selection; SOME BASIC CONCEPTS; Utility Function and Indifference Curves; The Set of Efficient Portfolios and the Optimal Portfolio; Risky Assets vs. Risk-Free Assets; MEASURING A PORTFOLIO'S EXPECTED RETURN; Measuring Single-Period Portfolio Return; The Expected Return of a Portfolio of Risky Assets; MEASURING PORTFOLIO RISK; Variance and Standard Deviation as a Measure of Risk; Covariance
Measuring the Risk of a Portfolio Consisting of More than Two Assets PORTFOLIO DIVERSIFICATION; The Effect of the Correlation of Asset Returns on Portfolio Risk; CHOOSING A PORTFOLIO OF RISKY ASSETS; Constructing Efficient Portfolios; Feasible and Efficient Portfolios; Choosing the Optimal Portfolio in the Efficient Set; Example Using the MSCI World Country Indexes; ROBUST PORTFOLIO OPTIMIZATION; KEY POINTS; NOTES; REFERENCES; Principles of Optimization for Portfolio Selection; UNCONSTRAINED OPTIMIZATION; Minima and Maxima of a Differentiable Function; Convex Functions; Quasi-Convex Functions CONSTRAINED OPTIMIZATION Lagrange Multipliers; Convex Programming; Linear Programming; Quadratic Programming; KEY POINTS; REFERENCES; Asset Allocation and Portfolio Construction Techniques in Designing the Performance-Seeking Portfolio; THE TANGENCY PORTFOLIO AS THE RATIONALE BEHIND SHARPE RATIO MAXIMIZATION; ROBUST ESTIMATORS FOR COVARIANCE PARAMETERS; ROBUST ESTIMATORS FOR EXPECTED RETURNS; IMPLICATIONS FOR BENCHMARK PORTFOLIO CONSTRUCTION; ASSET ALLOCATION MODELING: PUTTING THE EFFICIENT BUILDING BLOCKS TOGETHER; KEY POINTS; NOTES; REFERENCES; Asset Pricing Models General Principles of Asset Pricing ONE-PERIOD FINITE STATE ECONOMY; PORTFOLIOS AND MARKET COMPLETENESS; Redundant Assets; Complete Market; THE LAW OF ONE PRICE AND LINEAR PRICING; Linear Pricing; State Price; ARBITRAGE AND POSITIVE STATE PRICING; THE FUNDAMENTAL THEOREM OF ASSET PRICING; The Discount Factor; Pricing Using Risk-Neutral Probabilities; DISCOUNT FACTOR MODELS; STOCHASTIC DISCOUNT FACTORS; Application to CAPM and APT; Hansen-Jagannathan Bound; KEY POINTS; REFERENCES; Capital Asset Pricing Models; INTRODUCTION; SHARPE-LINTNER CAPM; ROY CAPM; CONFUSIONS REGARDING THE CAPM TWO MEANINGS OF MARKET EFFICIENCY A Simple Market; Arbitrage; Expected Returns and Betas; Limited Borrowing; Further Generalizations; CAPM INVESTORS DO NOT GET PAID FOR BEARING RISK; THE "TWO BETA" TRAP; Beta 1963; Beta 1964; Propositions about Betas; KEY POINTS; NOTES; REFERENCES; Modeling Asset Price Dynamics; FINANCIAL TIME SERIES; BINOMIAL TREES; ARITHMETIC RANDOM WALKS; Simulation; Parameter Estimation; Arithmetic Random Walks: Some Additional Facts; GEOMETRIC RANDOM WALKS; Simulation; Parameter Estimation; Geometric Random Walk: Some Additional Facts; MEAN REVERSION; Simulation Parameter Estimation |
| Record Nr. | UNINA-9910809199003321 |
|
Fabozzi Frank
|
||
| Hoboken, New Jersey : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models . Volume III. / / Frank J. Fabozzi, editor
| Encyclopedia of financial models . Volume III. / / Frank J. Fabozzi, editor |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 |
| Descrizione fisica | 1 online resource (981 pages) : illustrations |
| Disciplina | 332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-53990-7
1-118-01034-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910160293403321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models . Volume I / / Frank J. Fabozzi, editor
| Encyclopedia of financial models . Volume I / / Frank J. Fabozzi, editor |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 |
| Descrizione fisica | 1 online resource (885 pages) : illustrations |
| Disciplina | 332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-118-01032-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910160293303321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models . Volume III. / / Frank J. Fabozzi, editor
| Encyclopedia of financial models . Volume III. / / Frank J. Fabozzi, editor |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 |
| Descrizione fisica | 1 online resource (981 pages) : illustrations |
| Disciplina | 332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| ISBN |
1-118-53990-7
1-118-01034-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910789478803321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models . Volume I / / Frank J. Fabozzi, editor
| Encyclopedia of financial models . Volume I / / Frank J. Fabozzi, editor |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 |
| Descrizione fisica | 1 online resource (885 pages) : illustrations |
| Disciplina | 332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| ISBN | 1-118-01032-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910789478903321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Encyclopedia of financial models . Volume I / / Frank J. Fabozzi, editor
| Encyclopedia of financial models . Volume I / / Frank J. Fabozzi, editor |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 |
| Descrizione fisica | 1 online resource (885 pages) : illustrations |
| Disciplina | 332.603 |
| Soggetto topico |
Investments - Management
Portfolio management |
| ISBN | 1-118-01032-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910826822703321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
