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Create your own ETF hedge fund [[electronic resource] ] : a do-it-yourself ETF strategy for private wealth management / / David Fry
Create your own ETF hedge fund [[electronic resource] ] : a do-it-yourself ETF strategy for private wealth management / / David Fry
Autore Fry David H. <1945->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (356 p.)
Disciplina 332.63/27
332.6327
Collana Wiley finance series
Soggetto topico Exchange traded funds
Hedge funds
Portfolio management
Soggetto genere / forma Electronic books.
ISBN 1-118-04513-0
1-119-19884-4
1-281-22208-9
9786611222086
0-470-24580-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Create Your Own ETF Hedge Fund; Contents; Acknowledgments; About the Author; Introduction; Part One: Contemporary Investment Conditions; Chapter 1: Hobson's Choice; Chapter 2: ETFs- The New Investment of Choice; Chapter 3: The Rise of Hedge Funds; Chapter 4: A Convergence Story; Chapter 5: The Bullish Bias Gets a Makeover; Part Two: Strategies; Chapter 6: Market Neutral; Chapter 7: Global Macro; Chapter 8: Doing It Their Way; Chapter 9: Trading- Do I Have To?; Part Three: Hedge Funds for the Rest of Us; Chapter 10: Lower-Risk Global Macro Long/Short Strategies
Chapter 11: Constructing Your Own ETF Hedge FundChapter 12: ETF Hedge Fund Portfolios; Chapter 13: Tools and Resources; Chapter 14: Eight Steps to Building Your ETF Hedge Fund; Index
Record Nr. UNINA-9910145290303321
Fry David H. <1945->  
Hoboken, N.J., : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Create your own ETF hedge fund [[electronic resource] ] : a do-it-yourself ETF strategy for private wealth management / / David Fry
Create your own ETF hedge fund [[electronic resource] ] : a do-it-yourself ETF strategy for private wealth management / / David Fry
Autore Fry David H. <1945->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (356 p.)
Disciplina 332.63/27
332.6327
Collana Wiley finance series
Soggetto topico Exchange traded funds
Hedge funds
Portfolio management
ISBN 1-118-04513-0
1-119-19884-4
1-281-22208-9
9786611222086
0-470-24580-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Create Your Own ETF Hedge Fund; Contents; Acknowledgments; About the Author; Introduction; Part One: Contemporary Investment Conditions; Chapter 1: Hobson's Choice; Chapter 2: ETFs- The New Investment of Choice; Chapter 3: The Rise of Hedge Funds; Chapter 4: A Convergence Story; Chapter 5: The Bullish Bias Gets a Makeover; Part Two: Strategies; Chapter 6: Market Neutral; Chapter 7: Global Macro; Chapter 8: Doing It Their Way; Chapter 9: Trading- Do I Have To?; Part Three: Hedge Funds for the Rest of Us; Chapter 10: Lower-Risk Global Macro Long/Short Strategies
Chapter 11: Constructing Your Own ETF Hedge FundChapter 12: ETF Hedge Fund Portfolios; Chapter 13: Tools and Resources; Chapter 14: Eight Steps to Building Your ETF Hedge Fund; Index
Record Nr. UNINA-9910830981603321
Fry David H. <1945->  
Hoboken, N.J., : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Create your own ETF hedge fund : a do-it-yourself ETF strategy for private wealth management / / David Fry
Create your own ETF hedge fund : a do-it-yourself ETF strategy for private wealth management / / David Fry
Autore Fry David H. <1945->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (356 p.)
Disciplina 332.63/27
Collana Wiley finance series
Soggetto topico Exchange traded funds
Hedge funds
Portfolio management
ISBN 1-118-04513-0
1-119-19884-4
1-281-22208-9
9786611222086
0-470-24580-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Create Your Own ETF Hedge Fund; Contents; Acknowledgments; About the Author; Introduction; Part One: Contemporary Investment Conditions; Chapter 1: Hobson's Choice; Chapter 2: ETFs- The New Investment of Choice; Chapter 3: The Rise of Hedge Funds; Chapter 4: A Convergence Story; Chapter 5: The Bullish Bias Gets a Makeover; Part Two: Strategies; Chapter 6: Market Neutral; Chapter 7: Global Macro; Chapter 8: Doing It Their Way; Chapter 9: Trading- Do I Have To?; Part Three: Hedge Funds for the Rest of Us; Chapter 10: Lower-Risk Global Macro Long/Short Strategies
Chapter 11: Constructing Your Own ETF Hedge FundChapter 12: ETF Hedge Fund Portfolios; Chapter 13: Tools and Resources; Chapter 14: Eight Steps to Building Your ETF Hedge Fund; Index
Record Nr. UNINA-9910877642203321
Fry David H. <1945->  
Hoboken, N.J., : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Efficiency of Mutual Fund Families : Insights from the Spanish Market / / by Carlos Sanchez-Gonzalez (Universidad EIA, Colombia)
The Efficiency of Mutual Fund Families : Insights from the Spanish Market / / by Carlos Sanchez-Gonzalez (Universidad EIA, Colombia)
Autore Sanchez-Gonzalez Carlos
Pubbl/distr/stampa Bingley, England : , : Emerald Publishing, , 2018
Descrizione fisica 1 online resource (xxiii, 238 pages) : illustrations
Disciplina 332.63/27
Soggetto topico Financial services industry - Management
Mutual funds - Spain
Investments, Spanish
Soggetto genere / forma Electronic books.
ISBN 1-78743-983-6
1-78743-799-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910480253103321
Sanchez-Gonzalez Carlos  
Bingley, England : , : Emerald Publishing, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Efficiency of Mutual Fund Families : Insights from the Spanish Market / / by Carlos Sanchez-Gonzalez (Universidad EIA, Colombia)
The Efficiency of Mutual Fund Families : Insights from the Spanish Market / / by Carlos Sanchez-Gonzalez (Universidad EIA, Colombia)
Autore Sanchez-Gonzalez Carlos
Pubbl/distr/stampa Bingley, England : , : Emerald Publishing, , 2018
Descrizione fisica 1 online resource (xxiii, 238 pages) : illustrations
Disciplina 332.63/27
Soggetto topico Financial services industry - Management
Industrial productivity - Measurement
Mutual funds
Investments, Spanish
Business & Economics, Investments & Securities / Mutual Funds
Investment & securities
ISBN 1-78743-983-6
1-78743-799-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; The Efficiency of Mutual Fund Families: Insights from the Spanish Market; Copyright Page; Contents; List of Figures; List of Tables; About the Author; Preface; Acknowledgments; Part I. The Efficiency of Mutual Fund Families: Using a Slacks-based Measure; Chapter 1 Introduction to Part I; Chapter 2 Background; 2.1. Basic Concepts; 2.2. Basic DEA Models; 2.3. Applications to Financial Institutions; 2.3.1. Context of Study; 2.3.2. Review of Frontier Studies in Financial Institutions; 2.3.3. Discussion on the Production and Asset Approaches; Chapter 3 Model and Variables. 3.1. Multi-management Stages Model in a Mutual Fund Management Company (MFMC)3.2. Variables of the Model: The Case of the Spanish Market; Chapter 4 Data and Empirical Analysis: The Case of the Spanish Market; 4.1. Data; 4.2. Empirical Analysis; 4.3. Influence of the Variable-returns-to-scale on the Efficiency Rankings; 4.4. Robustness of the More Controversial Variables of the Model; Chapter 5 Conclusions and Summary of the Applications in the Spanish Market; Appendix A; Part II. Further Evaluation of Efficiency of Mutual Fund Management Companies; Chapter 1 Introduction to Part II. Chapter 2 Variations of the Slacks-based Measure (SBM) of Efficiency2.1. Basic Concepts of the New Measures; 2.2. Comparative Evaluation between the SBM Original Model and SBM Variation I; 2.3. Random Searches for Facets (Variation IV); 2.4. The Search for Locally Efficient Companies Applying Variation III; Chapter 3 Persistence in Funds Management Companies: Do the Best Winners and Losers Usually Repeat?; 3.1. Persistence Studies in the Mutual Fund Industry; 3.2. Methodology of Performance Persistence; 3.3. Empirical Results of Efficiency Persistence: The Case of the Spanish Market. Chapter 4 Conclusions and Summary of the Applications in the Spanish MarketAppendix B; References; Index.
Record Nr. UNINA-9910796602303321
Sanchez-Gonzalez Carlos  
Bingley, England : , : Emerald Publishing, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Efficiency of Mutual Fund Families : Insights from the Spanish Market / / by Carlos Sanchez-Gonzalez (Universidad EIA, Colombia)
The Efficiency of Mutual Fund Families : Insights from the Spanish Market / / by Carlos Sanchez-Gonzalez (Universidad EIA, Colombia)
Edizione [1st ed.]
Pubbl/distr/stampa Bingley, England : , : Emerald Publishing, , 2018
Descrizione fisica 1 online resource (xxiii, 238 pages) : illustrations
Disciplina 332.63/27
Soggetto topico Financial services industry - Management
Industrial productivity - Measurement
Mutual funds
Investments, Spanish
Business & Economics, Investments & Securities / Mutual Funds
Investment & securities
ISBN 1-78743-983-6
1-78743-799-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; The Efficiency of Mutual Fund Families: Insights from the Spanish Market; Copyright Page; Contents; List of Figures; List of Tables; About the Author; Preface; Acknowledgments; Part I. The Efficiency of Mutual Fund Families: Using a Slacks-based Measure; Chapter 1 Introduction to Part I; Chapter 2 Background; 2.1. Basic Concepts; 2.2. Basic DEA Models; 2.3. Applications to Financial Institutions; 2.3.1. Context of Study; 2.3.2. Review of Frontier Studies in Financial Institutions; 2.3.3. Discussion on the Production and Asset Approaches; Chapter 3 Model and Variables. 3.1. Multi-management Stages Model in a Mutual Fund Management Company (MFMC)3.2. Variables of the Model: The Case of the Spanish Market; Chapter 4 Data and Empirical Analysis: The Case of the Spanish Market; 4.1. Data; 4.2. Empirical Analysis; 4.3. Influence of the Variable-returns-to-scale on the Efficiency Rankings; 4.4. Robustness of the More Controversial Variables of the Model; Chapter 5 Conclusions and Summary of the Applications in the Spanish Market; Appendix A; Part II. Further Evaluation of Efficiency of Mutual Fund Management Companies; Chapter 1 Introduction to Part II. Chapter 2 Variations of the Slacks-based Measure (SBM) of Efficiency2.1. Basic Concepts of the New Measures; 2.2. Comparative Evaluation between the SBM Original Model and SBM Variation I; 2.3. Random Searches for Facets (Variation IV); 2.4. The Search for Locally Efficient Companies Applying Variation III; Chapter 3 Persistence in Funds Management Companies: Do the Best Winners and Losers Usually Repeat?; 3.1. Persistence Studies in the Mutual Fund Industry; 3.2. Methodology of Performance Persistence; 3.3. Empirical Results of Efficiency Persistence: The Case of the Spanish Market. Chapter 4 Conclusions and Summary of the Applications in the Spanish MarketAppendix B; References; Index.
Record Nr. UNINA-9910812004203321
Bingley, England : , : Emerald Publishing, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner
The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner
Autore Abner David J. <1969->
Edizione [Second edition.]
Pubbl/distr/stampa Hoboken, New Jersey : , : John Wiley & Sons, , [2016]
Descrizione fisica 1 online resource (371 p.)
Disciplina 332.63/27
Collana Wiley Finance Series
Soggetto topico Exchange traded funds
ISBN 1-119-19391-5
1-119-19379-6
1-119-29772-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Title Page; Copyright; Contents; Preface; Acknowledgments; Introduction; Part 1 Introduction to the ETF Market Place; Chapter 1 How Did We End Up Here?; The History of Investment Products; In the Beginning, There Were Closed-End Funds; Mutual Funds; The Creation of the ETF; Conclusion; Notes ; Chapter 2 Steps for Developing an ETF; Market Access or Outperformance?; Index Tracking or Actively Managed?; Underlying Assets; Rebalancing and Index Changes; ETF Basket; Conclusion; Note ; Chapter 3 Giving an ETF Life in the Markets; Partnering with an Exchange
Trading ModelETF Implied Liquidity; Step by Step; ETF Implied Liquidity: Implied Daily Tradable Shares; The ETF Basket Implied Liquidity Scale (EBILS); Typical Tools of ETF Market Making; Conclusion; Notes ; Chapter 6 Execution; Time Frames and Order Types; The main order type used by noninstitutional; Limit Orders; Stop-Loss and Stop-Limit Orders; Algorithms; Some of the largest facilitators of the; Creations and Redemptions; Examples of Executions in the Market; The 10 Keys to Trading ETFs; Notes ; Chapter 7 Market Participants and Their Trading Strategies; Broker-Dealer Facilitation Desks
Electronic Market MakingLiquidity Aggregators; Trading Strategies; Conclusion; Note ; Chapter 8 Market Structure and ETFs-Protecting Your Portfolio from Flash Crashes; Flash Crash II: August 24, 2015; Adjusting Investor Behavior; The Original Flash Crash: May 6, 2010; Summary; Notes ; Part 3 ETF Valuation; Chapter 9 ETFs with Domestic Holdings; Calculating the Net Asset Value; Discounts and Premiums; Calculating the Intraday Indicative Value; Conclusion; Chapter 10 ETFs with International Constituents; International ETFs; Providing Liquidity; Conclusion
Chapter 11 Fixed-Income and Currency ETFsFixed Income; Innovations in Fixed-Income ETFs; Conclusion; Chapter 12 Leveraged, Inverse, and Commodity Products; Introduction to Leveraged Products; Understanding Inverse ETFs; Commodities; Conclusion; Note ; Chapter 13 Structure of an ETF; Categorizing Exchange-Traded Products; ETF Regulation; Exchange-Traded Notes; Taxation; When Structural Issues Arise; Credit Limits at Broker-Dealers; When Markets Undergo Closures; Conclusion; Notes ; Appendix A Bloomberg ETF Reference Guide ; Section 1: Bloomberg ETF Basics; Section 2: Finding ETFs
Section 3: Analyzing ETFs
Record Nr. UNINA-9910135013003321
Abner David J. <1969->  
Hoboken, New Jersey : , : John Wiley & Sons, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner
The ETF handbook : how to value and trade exchange-traded funds / / David J. Abner
Autore Abner David J. <1969->
Edizione [Second edition.]
Pubbl/distr/stampa Hoboken, New Jersey : , : John Wiley & Sons, , [2016]
Descrizione fisica 1 online resource (371 p.)
Disciplina 332.63/27
Collana Wiley Finance Series
Soggetto topico Exchange traded funds
ISBN 1-119-19391-5
1-119-19379-6
1-119-29772-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Title Page; Copyright; Contents; Preface; Acknowledgments; Introduction; Part 1 Introduction to the ETF Market Place; Chapter 1 How Did We End Up Here?; The History of Investment Products; In the Beginning, There Were Closed-End Funds; Mutual Funds; The Creation of the ETF; Conclusion; Notes ; Chapter 2 Steps for Developing an ETF; Market Access or Outperformance?; Index Tracking or Actively Managed?; Underlying Assets; Rebalancing and Index Changes; ETF Basket; Conclusion; Note ; Chapter 3 Giving an ETF Life in the Markets; Partnering with an Exchange
Trading ModelETF Implied Liquidity; Step by Step; ETF Implied Liquidity: Implied Daily Tradable Shares; The ETF Basket Implied Liquidity Scale (EBILS); Typical Tools of ETF Market Making; Conclusion; Notes ; Chapter 6 Execution; Time Frames and Order Types; The main order type used by noninstitutional; Limit Orders; Stop-Loss and Stop-Limit Orders; Algorithms; Some of the largest facilitators of the; Creations and Redemptions; Examples of Executions in the Market; The 10 Keys to Trading ETFs; Notes ; Chapter 7 Market Participants and Their Trading Strategies; Broker-Dealer Facilitation Desks
Electronic Market MakingLiquidity Aggregators; Trading Strategies; Conclusion; Note ; Chapter 8 Market Structure and ETFs-Protecting Your Portfolio from Flash Crashes; Flash Crash II: August 24, 2015; Adjusting Investor Behavior; The Original Flash Crash: May 6, 2010; Summary; Notes ; Part 3 ETF Valuation; Chapter 9 ETFs with Domestic Holdings; Calculating the Net Asset Value; Discounts and Premiums; Calculating the Intraday Indicative Value; Conclusion; Chapter 10 ETFs with International Constituents; International ETFs; Providing Liquidity; Conclusion
Chapter 11 Fixed-Income and Currency ETFsFixed Income; Innovations in Fixed-Income ETFs; Conclusion; Chapter 12 Leveraged, Inverse, and Commodity Products; Introduction to Leveraged Products; Understanding Inverse ETFs; Commodities; Conclusion; Note ; Chapter 13 Structure of an ETF; Categorizing Exchange-Traded Products; ETF Regulation; Exchange-Traded Notes; Taxation; When Structural Issues Arise; Credit Limits at Broker-Dealers; When Markets Undergo Closures; Conclusion; Notes ; Appendix A Bloomberg ETF Reference Guide ; Section 1: Bloomberg ETF Basics; Section 2: Finding ETFs
Section 3: Analyzing ETFs
Record Nr. UNINA-9910821706503321
Abner David J. <1969->  
Hoboken, New Jersey : , : John Wiley & Sons, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The exchange-traded funds manual [[electronic resource] /] / Gary L. Gastineau
The exchange-traded funds manual [[electronic resource] /] / Gary L. Gastineau
Autore Gastineau Gary L
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2010
Descrizione fisica 1 online resource (385 p.)
Disciplina 332.63/27
Collana Wiley finance series
Soggetto topico Exchange traded funds
Stock index futures
ISBN 1-282-68511-2
9786612685118
1-118-26694-3
0-470-63732-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Exchange-Traded Funds Manual, Second Edition; Contents; Preface; Acknowledgments; Chapter 1: An Introduction to Exchange-Traded Funds; Chapter 2: The History and Structure of Exchange-Traded Funds-and Some of Their Competitors; Chapter 3: The Regulatory Framework and Mechanics of the Open-End ETF; Chapter 4: Taxation of ETFs and Their Shareholders; Chapter 5: The Economics of Indexing, Trading Transparency, and Limited-Function Active Management of ETFs; Chapter 6: Fund Ratings and Rankings-The Evaluation and Selection of ETFs and Mutual Funds
Chapter 7: How Will Full-Function Actively Managed ETFs Work?Chapter 8: How to Minimize Your Cost of Trading ETFs; Chapter 9: Economics and Market Effects of ETF Short Selling; Chapter 10: Leveraged Long and Inverse Exchange-Traded Funds; Chapter 11: ETF Applications for Individual Investors and the Advisors Who Serve Them; Chapter 12: ETFs for Investors Living Outside the United States; Chapter 13: A Few Things Everyone Should Know about Investment Returns and Retirement; Chapter 14: Where to Look for Help in Using ETFs; Bibliography; Glossary; About the Author; Index
Record Nr. UNINA-9910139215403321
Gastineau Gary L  
Hoboken, N.J., : Wiley, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The exchange-traded funds manual [[electronic resource] /] / Gary L. Gastineau
The exchange-traded funds manual [[electronic resource] /] / Gary L. Gastineau
Autore Gastineau Gary L
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2010
Descrizione fisica 1 online resource (385 p.)
Disciplina 332.63/27
Collana Wiley finance series
Soggetto topico Exchange traded funds
Stock index futures
ISBN 1-282-68511-2
9786612685118
1-118-26694-3
0-470-63732-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Exchange-Traded Funds Manual, Second Edition; Contents; Preface; Acknowledgments; Chapter 1: An Introduction to Exchange-Traded Funds; Chapter 2: The History and Structure of Exchange-Traded Funds-and Some of Their Competitors; Chapter 3: The Regulatory Framework and Mechanics of the Open-End ETF; Chapter 4: Taxation of ETFs and Their Shareholders; Chapter 5: The Economics of Indexing, Trading Transparency, and Limited-Function Active Management of ETFs; Chapter 6: Fund Ratings and Rankings-The Evaluation and Selection of ETFs and Mutual Funds
Chapter 7: How Will Full-Function Actively Managed ETFs Work?Chapter 8: How to Minimize Your Cost of Trading ETFs; Chapter 9: Economics and Market Effects of ETF Short Selling; Chapter 10: Leveraged Long and Inverse Exchange-Traded Funds; Chapter 11: ETF Applications for Individual Investors and the Advisors Who Serve Them; Chapter 12: ETFs for Investors Living Outside the United States; Chapter 13: A Few Things Everyone Should Know about Investment Returns and Retirement; Chapter 14: Where to Look for Help in Using ETFs; Bibliography; Glossary; About the Author; Index
Record Nr. UNINA-9910814441903321
Gastineau Gary L  
Hoboken, N.J., : Wiley, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui