Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Enterprise risk management best practices [[electronic resource] ] : from assessment to ongoing compliance / / Anne M. Marchetti
| Enterprise risk management best practices [[electronic resource] ] : from assessment to ongoing compliance / / Anne M. Marchetti |
| Autore | Marchetti Anne M. <1963-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2012 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley corporate F & A |
| Soggetto topico | Risk management |
| ISBN |
1-118-14953-X
1-118-38669-8 1-118-14951-3 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Enterprise Risk Management Best Practices; Contents; Preface; Chapter 1: Overview of Enterprise Risk Management; ERM Introduction; Guidance: History and Relationship; Organization View; ERM Today; Increased Pressure to Manage Risk; Additional Evidence; Perceived Barriers to Risk Management; Building the Business Case for ERM: Value and Benefits; Keys to Success; Summary; Notes; Chapter 2: Corporate Governance and Roles and Responsibilities; Board Behavior; Corporate Culture; Roles and Responsibilities; Summary; Chapter 3: ERM Defined; Definitions and Concepts; Risk Categories
Internal Environment Summary; Note; Chapter 4: The ERM Process: Step by Step; Step 1: Strategy and Objective Definition; Step 2: Event Identification; Step 3: Risk Assessment; Step 4: Risk Response; Step 5: Communication; Step 6: Monitoring; Oversight; Summary; Notes; Chapter 5: COSO Framework and Financial Controls; Focus on Financial Controls; Control Environment; Integrity and Ethical Values; Board of Directors; Management's Philosophy and Operating Style; Organizational Structure; Financial Reporting Competencies; Authority and Responsibility; Human Resources; Summary; Notes Appendix 5A: Excerpt from a Code of Ethics Policy Our Guiding Principles and Values; Conflicts of Interest; Confidential Information; Intellectual Property; Appendix 5B: Whistleblower Program; Reports Regarding Accounting Matters; Investigation of Suspected Violations; Discipline for Violations; Appendix 5C: Approval Policy and Procedures; Policy; Purpose; Scope; Approvals/Documentation; Chapter 6: Financial Controls and Risk Assessment; Risk Assessment; Financial Reporting Objectives; Financial Reporting Risks; Fraud Risk; Entity-Level Controls Example: Risk Assessment and Financial Controls Evaluating Deficiencies; Summary; Notes; Appendix 6A: Entity-Level Control Assessment; Control Assessment Overview; Control Environment; Overall Evaluation of Control Environment; Risk Assessment; Overall Evaluation of Risk Assessment; Control Activities; Overall Evaluation of Control Activities; Information and Communication; Overall Evaluation of Information and Communication; Monitoring; Overall Evaluation of Monitoring; Summary Assessment; Overall Assessment of Internal Controls Appendix 6B: Accounts Payable: Preliminary Controls Assessment Questionnaire Purchasing Controls Questionnaire; Internal Control Assessment; Appendix 6C: Fraud Risk Factors: AU Section 316; Risk Factors Relating to Misstatements Arising from Fraudulent Financial Reporting; Chapter 7: Ongoing Compliance Overview; Origin of the Sarbanes-Oxley Act; Generating Value from Compliance; Moving Beyond Initial Compliance; Reevaluating the Compliance Program; Summary; Chapter 8: Ongoing Compliance Challenges; Future State Opportunity: Compliance Optimization; Issues to Consider When Optimizing Compliance Ongoing Compliance Plan |
| Record Nr. | UNINA-9910139609203321 |
Marchetti Anne M. <1963->
|
||
| Hoboken, N.J., : Wiley, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Enterprise risk management best practices : from assessment to ongoing compliance / / Anne M. Marchetti
| Enterprise risk management best practices : from assessment to ongoing compliance / / Anne M. Marchetti |
| Autore | Marchetti Anne M. <1963-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2012 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley corporate F & A |
| Soggetto topico | Risk management |
| ISBN |
1-118-14953-X
1-118-38669-8 1-118-14951-3 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Enterprise Risk Management Best Practices; Contents; Preface; Chapter 1: Overview of Enterprise Risk Management; ERM Introduction; Guidance: History and Relationship; Organization View; ERM Today; Increased Pressure to Manage Risk; Additional Evidence; Perceived Barriers to Risk Management; Building the Business Case for ERM: Value and Benefits; Keys to Success; Summary; Notes; Chapter 2: Corporate Governance and Roles and Responsibilities; Board Behavior; Corporate Culture; Roles and Responsibilities; Summary; Chapter 3: ERM Defined; Definitions and Concepts; Risk Categories
Internal Environment Summary; Note; Chapter 4: The ERM Process: Step by Step; Step 1: Strategy and Objective Definition; Step 2: Event Identification; Step 3: Risk Assessment; Step 4: Risk Response; Step 5: Communication; Step 6: Monitoring; Oversight; Summary; Notes; Chapter 5: COSO Framework and Financial Controls; Focus on Financial Controls; Control Environment; Integrity and Ethical Values; Board of Directors; Management's Philosophy and Operating Style; Organizational Structure; Financial Reporting Competencies; Authority and Responsibility; Human Resources; Summary; Notes Appendix 5A: Excerpt from a Code of Ethics Policy Our Guiding Principles and Values; Conflicts of Interest; Confidential Information; Intellectual Property; Appendix 5B: Whistleblower Program; Reports Regarding Accounting Matters; Investigation of Suspected Violations; Discipline for Violations; Appendix 5C: Approval Policy and Procedures; Policy; Purpose; Scope; Approvals/Documentation; Chapter 6: Financial Controls and Risk Assessment; Risk Assessment; Financial Reporting Objectives; Financial Reporting Risks; Fraud Risk; Entity-Level Controls Example: Risk Assessment and Financial Controls Evaluating Deficiencies; Summary; Notes; Appendix 6A: Entity-Level Control Assessment; Control Assessment Overview; Control Environment; Overall Evaluation of Control Environment; Risk Assessment; Overall Evaluation of Risk Assessment; Control Activities; Overall Evaluation of Control Activities; Information and Communication; Overall Evaluation of Information and Communication; Monitoring; Overall Evaluation of Monitoring; Summary Assessment; Overall Assessment of Internal Controls Appendix 6B: Accounts Payable: Preliminary Controls Assessment Questionnaire Purchasing Controls Questionnaire; Internal Control Assessment; Appendix 6C: Fraud Risk Factors: AU Section 316; Risk Factors Relating to Misstatements Arising from Fraudulent Financial Reporting; Chapter 7: Ongoing Compliance Overview; Origin of the Sarbanes-Oxley Act; Generating Value from Compliance; Moving Beyond Initial Compliance; Reevaluating the Compliance Program; Summary; Chapter 8: Ongoing Compliance Challenges; Future State Opportunity: Compliance Optimization; Issues to Consider When Optimizing Compliance Ongoing Compliance Plan |
| Record Nr. | UNINA-9910827288103321 |
|
Marchetti Anne M. <1963->
|
||
| Hoboken, N.J., : Wiley, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Extreme events in finance : a handbook of extreme value theory and its applications / / edited by Francois Longin
| Extreme events in finance : a handbook of extreme value theory and its applications / / edited by Francois Longin |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource (638 p.) |
| Disciplina | 332.015195 |
| Collana |
Wiley Handbooks in Financial Engineering and Econometrics
THEi Wiley ebooks |
| Soggetto topico |
Finance - Mathematical models
Extreme value theory - Mathematical models |
| ISBN |
1-118-65020-4
1-118-65033-6 1-118-65031-X |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; About the Editor; About the Contributors; Chapter 1 Introduction; 1.1 Extremes; 1.2 History; 1.3 Extreme value theory; 1.4 Statistical estimation of extremes; 1.5 Applications in finance; 1.6 Practitioners' points of view; 1.7 A broader view on modeling extremes; 1.8 Final words; 1.9 Thank you note; References; Chapter 2 Extremes Under Dependence-Historical Development and Parallels with Central Limit Theory; 2.1 Introduction; 2.2 Classical (I.I.D.) central limit and extreme value theories; 2.3 Exceedances of levels, kth largest values
2.4 CLT and EVT for stationary sequences, bernstein's blocks and strong mixing2.5 Weak distributional mixing for EVT, D(un), extremal index; 2.6 Point process of level exceedances; 2.7 Continuous parameter extremes; References; Chapter 3 The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program; 3.1 The extreme value puzzle in financial modeling; 3.2 The sato classification and the two programs; 3.3 Mandelbrot's program: A fractal approach; 3.4 The Pragmatic Program: A data-driven approach; 3.5 Conclusion; Acknowledgments; References Chapter 4 Extreme Value Theory: An Introductory Overview4.1 Introduction; 4.2 Univariate case; 4.3 Multivariate case: Some highlights; Further reading; Acknowledgments; References; Chapter 5 Estimation of the Extreme Value Index; 5.1 Introduction; 5.2 The main limit theorem behind extreme value theory; 5.3 Characterizations of the max-domains of attraction and extreme value index estimators; 5.4 Consistency and asymptotic normality of the estimators; 5.5 Second-order reduced-bias estimation; 5.6 Case study; 5.7 Other topics and comments; References Chapter 6 Bootstrap Methods in Statistics of Extremes6.1 Introduction; 6.2 A few details on EVT; 6.3 The bootstrap methodology in statistics of univariate extremes; 6.4 Applications to simulated data; 6.5 Concluding remarks; Acknowledgments; References; Chapter 7 Extreme Values Statistics for Markov Chains with Applications to Finance and Insurance; 7.1 Introduction; 7.2 On the (pseudo) regenerative approach for markovian data; 7.3 Preliminary results; 7.4 Regeneration-based statistical methods for extremal events; 7.5 The extremal index; 7.6 The regeneration-based hill estimator 7.7 Applications to ruin theory and financial time series7.8 An application to the CAC40; 7.9 Conclusion; References; Chapter 8 Lévy Processes and Extreme Value Theory; 8.1 Introduction; 8.2 Extreme value theory; 8.3 Infinite divisibility and Lévy processes; 8.4 Heavy-tailed Lévy processes; 8.5 Semi-heavy-tailed Lévy processes; 8.6 Lévy processes and extreme values; 8.7 Conclusion; References; Chapter 9 Statistics of Extremes: Challenges and Opportunities; 9.1 Introduction; 9.2 Statistics of bivariate extremes; 9.3 Models based on families of tilted measures; 9.4 Miscellanea; References Chapter 10 Measures of Financial Risk |
| Record Nr. | UNINA-9910166634503321 |
| Hoboken, New Jersey : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modernizing insurance regulation / / John H. Biggs and Matthew P. Richardson, editors
| Modernizing insurance regulation / / John H. Biggs and Matthew P. Richardson, editors |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (304 pages) |
| Disciplina | 368 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Insurance
Insurance law Risk management |
| ISBN |
1-118-76679-2
1-118-75875-7 1-118-75884-6 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910208817003321 |
| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modernizing insurance regulation / / John H. Biggs and Matthew P. Richardson, editors
| Modernizing insurance regulation / / John H. Biggs and Matthew P. Richardson, editors |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (304 pages) |
| Disciplina | 368 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Insurance
Insurance law Risk management |
| ISBN |
1-118-76679-2
1-118-75875-7 1-118-75884-6 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910824242903321 |
| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A probability metrics approach to financial risk measures [[electronic resource] /] / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
| A probability metrics approach to financial risk measures [[electronic resource] /] / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| Autore | Rachev S. T (Svetlozar Todorov) |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 |
| Descrizione fisica | 1 online resource (283 p.) |
| Disciplina | 332.015192 |
| Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
| Soggetto topico |
Financial risk management
Probabilities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4443-9269-7
1-4443-9271-9 1-283-40798-1 9786613407986 1-4443-9270-0 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Title Page""; ""Copyright""; ""Dedication""; ""Preface""; ""About the Authors""; ""Chapter 1: Introduction""; ""1.1 Probability Metrics""; ""1.2 Applications in Finance""; ""References""; ""Chapter 2: Probability Distances and Metrics""; ""2.1 Introduction""; ""2.2 Some Examples of Probability Metrics""; ""2.3 Distance and Semidistance Spaces""; ""2.4 Definitions of Probability Distances and Metrics""; ""2.5 Summary""; ""2.6 Technical Appendix""; ""References""; ""Chapter 3: Choice under Uncertainty""; ""3.1 Introduction""; ""3.2 Expected Utility Theory""; ""3.3 Stochastic Dominance""
""3.4 Probability Metrics and Stochastic Dominance""""3.5 Cumulative Prospect Theory""; ""3.6 Summary""; ""3.7 Technical Appendix""; ""References""; ""Chapter 4: A Classification of Probability Distances""; ""4.1 Introduction""; ""4.2 Primary Distances and Primary Metrics""; ""4.3 Simple Distances and Metrics""; ""4.4 Compound Distances and Moment Functions""; ""4.5 Ideal Probability Metrics""; ""4.6 Summary""; ""4.7 Technical Appendix""; ""References""; ""Chapter 5: Risk and Uncertainty""; ""5.1 Introduction""; ""5.2 Measures of Dispersion"" ""5.3 Probability Metrics and Dispersion Measures""""5.4 Measures of Risk""; ""5.5 Risk Measures and Dispersion Measures""; ""5.6 Risk Measures and Stochastic Orders""; ""5.7 Summary""; ""5.8 Technical Appendix""; ""References""; ""Chapter 6: Average Value-at-Risk""; ""6.1 Introduction""; ""6.2 Average Value-at-Risk""; ""6.3 AVaR Estimation from a Sample""; ""6.4 Computing Portfolio AVaR in Practice""; ""6.5 Back-Testing of AVaR""; ""6.6 Spectral Risk Measures""; ""6.7 Risk Measures and Probability Metrics""; ""6.8 Risk Measures Based on Distortion Functionals""; ""6.9 Summary"" ""6.10 Technical Appendix""""References""; ""Chapter 7: Computing AVaR through Monte Carlo""; ""7.1 Introduction""; ""7.2 An Illustration of Monte Carlo Variability""; ""7.3 Asymptotic Distribution, Classical Conditions""; ""7.4 Rate of Convergence to the Normal Distribution""; ""7.5 Asymptotic Distribution, Heavy-tailed Returns""; ""7.6 Rate of Convergence, Heavy-tailed Returns""; ""7.7 On the Choice of a Distributional Model""; ""7.8 Summary""; ""7.9 Technical Appendix""; ""References""; ""Chapter 8: Stochastic Dominance Revisited""; ""8.1 Introduction"" ""8.2 Metrization of Preference Relations""""8.3 The Hausdorff Metric Structure""; ""8.4 Examples""; ""8.5 Utility-type Representations""; ""8.6 Almost Stochastic Orders and Degree of Violation""; ""8.7 Summary""; ""8.8 Technical Appendix""; ""References""; ""Index"" |
| Record Nr. | UNINA-9910208827003321 |
|
Rachev S. T (Svetlozar Todorov)
|
||
| Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A probability metrics approach to financial risk measures [[electronic resource] /] / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
| A probability metrics approach to financial risk measures [[electronic resource] /] / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| Autore | Rachev S. T (Svetlozar Todorov) |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 |
| Descrizione fisica | 1 online resource (283 p.) |
| Disciplina | 332.015192 |
| Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
| Soggetto topico |
Financial risk management
Probabilities |
| ISBN |
1-4443-9269-7
1-4443-9271-9 1-283-40798-1 9786613407986 1-4443-9270-0 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Title Page""; ""Copyright""; ""Dedication""; ""Preface""; ""About the Authors""; ""Chapter 1: Introduction""; ""1.1 Probability Metrics""; ""1.2 Applications in Finance""; ""References""; ""Chapter 2: Probability Distances and Metrics""; ""2.1 Introduction""; ""2.2 Some Examples of Probability Metrics""; ""2.3 Distance and Semidistance Spaces""; ""2.4 Definitions of Probability Distances and Metrics""; ""2.5 Summary""; ""2.6 Technical Appendix""; ""References""; ""Chapter 3: Choice under Uncertainty""; ""3.1 Introduction""; ""3.2 Expected Utility Theory""; ""3.3 Stochastic Dominance""
""3.4 Probability Metrics and Stochastic Dominance""""3.5 Cumulative Prospect Theory""; ""3.6 Summary""; ""3.7 Technical Appendix""; ""References""; ""Chapter 4: A Classification of Probability Distances""; ""4.1 Introduction""; ""4.2 Primary Distances and Primary Metrics""; ""4.3 Simple Distances and Metrics""; ""4.4 Compound Distances and Moment Functions""; ""4.5 Ideal Probability Metrics""; ""4.6 Summary""; ""4.7 Technical Appendix""; ""References""; ""Chapter 5: Risk and Uncertainty""; ""5.1 Introduction""; ""5.2 Measures of Dispersion"" ""5.3 Probability Metrics and Dispersion Measures""""5.4 Measures of Risk""; ""5.5 Risk Measures and Dispersion Measures""; ""5.6 Risk Measures and Stochastic Orders""; ""5.7 Summary""; ""5.8 Technical Appendix""; ""References""; ""Chapter 6: Average Value-at-Risk""; ""6.1 Introduction""; ""6.2 Average Value-at-Risk""; ""6.3 AVaR Estimation from a Sample""; ""6.4 Computing Portfolio AVaR in Practice""; ""6.5 Back-Testing of AVaR""; ""6.6 Spectral Risk Measures""; ""6.7 Risk Measures and Probability Metrics""; ""6.8 Risk Measures Based on Distortion Functionals""; ""6.9 Summary"" ""6.10 Technical Appendix""""References""; ""Chapter 7: Computing AVaR through Monte Carlo""; ""7.1 Introduction""; ""7.2 An Illustration of Monte Carlo Variability""; ""7.3 Asymptotic Distribution, Classical Conditions""; ""7.4 Rate of Convergence to the Normal Distribution""; ""7.5 Asymptotic Distribution, Heavy-tailed Returns""; ""7.6 Rate of Convergence, Heavy-tailed Returns""; ""7.7 On the Choice of a Distributional Model""; ""7.8 Summary""; ""7.9 Technical Appendix""; ""References""; ""Chapter 8: Stochastic Dominance Revisited""; ""8.1 Introduction"" ""8.2 Metrization of Preference Relations""""8.3 The Hausdorff Metric Structure""; ""8.4 Examples""; ""8.5 Utility-type Representations""; ""8.6 Almost Stochastic Orders and Degree of Violation""; ""8.7 Summary""; ""8.8 Technical Appendix""; ""References""; ""Index"" |
| Record Nr. | UNINA-9910830374503321 |
|
Rachev S. T (Svetlozar Todorov)
|
||
| Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A probability metrics approach to financial risk measures / / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
| A probability metrics approach to financial risk measures / / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| Autore | Rachev S. T (Svetlozar Todorov) |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 |
| Descrizione fisica | 1 online resource (283 p.) |
| Disciplina | 332.015192 |
| Altri autori (Persone) |
StoyanovStoyan V
FabozziFrank J |
| Soggetto topico |
Financial risk management
Probabilities |
| ISBN |
1-4443-9269-7
1-4443-9271-9 1-283-40798-1 9786613407986 1-4443-9270-0 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Title Page""; ""Copyright""; ""Dedication""; ""Preface""; ""About the Authors""; ""Chapter 1: Introduction""; ""1.1 Probability Metrics""; ""1.2 Applications in Finance""; ""References""; ""Chapter 2: Probability Distances and Metrics""; ""2.1 Introduction""; ""2.2 Some Examples of Probability Metrics""; ""2.3 Distance and Semidistance Spaces""; ""2.4 Definitions of Probability Distances and Metrics""; ""2.5 Summary""; ""2.6 Technical Appendix""; ""References""; ""Chapter 3: Choice under Uncertainty""; ""3.1 Introduction""; ""3.2 Expected Utility Theory""; ""3.3 Stochastic Dominance""
""3.4 Probability Metrics and Stochastic Dominance""""3.5 Cumulative Prospect Theory""; ""3.6 Summary""; ""3.7 Technical Appendix""; ""References""; ""Chapter 4: A Classification of Probability Distances""; ""4.1 Introduction""; ""4.2 Primary Distances and Primary Metrics""; ""4.3 Simple Distances and Metrics""; ""4.4 Compound Distances and Moment Functions""; ""4.5 Ideal Probability Metrics""; ""4.6 Summary""; ""4.7 Technical Appendix""; ""References""; ""Chapter 5: Risk and Uncertainty""; ""5.1 Introduction""; ""5.2 Measures of Dispersion"" ""5.3 Probability Metrics and Dispersion Measures""""5.4 Measures of Risk""; ""5.5 Risk Measures and Dispersion Measures""; ""5.6 Risk Measures and Stochastic Orders""; ""5.7 Summary""; ""5.8 Technical Appendix""; ""References""; ""Chapter 6: Average Value-at-Risk""; ""6.1 Introduction""; ""6.2 Average Value-at-Risk""; ""6.3 AVaR Estimation from a Sample""; ""6.4 Computing Portfolio AVaR in Practice""; ""6.5 Back-Testing of AVaR""; ""6.6 Spectral Risk Measures""; ""6.7 Risk Measures and Probability Metrics""; ""6.8 Risk Measures Based on Distortion Functionals""; ""6.9 Summary"" ""6.10 Technical Appendix""""References""; ""Chapter 7: Computing AVaR through Monte Carlo""; ""7.1 Introduction""; ""7.2 An Illustration of Monte Carlo Variability""; ""7.3 Asymptotic Distribution, Classical Conditions""; ""7.4 Rate of Convergence to the Normal Distribution""; ""7.5 Asymptotic Distribution, Heavy-tailed Returns""; ""7.6 Rate of Convergence, Heavy-tailed Returns""; ""7.7 On the Choice of a Distributional Model""; ""7.8 Summary""; ""7.9 Technical Appendix""; ""References""; ""Chapter 8: Stochastic Dominance Revisited""; ""8.1 Introduction"" ""8.2 Metrization of Preference Relations""""8.3 The Hausdorff Metric Structure""; ""8.4 Examples""; ""8.5 Utility-type Representations""; ""8.6 Almost Stochastic Orders and Degree of Violation""; ""8.7 Summary""; ""8.8 Technical Appendix""; ""References""; ""Index"" |
| Record Nr. | UNINA-9910876937303321 |
|
Rachev S. T (Svetlozar Todorov)
|
||
| Chichester, West Sussex, U.K. ; ; Malden, MA, : Wiley-Blackwell, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Scenario planning [[electronic resource] ] : a field guide to the future / / Woody Wade ; designed by Nathalie Wagner
| Scenario planning [[electronic resource] ] : a field guide to the future / / Woody Wade ; designed by Nathalie Wagner |
| Autore | Wade Woody |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (206 p.) |
| Disciplina | 658.4/01 |
| Altri autori (Persone) | WagnerNathalie |
| Soggetto topico |
Business forecasting
Strategic planning |
| ISBN |
1-280-59192-7
9786613621757 1-118-22692-5 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Scenario Planning: A Field Guide to the Future; What's in this book?; Introduction; Chapter 1: Escaping the Tyranny of the Present; Chapter 2: How-To; Chapter 3: Case Studies: The Real World; Chapter 4: Black Swans; Chapter 5: Are You Ready?; Postscript: Thinking the Unthinkable; Photo credits |
| Record Nr. | UNINA-9910790176603321 |
|
Wade Woody
|
||
| Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Scenario planning : a field guide to the future / / Woody Wade ; designed by Nathalie Wagner
| Scenario planning : a field guide to the future / / Woody Wade ; designed by Nathalie Wagner |
| Autore | Wade Woody |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (206 p.) |
| Disciplina | 658.4/01 |
| Altri autori (Persone) | WagnerNathalie |
| Soggetto topico |
Business forecasting
Strategic planning |
| ISBN |
1-280-59192-7
9786613621757 1-118-22692-5 |
| Classificazione | BUS033070 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Scenario Planning: A Field Guide to the Future; What's in this book?; Introduction; Chapter 1: Escaping the Tyranny of the Present; Chapter 2: How-To; Chapter 3: Case Studies: The Real World; Chapter 4: Black Swans; Chapter 5: Are You Ready?; Postscript: Thinking the Unthinkable; Photo credits |
| Altri titoli varianti | A field guide to the future |
| Record Nr. | UNINA-9910825351103321 |
|
Wade Woody
|
||
| Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||