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Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell
Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell
Pubbl/distr/stampa Chicago, : University of Chicago Press, 2008
Descrizione fisica 1 online resource (444 p.)
Disciplina 339.5/3
Altri autori (Persone) CampbellJohn Y
Collana A National Bureau of Economic Research conference report
Soggetto topico Monetary policy
Securities - Prices
Speculation
Capital assets pricing model
Investment analysis - Mathematics
Capital investments
Soggetto genere / forma Electronic books.
ISBN 1-281-95929-4
9786611959296
0-226-09212-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman.
Record Nr. UNINA-9910453789703321
Chicago, : University of Chicago Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell
Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell
Pubbl/distr/stampa Chicago, : University of Chicago Press, 2008
Descrizione fisica 1 online resource (444 p.)
Disciplina 339.5/3
Altri autori (Persone) CampbellJohn Y
Collana A National Bureau of Economic Research conference report
Soggetto topico Monetary policy
Securities - Prices
Speculation
Capital assets pricing model
Investment analysis - Mathematics
Capital investments
Soggetto non controllato economics, economy, growth, inflation, finances, financial, policy makers, central banks, federal reserve, asset markets, housing market, debt, credit, investors, commodity pricing, stocks, retirement funds, real estate, securities, prices, speculation, math, mathematics, investment, analysis, macroeconomics, expectations, learning, borrowing, exchange rate, monetary
ISBN 1-281-95929-4
9786611959296
0-226-09212-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman.
Record Nr. UNINA-9910782430603321
Chicago, : University of Chicago Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset prices and monetary policy / / edited by John Y. Campbell
Asset prices and monetary policy / / edited by John Y. Campbell
Edizione [1st ed.]
Pubbl/distr/stampa Chicago, : University of Chicago Press, 2008
Descrizione fisica 1 online resource (444 p.)
Disciplina 339.5/3
Altri autori (Persone) CampbellJohn Y
Collana A National Bureau of Economic Research conference report
Soggetto topico Monetary policy
Securities - Prices
Speculation
Capital assets pricing model
Investment analysis - Mathematics
Capital investments
ISBN 1-281-95929-4
9786611959296
0-226-09212-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman.
Record Nr. UNINA-9910819065603321
Chicago, : University of Chicago Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell
Edizione [1st ed.]
Pubbl/distr/stampa Amsterdam ; ; Boston, : Academic Press, 2007
Descrizione fisica 1 online resource (286 p.)
Disciplina 332.63/2042
Altri autori (Persone) SatchellS (Stephen)
Collana Quantitative finance series
Soggetto topico Stock price forecasting - Mathematics
Securities - Prices - Mathematical models
Investment analysis - Mathematics
Soggetto genere / forma Electronic books.
ISBN 1-281-05765-7
9786611057657
0-08-055067-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.
Record Nr. UNINA-9910457671603321
Amsterdam ; ; Boston, : Academic Press, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell
Edizione [1st ed.]
Pubbl/distr/stampa Amsterdam ; ; Boston, : Academic Press, 2007
Descrizione fisica 1 online resource (286 p.)
Disciplina 332.63/2042
Altri autori (Persone) SatchellStephen <1949->
Collana Quantitative finance series
Soggetto topico Stock price forecasting - Mathematics
Securities - Prices - Mathematical models
Investment analysis - Mathematics
ISBN 1-281-05765-7
9786611057657
0-08-055067-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.
Record Nr. UNINA-9910784349603321
Amsterdam ; ; Boston, : Academic Press, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Forecasting expected returns in the financial markets / / edited by Stephen Satchell
Forecasting expected returns in the financial markets / / edited by Stephen Satchell
Edizione [1st ed.]
Pubbl/distr/stampa Amsterdam ; ; Boston, : Academic Press, 2007
Descrizione fisica 1 online resource (286 p.)
Disciplina 332.63/2042
Altri autori (Persone) SatchellS (Stephen)
Collana Quantitative finance series
Soggetto topico Stock price forecasting - Mathematics
Securities - Prices - Mathematical models
Investment analysis - Mathematics
ISBN 1-281-05765-7
9786611057657
0-08-055067-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.
Record Nr. UNINA-9910828006003321
Amsterdam ; ; Boston, : Academic Press, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett
Autore Thomsett Michael C.
Pubbl/distr/stampa Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017
Descrizione fisica 1 online resource (284 pages)
Disciplina 332.632042
Soggetto topico Stocks - Rate of return
Investments - Mathematics
Investment analysis - Mathematics
Soggetto genere / forma Electronic books.
ISBN 1-5015-0736-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index
Record Nr. UNINA-9910467608203321
Thomsett Michael C.  
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett
Autore Thomsett Michael C.
Pubbl/distr/stampa Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017
Descrizione fisica 1 online resource (284 pages)
Disciplina 332.632042
Soggetto topico Stocks - Rate of return
Investments - Mathematics
Investment analysis - Mathematics
Soggetto non controllato Chaikin
Compounding
Depreciation
Net worth
Present value
Price/earnings
ROI
Rate of growth
Rate of return
Ratios
Stochastic
ISBN 1-5015-0736-2
Classificazione BUS091000BUS027000BUS050000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index
Record Nr. UNINA-9910796633203321
Thomsett Michael C.  
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett
Autore Thomsett Michael C.
Pubbl/distr/stampa Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017
Descrizione fisica 1 online resource (284 pages)
Disciplina 332.632042
Soggetto topico Stocks - Rate of return
Investments - Mathematics
Investment analysis - Mathematics
Soggetto non controllato Chaikin
Compounding
Depreciation
Net worth
Present value
Price/earnings
ROI
Rate of growth
Rate of return
Ratios
Stochastic
ISBN 1-5015-0736-2
Classificazione BUS091000BUS027000BUS050000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index
Record Nr. UNINA-9910821991603321
Thomsett Michael C.  
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui