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Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
Autore Cheng Bing
Pubbl/distr/stampa Hackensack, NJ, : World Scientific, c2008
Descrizione fisica 1 online resource (92 p.)
Disciplina 332.632042
Altri autori (Persone) TongHowell
Soggetto topico Capital assets pricing model
Stocks - Prices - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 981-283-250-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions.
Record Nr. UNINA-9910455555003321
Cheng Bing  
Hackensack, NJ, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
Autore Cheng Bing
Pubbl/distr/stampa Hackensack, NJ, : World Scientific, c2008
Descrizione fisica 1 online resource (92 p.)
Disciplina 332.632042
Altri autori (Persone) TongHowell
Soggetto topico Capital assets pricing model
Stocks - Prices - Mathematical models
ISBN 981-283-250-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions.
Record Nr. UNINA-9910778071503321
Cheng Bing  
Hackensack, NJ, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
Autore Cheng Bing
Pubbl/distr/stampa Hackensack, NJ, : World Scientific, c2008
Descrizione fisica 1 online resource (92 p.)
Disciplina 332.632042
Altri autori (Persone) TongHowell
Soggetto topico Capital assets pricing model
Stocks - Prices - Mathematical models
ISBN 981-283-250-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions.
Record Nr. UNINA-9910822090703321
Cheng Bing  
Hackensack, NJ, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
Autore Kim Kendall
Pubbl/distr/stampa Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007
Descrizione fisica 1 online resource (224 p.)
Disciplina 332.64
Collana Complete technology guides for financial services series
Soggetto topico Stocks - Prices - Mathematical models
Program trading (Securities)
Stock exchanges
Soggetto genere / forma Electronic books.
ISBN 1-281-11902-4
9786611119027
0-08-054886-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction
5.2. Algorithmic Penetration5.3. Implementation Shortfall Measurement; 5.4. Volume-Weighted Average Price; 5.5. VWAP Definitions; 5.6. Time-Weighted Average Price; 5.7. Conclusion; Chapter 6: Algorithmic Feasibility and Limitations; 6.1. Introduction; 6.2. Trade Structure; 6.3. Algorithmic Feasibility; 6.4. Algorithmic Trading Checklist; 6.5. High Opportunity Costs; 6.6. Newsflow Algorithms; 6.7. Black Box Trading for Fixed-Income Instruments; 6.8. Conclusion; Chapter 7: Electronic Trading Networks; 7.1. Introduction; 7.2. Direct Market Access; 7.3. Electronic Communication Networks
7.4. Shifting Trends7.5. Conclusion; Chapter 8: Effective Data Management; 8.1. Introduction; 8.2. Real-Time Data; 8.3. Strategy Enablers; 8.4. Order Routing; 8.5. Impact on Operations and Technology; 8.6. Conclusion; Chapter 9: Minimizing Execution Costs; 9.1. Introduction; 9.2. Components of Trading Costs; 9.3. Price Impacts with Liquidity; 9.4. Cost of Waiting; 9.5. Explicit Costs-Commissions, Fees, and Taxes; 9.6. Conclusion; Chapter 10: Transaction Cost Research; 10.1. Introduction; 10.2. Post-Trade TCR; 10.3. Pre-Trade TCR; 10.4. The Future of Transaction Cost Research; 10.5. Conclusion
Chapter 11: Electronic and Algorithmic Trading for Different Asset Classes11.1. Introduction; 11.2. Development of Electronic Trading; 11.3. Electronic Trading Platforms; 11.4. Types of Systems; 11.5. TRACE-Reform in Transparency; 11.6. Foreign Exchange Markets; 11.7. The FX Market Ecosystem; 11.8. Conclusion; Chapter 12: Regulation NMS and Other Regulatory Reporting; 12.1. Introduction; 12.2. Regulatory Challenges; 12.3. The National Market System; 12.4. The Impact of Regulatory NMS; 12.5. Markets in Financial Instruments Directive in Europe; 12.6. Regulatory and Exchange Reporting
12.7. Example of an Exchange Data Processing System
Record Nr. UNINA-9910458596303321
Kim Kendall  
Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
Autore Kim Kendall
Pubbl/distr/stampa Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007
Descrizione fisica 1 online resource (224 p.)
Disciplina 332.64
Collana Complete technology guides for financial services series
Soggetto topico Stocks - Prices - Mathematical models
Program trading (Securities)
Stock exchanges
ISBN 1-281-11902-4
9786611119027
0-08-054886-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction
5.2. Algorithmic Penetration5.3. Implementation Shortfall Measurement; 5.4. Volume-Weighted Average Price; 5.5. VWAP Definitions; 5.6. Time-Weighted Average Price; 5.7. Conclusion; Chapter 6: Algorithmic Feasibility and Limitations; 6.1. Introduction; 6.2. Trade Structure; 6.3. Algorithmic Feasibility; 6.4. Algorithmic Trading Checklist; 6.5. High Opportunity Costs; 6.6. Newsflow Algorithms; 6.7. Black Box Trading for Fixed-Income Instruments; 6.8. Conclusion; Chapter 7: Electronic Trading Networks; 7.1. Introduction; 7.2. Direct Market Access; 7.3. Electronic Communication Networks
7.4. Shifting Trends7.5. Conclusion; Chapter 8: Effective Data Management; 8.1. Introduction; 8.2. Real-Time Data; 8.3. Strategy Enablers; 8.4. Order Routing; 8.5. Impact on Operations and Technology; 8.6. Conclusion; Chapter 9: Minimizing Execution Costs; 9.1. Introduction; 9.2. Components of Trading Costs; 9.3. Price Impacts with Liquidity; 9.4. Cost of Waiting; 9.5. Explicit Costs-Commissions, Fees, and Taxes; 9.6. Conclusion; Chapter 10: Transaction Cost Research; 10.1. Introduction; 10.2. Post-Trade TCR; 10.3. Pre-Trade TCR; 10.4. The Future of Transaction Cost Research; 10.5. Conclusion
Chapter 11: Electronic and Algorithmic Trading for Different Asset Classes11.1. Introduction; 11.2. Development of Electronic Trading; 11.3. Electronic Trading Platforms; 11.4. Types of Systems; 11.5. TRACE-Reform in Transparency; 11.6. Foreign Exchange Markets; 11.7. The FX Market Ecosystem; 11.8. Conclusion; Chapter 12: Regulation NMS and Other Regulatory Reporting; 12.1. Introduction; 12.2. Regulatory Challenges; 12.3. The National Market System; 12.4. The Impact of Regulatory NMS; 12.5. Markets in Financial Instruments Directive in Europe; 12.6. Regulatory and Exchange Reporting
12.7. Example of an Exchange Data Processing System
Record Nr. UNINA-9910784654103321
Kim Kendall  
Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
Electronic and algorithmic trading technology [[electronic resource] ] : the complete guide / / Kendall Kim
Autore Kim Kendall
Pubbl/distr/stampa Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007
Descrizione fisica 1 online resource (224 p.)
Disciplina 332.64
Collana Complete technology guides for financial services series
Soggetto topico Stocks - Prices - Mathematical models
Program trading (Securities)
Stock exchanges
ISBN 1-281-11902-4
9786611119027
0-08-054886-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Electronic and Algorithmic Trading Technology; Copyright Page; Contents; About the Author; Series Preface; Introduction; Chapter 1: Overview of Electronic and Algorithmic Trading; 1.1. Overview; 1.2. The Emergence of Electronic Trading Networks; 1.3. The Participants; 1.4. The Impact of Decimalization; 1.5. The Different Faces of Electronic Trading; 1.6. Program Trading and the Stock Market Crash of 1987; 1.7. Conclusion; Chapter 2: Automating Trade and Order Flow; 2.1. Introduction; 2.2. Internal Controls; 2.3. Trade Cycle; 2.4. Straight-Through Processing and Trade Automation
2.5. Data Management2.6. Order Management Systems; 2.7. Order Routing; 2.8. Liquidity Shift; 2.9. Conclusion; Chapter 3: The Growth of Program and Algorithmic Trading; 3.1. Introduction; 3.2. A Sample Program Trade; 3.3. The Downside of Program Trading; 3.4. Market Growth and IT Spending; 3.5. Conclusion; Chapter 4: Alternative Execution Venues; 4.1. Introduction; 4.2. Structure of Exchanges; 4.3. Rule 390; 4.4. Exchanges Scramble to Consolidate; 4.5. Arguments Against Exchanges; 4.6. The Exchanges in the News; 4.7. Conclusion; Chapter 5: Algorithmic Strategies; 5.1. Introduction
5.2. Algorithmic Penetration5.3. Implementation Shortfall Measurement; 5.4. Volume-Weighted Average Price; 5.5. VWAP Definitions; 5.6. Time-Weighted Average Price; 5.7. Conclusion; Chapter 6: Algorithmic Feasibility and Limitations; 6.1. Introduction; 6.2. Trade Structure; 6.3. Algorithmic Feasibility; 6.4. Algorithmic Trading Checklist; 6.5. High Opportunity Costs; 6.6. Newsflow Algorithms; 6.7. Black Box Trading for Fixed-Income Instruments; 6.8. Conclusion; Chapter 7: Electronic Trading Networks; 7.1. Introduction; 7.2. Direct Market Access; 7.3. Electronic Communication Networks
7.4. Shifting Trends7.5. Conclusion; Chapter 8: Effective Data Management; 8.1. Introduction; 8.2. Real-Time Data; 8.3. Strategy Enablers; 8.4. Order Routing; 8.5. Impact on Operations and Technology; 8.6. Conclusion; Chapter 9: Minimizing Execution Costs; 9.1. Introduction; 9.2. Components of Trading Costs; 9.3. Price Impacts with Liquidity; 9.4. Cost of Waiting; 9.5. Explicit Costs-Commissions, Fees, and Taxes; 9.6. Conclusion; Chapter 10: Transaction Cost Research; 10.1. Introduction; 10.2. Post-Trade TCR; 10.3. Pre-Trade TCR; 10.4. The Future of Transaction Cost Research; 10.5. Conclusion
Chapter 11: Electronic and Algorithmic Trading for Different Asset Classes11.1. Introduction; 11.2. Development of Electronic Trading; 11.3. Electronic Trading Platforms; 11.4. Types of Systems; 11.5. TRACE-Reform in Transparency; 11.6. Foreign Exchange Markets; 11.7. The FX Market Ecosystem; 11.8. Conclusion; Chapter 12: Regulation NMS and Other Regulatory Reporting; 12.1. Introduction; 12.2. Regulatory Challenges; 12.3. The National Market System; 12.4. The Impact of Regulatory NMS; 12.5. Markets in Financial Instruments Directive in Europe; 12.6. Regulatory and Exchange Reporting
12.7. Example of an Exchange Data Processing System
Record Nr. UNINA-9910821254903321
Kim Kendall  
Amsterdam ; ; Boston, : Academic Press, an imprint of Elsevier, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Expectations and the structure of share prices [[electronic resource] /] / John G. Cragg and Burton G. Malkiel
Expectations and the structure of share prices [[electronic resource] /] / John G. Cragg and Burton G. Malkiel
Autore Cragg J. G
Pubbl/distr/stampa Chicago, : University of Chicago Press, 1982
Descrizione fisica 1 online resource (184 p.)
Disciplina 332.63/222/0724
Altri autori (Persone) MalkielBurton Gordon
Collana A National Bureau of Economic Research monograph
Soggetto topico Stocks - Prices - Mathematical models
Corporate profits - Forecasting - Mathematical models
Capital assets pricing model
Soggetto genere / forma Electronic books.
ISBN 1-282-06973-X
9786612069734
0-226-11672-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Relation of the Directors to the Work and Publications of the National Bureau of Economic Research -- Contents -- Preface -- 1. Nature and Sources of Data -- 2. Consensus, Accuracy, and Completeness of the Earnings Growth Forecasts -- 3. Valuation Models and Earnings Growth -- 4. Empirical Connection of the Growth Forecasts with Share-Valuation Models -- References -- Index
Record Nr. UNINA-9910454414403321
Cragg J. G  
Chicago, : University of Chicago Press, 1982
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Expectations and the structure of share prices [[electronic resource] /] / John G. Cragg and Burton G. Malkiel
Expectations and the structure of share prices [[electronic resource] /] / John G. Cragg and Burton G. Malkiel
Autore Cragg J. G
Pubbl/distr/stampa Chicago, : University of Chicago Press, 1982
Descrizione fisica 1 online resource (184 p.)
Disciplina 332.63/222/0724
Altri autori (Persone) MalkielBurton Gordon
Collana A National Bureau of Economic Research monograph
Soggetto topico Stocks - Prices - Mathematical models
Corporate profits - Forecasting - Mathematical models
Capital assets pricing model
Soggetto non controllato share prices, professional investors, investments, companies, businesses, forecasts, forecasting, market evaluations, stocks, math, mathematical models, profits, capital assets, data, consensus, accuracy, earnings growth, valuation, empirical connection, ratios, dividend payout, normal earning power, instability, expectations
ISBN 1-282-06973-X
9786612069734
0-226-11672-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Relation of the Directors to the Work and Publications of the National Bureau of Economic Research -- Contents -- Preface -- 1. Nature and Sources of Data -- 2. Consensus, Accuracy, and Completeness of the Earnings Growth Forecasts -- 3. Valuation Models and Earnings Growth -- 4. Empirical Connection of the Growth Forecasts with Share-Valuation Models -- References -- Index
Record Nr. UNINA-9910782975103321
Cragg J. G  
Chicago, : University of Chicago Press, 1982
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Expectations and the structure of share prices [[electronic resource] /] / John G. Cragg and Burton G. Malkiel
Expectations and the structure of share prices [[electronic resource] /] / John G. Cragg and Burton G. Malkiel
Autore Cragg J. G
Pubbl/distr/stampa Chicago, : University of Chicago Press, 1982
Descrizione fisica 1 online resource (184 p.)
Disciplina 332.63/222/0724
Altri autori (Persone) MalkielBurton Gordon
Collana A National Bureau of Economic Research monograph
Soggetto topico Stocks - Prices - Mathematical models
Corporate profits - Forecasting - Mathematical models
Capital assets pricing model
Soggetto non controllato share prices, professional investors, investments, companies, businesses, forecasts, forecasting, market evaluations, stocks, math, mathematical models, profits, capital assets, data, consensus, accuracy, earnings growth, valuation, empirical connection, ratios, dividend payout, normal earning power, instability, expectations
ISBN 1-282-06973-X
9786612069734
0-226-11672-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Relation of the Directors to the Work and Publications of the National Bureau of Economic Research -- Contents -- Preface -- 1. Nature and Sources of Data -- 2. Consensus, Accuracy, and Completeness of the Earnings Growth Forecasts -- 3. Valuation Models and Earnings Growth -- 4. Empirical Connection of the Growth Forecasts with Share-Valuation Models -- References -- Index
Record Nr. UNINA-9910818903303321
Cragg J. G  
Chicago, : University of Chicago Press, 1982
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Fundamental Index [[electronic resource] ] : a better way to invest / / Robert D. Arnott, Jason C. Hsu, John M. West
The Fundamental Index [[electronic resource] ] : a better way to invest / / Robert D. Arnott, Jason C. Hsu, John M. West
Autore Arnott Robert D
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (337 p.)
Disciplina 332.6
Altri autori (Persone) HsuJason C. <1974->
WestJohn M <1973-> (John Michael)
Soggetto topico Index mutual funds
Stocks - Prices - Mathematical models
Portfolio management
Soggetto genere / forma Electronic books.
Soggetto non controllato Fundamental Index
Research Affilliates Fundamental Index
ISBN 1-118-04548-3
1-281-37418-0
9786611374181
0-470-29413-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Fundamental Index: A Better Way to Invest; Contents; Foreword; Preface; Chapter 1: Efficient Indexing for an Inefficient Market; Chapter 2: Origins of the Fundamental Index Concept; Chapter 3: Investors' Greatest Errors; Chapter 4: The Virtues of Index Funds; Chapter 5: The Index Fund's Achilles' Heel; Chapter 6: A Fundamental(ly) Better Index; Chapter 7: Fundamental Index Performance in U.S. Stocks; Chapter 8: Beyond Borders: Fundamental Index Performance in Global Markets; Chapter 9: Has Theory Led the Profession Astray?; Chapter 10: The Basic Criticism: Our Style and Size Tilt
Chapter 11: Other Common Critiques: Hits and MissesChapter 12: Why Trust the Fundamental Index Concept?; Chapter 13: Finding Opportunity in a World of Lower Returns; Chapter 14: Using the Fundamental Index Strategy; Appendix; Notes; References; Index
Record Nr. UNINA-9910458448103321
Arnott Robert D  
Hoboken, N.J., : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui