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Quantitative Methods in Economics and Finance
| Quantitative Methods in Economics and Finance |
| Autore | Kliestik Tomas |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (164 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
omnichannel (omni-channel) sales
sales funnel cost of sales customer relationship management (CRM), Big Data robo-advisor financial innovations diffusion exchange traded funds stock index futures stock index options stock market indexes business finance earnings management EBIT financial modelling homogeneity stationarity time series methods unit root loan pricing RAROC loan origination exchange-rate risk long-range dependency wavelets multi-frequency analysis AUD–USD exchange rate π-option American-type option optimal stopping Monte Carlo simulation economic security of companies valuation of intangible assets and intellectual property International Valuation Standards (IVS) legal disputes over intellectual rights time series prediction exchange rate artificial neural networks radial basis function multi-layer perceptron seasonal fluctuations global economy |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557556203321 |
Kliestik Tomas
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Analysis and Portfolio Modelling
| Risk Analysis and Portfolio Modelling |
| Autore | Allen David |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (224 p.) |
| Soggetto non controllato |
risk assessment
mortgage portfolio insider trade contagion effect risk capital liquidity risk hedonic modeling rolling wavelet correlation inverse coefficient of variation exchange traded funds sovereign risk/debt securitized real estate and local stock markets portfolio optimization portfolio analysis risk premium performance measurement risk analysis contagion outperformance probability Sharpe ratio probability of default small and medium enterprises RAROC sovereign defaults risk attribution multiresolution analysis credit ratings debt maturity structure herding asset-backed securities modern portfolio theory housing segments analytic hierarchy process African countries Asian firms decentralization credit scoring dependence mutual funds spillover effect capital allocation copulas matched filter institutional holding crop insurance factor investing wavelet coherence and phase difference risk value-at-risk rearrangement algorithm |
| ISBN | 3-03921-625-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367752303321 |
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Allen David
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
| What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch |
| Autore | Romero Philip J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (148 pages) |
| Disciplina | 332.6327 |
| Collana | Economics collection |
| Soggetto topico |
Hedge funds
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
absolute return
active investment management arbitrage capital asset pricing model CAPM derivatives exchange traded funds ETF fat tails finance hedge funds hedging high-frequency trading HFT investing investment management long/short modern portfolio theory MPT optimization quant quantitative trading strategies portfolio construction portfolio management portfolio optimization trading trading strategies Wall Street |
| ISBN | 1-63157-090-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index. |
| Record Nr. | UNINA-9910458929803321 |
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Romero Philip J.
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
| What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch |
| Autore | Romero Philip J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (148 pages) |
| Disciplina | 332.6327 |
| Collana | Economics collection |
| Soggetto topico |
Hedge funds
Fons especulatius Gestió de cartera Portfolio management |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
absolute return
active investment management arbitrage capital asset pricing model CAPM derivatives exchange traded funds ETF fat tails finance hedge funds hedging high-frequency trading HFT investing investment management long/short modern portfolio theory MPT optimization quant quantitative trading strategies portfolio construction portfolio management portfolio optimization trading trading strategies Wall Street |
| ISBN | 1-63157-090-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index. |
| Record Nr. | UNINA-9910791003103321 |
|
Romero Philip J.
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
| What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch |
| Autore | Romero Philip J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (148 pages) |
| Disciplina | 332.6327 |
| Collana | Economics collection |
| Soggetto topico |
Hedge funds
Fons especulatius Gestió de cartera Portfolio management |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
absolute return
active investment management arbitrage capital asset pricing model CAPM derivatives exchange traded funds ETF fat tails finance hedge funds hedging high-frequency trading HFT investing investment management long/short modern portfolio theory MPT optimization quant quantitative trading strategies portfolio construction portfolio management portfolio optimization trading trading strategies Wall Street |
| ISBN | 1-63157-090-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index. |
| Record Nr. | UNINA-9910817453103321 |
|
Romero Philip J.
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||