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Sustainability Analysis and Environmental Decision-Making Using Simulation, Optimization, and Computational Analytics
| Sustainability Analysis and Environmental Decision-Making Using Simulation, Optimization, and Computational Analytics |
| Autore | Yeomans Julian Scott |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (248 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
streamflow forecasting
C-vine copula quantile regression joint dependencies water resource management ecological relationship factorial analysis input-output analysis optimal path reduction urban solid waste system desalination reverse osmosis modelling simulation parameter estimation seawater boron watershed management nonpoint source pollution point source pollution water quality pollutant loadings South Texas eco-efficiency DEA CO2 emissions forecasting ecological indicators biomass gasification machine learning computer modeling computer simulation regression model reduction LASSO classification feature selection financial market investing sustainability renewable energy support energy modeling energy system design generation profile environmental footprint renewable energy electricity production unlisted companies Germany feed-in tariff biofuel policy investment profitability analysis the pay-off method simulation decomposition sourcing operational flexibility business aviation turboprop electric motor specific power Monte Carlo simulation Iowa food-energy-water nexus nitrogen export system modeling weather modeling optimal allocation interval fuzzy dynamic programming water resources |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557620403321 |
Yeomans Julian Scott
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| 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 |
|
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 | ||
| ||