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The 10-minute millionaire : the one secret anyone can use to turn $2,500 into $1 million or more / / D. R. Barton, Jr
The 10-minute millionaire : the one secret anyone can use to turn $2,500 into $1 million or more / / D. R. Barton, Jr
Autore Barton D. R.
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2017
Descrizione fisica 1 online resource (259 pages) : illustrations, tables
Disciplina 332.024
Soggetto topico Finance, Personal
Investments
Soggetto genere / forma Electronic books.
ISBN 1-118-85680-5
1-118-85691-0
Classificazione BUS036000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910162794103321
Barton D. R.  
Hoboken, New Jersey : , : Wiley, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
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30 years of IJSE [[electronic resource] ] : festschrift in honour of Professor John O'Brien . Part 1 / / guest editor, Barrie Pettman
30 years of IJSE [[electronic resource] ] : festschrift in honour of Professor John O'Brien . Part 1 / / guest editor, Barrie Pettman
Pubbl/distr/stampa [Bradford, England], : Emerald Group Pub., 2004
Descrizione fisica 1 online resource (189 p.)
Disciplina 332.6
Altri autori (Persone) PettmanBarrie
Collana International journal of social economics
Soggetto topico Investments
Economics
Soggetto genere / forma Electronic books.
ISBN 1-280-51567-8
9786610515677
1-84544-740-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; EDITORIAL ADVISORY BOARD; Abstracts and keywords; What determines private investment in Iran?; Politics of race and poverty in Fiji; The foundations of marriage: are they crumbling?; A reconsideration on the method of economic and social sciences; Edge cities, urban corridors and beyond; Prices and subsidies for Australian psychiatric services; Motivational needs and interdependent utilities; The relationship between religion and earnings: recent evidence from the NLS Youth Cohort; Moral considerations in outsourcing to foreign labor
Factors explaining the choice of an economics major
Record Nr. UNINA-9910449675003321
[Bradford, England], : Emerald Group Pub., 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
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30 years of IJSE [[electronic resource] ] : festschrift in honour of Professor John O'Brien . Part 1 / / guest editor, Barrie Pettman
30 years of IJSE [[electronic resource] ] : festschrift in honour of Professor John O'Brien . Part 1 / / guest editor, Barrie Pettman
Pubbl/distr/stampa [Bradford, England], : Emerald Group Pub., 2004
Descrizione fisica 1 online resource (189 p.)
Disciplina 332.6
Altri autori (Persone) PettmanBarrie
Collana International journal of social economics
Soggetto topico Investments
Economics
ISBN 1-280-51567-8
9786610515677
1-84544-740-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; EDITORIAL ADVISORY BOARD; Abstracts and keywords; What determines private investment in Iran?; Politics of race and poverty in Fiji; The foundations of marriage: are they crumbling?; A reconsideration on the method of economic and social sciences; Edge cities, urban corridors and beyond; Prices and subsidies for Australian psychiatric services; Motivational needs and interdependent utilities; The relationship between religion and earnings: recent evidence from the NLS Youth Cohort; Moral considerations in outsourcing to foreign labor
Factors explaining the choice of an economics major
Record Nr. UNINA-9910662550203321
[Bradford, England], : Emerald Group Pub., 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
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7 twelve [[electronic resource] ] : a diversified investment portfolio with a plan / / Craig L. Israelsen
7 twelve [[electronic resource] ] : a diversified investment portfolio with a plan / / Craig L. Israelsen
Autore Israelsen Craig L
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2010
Descrizione fisica 1 online resource (227 p.)
Disciplina 332.6
Soggetto topico Portfolio management
Investments
Soggetto genere / forma Electronic books.
ISBN 0-470-64987-9
1-119-20018-0
1-282-70786-8
9786612707865
0-470-64985-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 7Twelve: A Diversified Investment Portfolio with a Plan; CONTENTS; FOREWORD; PREFACE; ACKNOWLEDGMENTS; CHAPTER 1: A RECIPE FOR SUCCESS; CHAPTER 2: LINING UP THE INGREDIENTS; CHAPTER 3: THE MORE INGREDIENTS, THE BETTER; CHAPTER 4: GROWTH OF MONEY; CHAPTER 5: COMBINING INGREDIENTS THAT ZIG ZAG; CHAPTER 6: STIRRING THE MIX; CHAPTER 7: ADJUSTING THE SECRET SAUCE; CHAPTER 8: HOW LONG WILL MY NEST EGG LAST?; CHAPTER 9: SHOULD I TILT TOWARD VALUE OR GROWTH?; CHAPTER 10: SHOULD I JUMP IN OR LET THE POT SIMMER?; CHAPTER 11: A BETTER 401(K); CHAPTER 12: THE PROBLEM OF UNDERSAVING
CHAPTER 13: OF STOCKS, BONDS, AND RISKCHAPTER 14: ASSEMBLING YOUR PORTFOLIO; CHAPTER 15: 3 SECRETS + 4 PRINCIPLES = 7TWELVE PERFECTION; ABOUT THE AUTHOR; INDEX
Record Nr. UNINA-9910140740003321
Israelsen Craig L  
Hoboken, N.J., : Wiley, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Active alpha [[electronic resource] ] : a portfolio approach to selecting and managing alternative investments / / Alan H. Dorsey
Active alpha [[electronic resource] ] : a portfolio approach to selecting and managing alternative investments / / Alan H. Dorsey
Autore Dorsey Alan H
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, 2007
Descrizione fisica 1 online resource (402 p.)
Disciplina 332.6
Collana Wiley finance series
Soggetto topico Portfolio management
Investments
Factor analysis
Soggetto genere / forma Electronic books.
ISBN 1-119-20204-3
1-118-16114-9
1-280-91646-X
9786610916467
0-470-17431-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Investors in alternative investments and the necessary ingredients for a successful program -- Hedge funds -- Private equity -- Real estate -- Currency, commodities, timber and oil & gas -- The migration of hedge funds into the private equity realm -- Cash flow forecasting and its implications for rebalancing -- Alternative investment cash flow -- Leverage and portable alpha leverage -- Factor analysis : the rationale -- Factor analysis : the findings and discovering active alpha.
Record Nr. UNINA-9910143425503321
Dorsey Alan H  
Hoboken, N.J., : John Wiley & Sons, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Active value investing [[electronic resource] ] : making money in range bound markets / / Vitaliy N. Katsenelson
Active value investing [[electronic resource] ] : making money in range bound markets / / Vitaliy N. Katsenelson
Autore Katsenelson Vitaliy N
Pubbl/distr/stampa Hoboken, N.J., : J. Wiley & Sons, c2007
Descrizione fisica 1 online resource (306 p.)
Disciplina 332.6
Collana Wiley finance series
Soggetto topico Speculation
Investments
Soggetto genere / forma Electronic books.
ISBN 1-118-42883-8
1-119-19736-8
1-280-97464-8
9786610974641
0-470-18643-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Active Value Investing; Contents; Preface; Part One: What the Future Holds; Chapter 1: Introduction: Range-Bound Markets Happen; Chapter 2: Emotions of Secular Bull, Bear, and Range-Bound Markets; Chapter 3: Stock Market Math; Chapter 4: Bonds: A Viable Alternative?; Part Two: Active Value Investing; Introduction to Analytics: The Quality, Valuation, and Growth Framework; Introduction to Strategy: The Value of Process and Discipline; Introduction to Risk and Diversification; Appendix: Years to Bull Market; Acknowledgments; AUTHOR'S NOTE; Notes; Index
Record Nr. UNINA-9910143690103321
Katsenelson Vitaliy N  
Hoboken, N.J., : J. Wiley & Sons, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
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ActiveBeta indexes [[electronic resource] ] : capturing systematic sources of active equity returns / / Khalid Ghayur ... [et al.]; foreword by Andrew W. Lo
ActiveBeta indexes [[electronic resource] ] : capturing systematic sources of active equity returns / / Khalid Ghayur ... [et al.]; foreword by Andrew W. Lo
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, 2010
Descrizione fisica 1 online resource (242 p.)
Disciplina 332.63/222
Altri autori (Persone) GhayurKhalid
LowAndrew W
Collana Wiley finance series
Soggetto topico Stock price indexes
Investments
Soggetto genere / forma Electronic books.
ISBN 1-282-54758-5
9786612547584
1-118-26709-5
0-470-63295-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns; Contents; Foreword; Preface; Section One: Background; Section Two: ActiveBeta Conceptual Framework; Section Three: ActiveBeta Indexes; Section Four: ActiveBeta Customizable Solutions; Disclosures; Bibliography; About the Authors; Index
Record Nr. UNINA-9910140615503321
Hoboken, NJ, : John Wiley & Sons, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive asset allocation : dynamic global portfolios to profit in good times - and bad / / Adam Butler, Rodrigo Gordillo, Michael Philbrick
Adaptive asset allocation : dynamic global portfolios to profit in good times - and bad / / Adam Butler, Rodrigo Gordillo, Michael Philbrick
Autore Butler Adam <1975->
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2016
Descrizione fisica 1 online resource (227 p.)
Disciplina 332.6
Soggetto topico Portfolio management
Investments
Soggetto genere / forma Electronic books.
ISBN 1-119-22039-4
1-119-22037-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Title Page; Copyright; Table of Contents; Dedication; Acknowledgments; Part I: The Philosophy of Successful Investing; Chapter 1: The Most Important Concepts in Wealth Management; Chapter 2: The Narrative Is Reality; Chapter 3: Tightly Grouped Arrows Nowhere Near the Bull's-eye; Chapter 4: What Is Gestalt?; Chapter 5: Measuring the Relative Value of Portfolios; Chapter 6: The Whole Is Greater than the Sum of Its Parts; Chapter 7: Our Process Is a Financial Gestalt; Part II: Saving and Withdrawing from Portfolios; Chapter 8: Beware of Those Pesky "Volatility Gremlins"
Chapter 9: It's Not Just the Destination, It's Also the JourneyChapter 10: In a Perfect World; Chapter 11: Home on the Range; Chapter 12: Timing Is Everything; Chapter 13: Longevity Risk; Chapter 14: Plan for the Worst, Hope for the Best; Chapter 15: Sequence of Returns for Savers; Chapter 16: Individual Rate of Return for Savers; Chapter 17: Sequence of Returns for Retirees; Chapter 18: Do You Feel Lucky?; Part III: Current High Valuations Mean Lower Future Returns; Chapter 19: A Simple Model to Forecast Equity Market Returns; Chapter 20: Implied Future Returns over the Next 20 Years
Chapter 21: How Do We Do It?Chapter 22: Forecasts 80 Percent More Accurate than Always Assuming Long-Term Averages; Chapter 23: Roller Coasters Are for Amusement Parks; Chapter 24: The Last Five Years Have Been a Triumph for the Ostriches; Part IV: An Investment Framework for Stability, Growth, and Maximum Income; Chapter 25: A Word about Asset Allocation; Chapter 26: The Optimization Machine; Chapter 27: Garbage In, Garbage Out; Volatility; Correlations; Returns; The Flaw of Averages; Chapter 28: All We Know Is That We Know Nothing; Chapter 29: If We Know How Assets Should Behave
The Permanent Portfolio: Structural Diversification's Poster BoyJapan as a Deflationary Case Study; Chapter 30: A Structurally Diverse Investment Universe; Chapter 31: If We Can Estimate Volatility; Chapter 32: If We Can Estimate Volatility and Correlation; Chapter 33: If We Can Estimate Volatility, Correlations, and Returns; Chapter 34: Summary of the Optimization Machine; Chapter 35: Building to Adaptive Asset Allocation; Chapter 36: Integration of Adaptive Asset Allocation; The Next Generation of Portfolio Management; Part V: Why You Should Trust the Research
Chapter 37: The Usefulness and Uselessness of BacktestsDegrees of Freedom; Sample Size; Multiple Discovery; Structural Impediments to Asset Class Arbitrage; On the Robustness of Adaptive Asset Allocation; Chapter 38: Tactical Alpha and the Quantitative Case for Active Asset Allocation; Shoulders of Giants; Structure; Part One: Theory; Part Two: Empirical Analysis; Conclusion; Chapter 39: Sensitivity of Safe Withdrawal Rates to Longevity, Market, and Failure Risk Preferences with Implications for Asset Allocation; Safe Withdrawal Rates; Aftcasting; The Four Levers of Retirement
Pulling on the Levers
Record Nr. UNINA-9910466129003321
Butler Adam <1975->  
Hoboken, New Jersey : , : Wiley, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive asset allocation : dynamic global portfolios to profit in good times - and bad / / Adam Butler, Rodrigo Gordillo, Michael Philbrick
Adaptive asset allocation : dynamic global portfolios to profit in good times - and bad / / Adam Butler, Rodrigo Gordillo, Michael Philbrick
Autore Butler Adam <1975->
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2016
Descrizione fisica 1 online resource (227 p.)
Disciplina 332.6
Soggetto topico Portfolio management
Investments
Soggetto genere / forma Electronic books.
ISBN 1-119-22039-4
1-119-22037-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Title Page; Copyright; Table of Contents; Dedication; Acknowledgments; Part I: The Philosophy of Successful Investing; Chapter 1: The Most Important Concepts in Wealth Management; Chapter 2: The Narrative Is Reality; Chapter 3: Tightly Grouped Arrows Nowhere Near the Bull's-eye; Chapter 4: What Is Gestalt?; Chapter 5: Measuring the Relative Value of Portfolios; Chapter 6: The Whole Is Greater than the Sum of Its Parts; Chapter 7: Our Process Is a Financial Gestalt; Part II: Saving and Withdrawing from Portfolios; Chapter 8: Beware of Those Pesky "Volatility Gremlins"
Chapter 9: It's Not Just the Destination, It's Also the JourneyChapter 10: In a Perfect World; Chapter 11: Home on the Range; Chapter 12: Timing Is Everything; Chapter 13: Longevity Risk; Chapter 14: Plan for the Worst, Hope for the Best; Chapter 15: Sequence of Returns for Savers; Chapter 16: Individual Rate of Return for Savers; Chapter 17: Sequence of Returns for Retirees; Chapter 18: Do You Feel Lucky?; Part III: Current High Valuations Mean Lower Future Returns; Chapter 19: A Simple Model to Forecast Equity Market Returns; Chapter 20: Implied Future Returns over the Next 20 Years
Chapter 21: How Do We Do It?Chapter 22: Forecasts 80 Percent More Accurate than Always Assuming Long-Term Averages; Chapter 23: Roller Coasters Are for Amusement Parks; Chapter 24: The Last Five Years Have Been a Triumph for the Ostriches; Part IV: An Investment Framework for Stability, Growth, and Maximum Income; Chapter 25: A Word about Asset Allocation; Chapter 26: The Optimization Machine; Chapter 27: Garbage In, Garbage Out; Volatility; Correlations; Returns; The Flaw of Averages; Chapter 28: All We Know Is That We Know Nothing; Chapter 29: If We Know How Assets Should Behave
The Permanent Portfolio: Structural Diversification's Poster BoyJapan as a Deflationary Case Study; Chapter 30: A Structurally Diverse Investment Universe; Chapter 31: If We Can Estimate Volatility; Chapter 32: If We Can Estimate Volatility and Correlation; Chapter 33: If We Can Estimate Volatility, Correlations, and Returns; Chapter 34: Summary of the Optimization Machine; Chapter 35: Building to Adaptive Asset Allocation; Chapter 36: Integration of Adaptive Asset Allocation; The Next Generation of Portfolio Management; Part V: Why You Should Trust the Research
Chapter 37: The Usefulness and Uselessness of BacktestsDegrees of Freedom; Sample Size; Multiple Discovery; Structural Impediments to Asset Class Arbitrage; On the Robustness of Adaptive Asset Allocation; Chapter 38: Tactical Alpha and the Quantitative Case for Active Asset Allocation; Shoulders of Giants; Structure; Part One: Theory; Part Two: Empirical Analysis; Conclusion; Chapter 39: Sensitivity of Safe Withdrawal Rates to Longevity, Market, and Failure Risk Preferences with Implications for Asset Allocation; Safe Withdrawal Rates; Aftcasting; The Four Levers of Retirement
Pulling on the Levers
Record Nr. UNINA-9910656892303321
Butler Adam <1975->  
Hoboken, New Jersey : , : Wiley, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advances in portfolio construction and implementation [[electronic resource] /] / edited by Stephen Satchell, Alan Scowcroft
Advances in portfolio construction and implementation [[electronic resource] /] / edited by Stephen Satchell, Alan Scowcroft
Edizione [1st edition]
Pubbl/distr/stampa Amsterdam ; ; Oxford, : Butterworth-Heinemann, 2003
Descrizione fisica 1 online resource (384 p.)
Disciplina 332.6
Altri autori (Persone) SatchellS (Stephen)
ScowcroftAlan
Collana Butterworth-Heinemann finance
Soggetto topico Portfolio management
Portfolio management - Mathematical models
Investments
Soggetto genere / forma Electronic books.
ISBN 1-280-96633-5
9786610966332
1-4175-0763-2
0-08-047184-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Advances in Portfolio Construction and Implementation; Copyright Page; Contents; List of Contributors; Introduction; Chapter 1. A review of portfolio planning: models and systems; 1.1 Introduction and Overview; 1.2 Alternative Computational Models; 1.3 Symmetric and Asymmetric Measures of Risk; 1.4 Computational Models in Practice; 1.5 Preparation of Data: Financial Data Marts; 1.6 Solution Methods; 1.7 Computational Experience; 1.8 Discussions and Conclusions; 1.9 Appendix 1: Piecewise Linear Approximation of the Quadratic Form
1.10 Appendix 2: Comparative Computational Views of the Alternative ModelsReferences; Web References; Acknowledgements; Chapter 2. Generalized mean-variance analysis and robust portfolio diversification; 2.1 Introduction; 2.2 Generalized Mean-Variance Analysis; 2.3 The State Preference Theory Approach to Portfolio Construction; 2.4 Implementation and Simulation; 2.5 Conclusions and Suggested Further Work; References; Chapter 3. Portfolio construction from mandate to stock weight: a practitioner's perspective; 3.1 Introduction; 3.2 Allocating Tracking Error for Multiple Portfolio Funds
3.3 Tracking Errors for Arbitrary Portfolios3.4 Active CAPM, or How Far Should a Bet be Taken?; 3.5 Implementing Ideas in Real Stock Portfolios; 3.6 Conclusions; References; Chapter 4. Enhanced indexation; 4.1 Introduction; 4.2 Constructing a Consistent View; 4.3 Enhanced Indexing; 4.4 An Illustrative Example: Top-down or Bottom-up?; 4.5 Conclusions; 4.6 Appendix 1: Derivation of the Theil-Goldberger Mixed Estimator; 4.7 Appendix 2: Optimization; References; Notes; Chapter 5. Portfolio management under taxes; 5.1 Introduction; 5.2 Do Taxes Really Matter to Investors and Managers?
5.3 The Core Problems5.4 The State of the Art; 5.5 The Multi-Period Aspect; 5.6 Loss Harvesting; 5.7 After-Tax Benchmarks; 5.8 Conclusions; References; Chapter 6. Using genetic algorithms to construct portfolios; 6.1 Limitations of Traditional Mean-Variance Portfolio Optimization; 6.2 Selecting a Method to Limit the Number of Securities in the Final Portfolio; 6.3 Practical Construction of a Genetic Algorithm-Based Optimizer; 6.4 Performance of Genetic Algorithm; 6.5 Conclusions; References; Chapter 7. Near-uniformly distributed, stochastically generated portfolios
7.1 Introduction - A Tractable N-Dimensional Experimental Control7.2 Applications; 7.3 Dynamic Constraints; 7.4 Results from the Dynamic Constraints Algorithm; 7.5 Problems and Limitations with Dynamic Constraints Algorithm; 7.6 Improvements to the Distribution; 7.7 Results of the Dynamic Constraints with Local Density Control; 7.8 Conclusions; 7.9 Further Work; 7.10 Appendix 1: Review of Holding Distribution in Low Dimensions with Minimal Constraints; 7.11 Appendix 2: Probability Distribution of Holding Weight in Monte Carlo Portfolios in N Dimensions with Minimal Constraints
7.12 Appendix 3: The Effects of Simple Holding Constraints on Expected Distribution of Asset Holding Weights
Record Nr. UNINA-9910456029303321
Amsterdam ; ; Oxford, : Butterworth-Heinemann, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
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