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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

09.11.2012

Abbildungen

XIII, 342 p.

Herausgeber

Christian Dunis

Verlag

Springer Us

Seitenzahl

342

Maße (L/B/H)

23,5/15,5/2 cm

Gewicht

546 g

Auflage

Softcover reprint of the original 1st ed. 2000

Sprache

Englisch

ISBN

978-1-4613-6974-5

Beschreibung

Portrait

CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms, a Visiting Professor of International Finance at Venice International University and an Official Reviewer attached to the European Commission for the evaluation of applications to finance of emerging software technologies. He is an Editor of the European Journal of Finance, and has widely published in the field of financial markets analysis and forecasting. He has organised the Forecasting Financial Markets Conference since 1994.

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

09.11.2012

Abbildungen

XIII, 342 p.

Herausgeber

Christian Dunis

Verlag

Springer Us

Seitenzahl

342

Maße (L/B/H)

23,5/15,5/2 cm

Gewicht

546 g

Auflage

Softcover reprint of the original 1st ed. 2000

Sprache

Englisch

ISBN

978-1-4613-6974-5

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: ProductSafety@springernature.com

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  • Produktbild: Advances in Quantitative Asset Management
  • Produktbild: Advances in Quantitative Asset Management
  • 1: Advances In Asset Allocation And Portfolio Management.- 1. Introducing Higher Moments in the CAPM: Some Basic Ideas.- 2. Fat Tails and the Capital Asset Pricing Model.- 3. The Efficiency of Fund Management: An Applied Stochastic Frontier Model.- 4. Investment Styles in the European Equity Markets.- 5. Advanced Adaptive Architectures for Asset Allocation.- 6. High Frequency Data and Optimal Hedge Ratios.- 2: Modelling Risk, Return And Correlation.- 7. Large Scale Conditional Correlation Estimation.- 8. The Pitfalls in Fitting GARCH(1,1) Processes.- 9. Factor GARCH, Regime-Switching and the Term Structure of Interest Rates.- 10. Hedging a Portfolio of Corporate Bonds Using PCA/GARCH Yield Curve Analysis.- 11. Analysis of Time Varying Exchange Rate Risk Premia.- 12. Volatility Modelling in the Forex Market: An Empirical Evaluation.- 13. Five Classification Algorithms to Predict High Performance Stocks.- 14. Forecasting Financial Time Series with Generalized Long Memory Processes.