The Rise of the Quants: Marschak, Sharpe, Black, Scholes and Merton, Read C.
Автор: Tatsuro Ichiishi; Thomas Marschak Название: Markets, Games, and Organizations ISBN: 3642534651 ISBN-13(EAN): 9783642534652 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: We are pleased to help celebrate Roy Radner`s 75th birthday, by issuing in one volume the papers that originally appeared in his honor in two special issues of Review of Economic Design (Vol.
Автор: Schurr Sam H., Marschak Jacob Название: Economic Aspects of Atomic Power ISBN: 069162738X ISBN-13(EAN): 9780691627380 Издательство: Wiley Рейтинг: Цена: 7683.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Economists of the Cowles Commission of the University of Chicago present the first comprehensive study of the long-range effects on world economy of atomic power and its implications for industries producing oil, coal, and electric power. The study includes a consideration of the characteristics of atomic power, covering source and cost of fuels, t
Автор: C. Read Название: The Rise of the Quants ISBN: 023027417X ISBN-13(EAN): 9780230274174 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The third book in the Great Minds in Finance series examines the pricing of securities and the risk/reward trade off through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton, influencing both theory and practice, answering the question `how do we measure risk?`
Автор: Ahuja Maneet, Scholes Myron, El-Erian Mohamed Название: The Alpha Masters: Unlocking the Genius of the World`s Top Hedge Funds ISBN: 1118971175 ISBN-13(EAN): 9781118971178 Издательство: Wiley Рейтинг: Цена: 3002.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The ultimate behind-the-curtain look at the hedge fund industry, unlocking the most valuable stories, secrets, and lessons directly from those who have played the game best.
You have great investment ideas. If you turn them into highly profitable portfolios, this book is for you.
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors is for fundamental equity analysts and portfolio managers, present, and future. Whatever stage you are at in your career, you have valuable investment ideas but always need knowledge to turn them into money. This book will introduce you to a framework for portfolio construction and risk management that is grounded in sound theory and tested by successful fundamental portfolio managers. The emphasis is on theory relevant to fundamental portfolio managers that works in practice, enabling you to convert ideas into a strategy portfolio that is both profitable and resilient. Intuition always comes first, and this book helps to lay out simple but effective "rules of thumb" that require little effort to implement and understand. At the same time, the book shows how to implement sophisticated techniques in order to meet the challenges a successful investor faces as his or her strategy grows in size and complexity. Advanced Portfolio Management also contains more advanced material and a quantitative appendix, which benefit quantitative researchers who are members of fundamental teams.
You will learn how to:
Separate stock-specific return drivers from the investment environment's return drivers
Understand current investment themes
Size your cash positions based on
Your investment ideas
Understand your performance
Measure and decompose risk
Hedge the risk you don't want
Use diversification to your advantage
Manage losses and control tail risk
Set your leverage
Author Giuseppe A. Paleologo has consulted, collaborated, taught, and drank strong wine with some of the best stock-pickers in the world; he has traded tens of billions of dollars hedging and optimizing their books and has helped them navigate through big drawdowns and even bigger recoveries. Whether or not you have access to risk models or advanced mathematical background, you will benefit from the techniques and the insights contained in the book--and won't find them covered anywhere else.
Автор: Schurr Sam H., Marschak Jacob Название: Economic Aspects of Atomic Power ISBN: 0691628777 ISBN-13(EAN): 9780691628776 Издательство: Wiley Рейтинг: Цена: 19220.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Economists of the Cowles Commission of the University of Chicago present the first comprehensive study of the long-range effects on world economy of atomic power and its implications for industries producing oil, coal, and electric power. The study includes a consideration of the characteristics of atomic power, covering source and cost of fuels, t
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
