Lev Dynkin (74 results)
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: JERO BOOKS AND TEMPLET CO., SANTA MONICA, U.S.A.JERO BOOKS AND TEMPLET CO.
Contact seller5-star sellerCondition: Used - Very good
US$ 60.00
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Hardcover. Condition: Very Good. Dust Jacket Condition: Very Good. 3rd Printing. 3rd Printing (2007.) Hardcover with dust jacket. 8vo with 978 pages. The book and dust jacket are in very good condition with very slight shelf wear. Interior is clean and tight. "A first-of-its-kind publication from a team of practitioners at the f…ront lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language."This team combines intuition with strong empirical research." Green-Black spine/ White text. Size: 8vo. Engineering Management.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: MyLibraryMarket, Waynesville, U.S.A.MyLibraryMarket
Contact seller5-star sellerCondition: Used - As new
US$ 65.00
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Hardcover. Condition: As New. ***Please Read*** Personal note and Signature by one Author inside cover - No marks on text - My shelf location - 65-f-18*.
Systematic Investing in Credit
Dynkin, Lev; Dor, Arik Ben; Desclee, Albert; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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US$ 74.74
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Condition: As New. Unread book in perfect condition.
Systematic Investing in Credit
Dynkin, Lev; Dor, Arik Ben; Desclee, Albert; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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US$ 76.23
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Condition: New.
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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US$ 78.87
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Condition: New.
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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US$ 81.11
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Condition: As New. Unread book in perfect condition.
Measuring Esg Effects in Systematic Investing
Dor, Arik Ben; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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US$ 86.05
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Condition: New.
Systematic Investing in Credit
Dynkin, Lev; Dor, Arik Ben; Desclee, Albert; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 72.41
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Condition: New.
- Hardcover
Seller: INDOO, Avenel, U.S.A.INDOO
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US$ 91.36
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Condition: New. Brand New.
Measuring ESG Effects in Systematic Investing
Dor, Arik Ben/ Desclee, Albert/ Dynkin, Lev/ Guan, Jingling/ Hyman, Jay
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 80.11
US$ 16.79 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: Brand New. 504 pages. 9.33x6.42x1.10 inches. In Stock.
Systematic Investing in Credit
Dynkin, Lev; Dor, Arik Ben; Desclee, Albert; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 76.53
US$ 20.15 shippingShips from United Kingdom to U.S.A.Quantity: 13 available
Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 79.14
US$ 20.15 shippingShips from United Kingdom to U.S.A.Quantity: 5 available
Condition: New.
Systematic Investing in Credit (Frank J. Fabozzi Series)
Ben Dor, Arik; Desclee, Albert; Dynkin, Lev; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 85.65
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Condition: New. In.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 85.16
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Condition: As New. Unread book in perfect condition.
Measuring Esg Effects in Systematic Investing
Dor, Arik Ben; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 100.24
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Condition: As New. Unread book in perfect condition.
Systematic Investing in Credit (Frank J. Fabozzi Series)
Ben Dor, Arik; Desclee, Albert; Dynkin, Lev; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 94.92
US$ 8.73 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
Measuring Esg Effects in Systematic Investing
Dor, Arik Ben; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 91.36
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Condition: New.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 95.66
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Condition: New. In.
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 106.38
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Condition: New. pp. 388.
Systematic Investing in Credit
Arik Ben Dor, Simon Polbennikov, Albert Desclee, Lev Dynkin, Jay Hyman
- Hardcover
Seller: Rarewaves.com USA, London, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 116.05
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Hardback. Condition: New. Praise for SYSTEMATIC INVESTING in CREDIT "Lev and QPS continue to shed light on the most important questions facing credit investors. This book focuses on their latest cutting-edge research into the appropriate role of credit as an asset class, the dynamics of credit benchmarks, and potential ways to b…enefit from equity information to construct effective credit portfolios. It is must-read material for all serious credit investors."-Richard Donick, President and Chief Risk Officer, DCI, LLC, USA "Lev Dynkin and his team continue to spoil us; this book is yet another example of intuitive, insightful, and pertinent research, which builds on the team's previous research. As such, the relationship with this team is one of the best lifetime learning experiences I have had."-Eduard van Gelderen, Chief Investment Officer, Public Sector Pension Investment Board, Canada "The rise of a systematic approach in credit is a logical extension of the market's evolution and long overdue. Barclays QPS team does a great job of presenting its latest research in a practical manner."-David Horowitz, Chief Executive Officer and Chief Investment Officer, Agilon Capital, USA "Systematization reduces human biases and wasteful reinventing of past solutions. It improves the chances of investing success. This book, by a team of experts, shows you the way. You will gain insights into the advanced methodologies of combining fundamental and market data. I recommend this book for all credit investors."-Lim Chow Kiat, Chief Executive Officer, GIC Asset Management, Singapore "For nearly two decades, QPS conducted extensive and sound research to help investors meet industry challenges. The proprietary research in this volume gives a global overview of cutting-edge developments in alpha generation for credit investors, from signal extraction and ESG considerations to portfolio implementation. The book blazes a trail for enhanced risk adjusted returns by exploring the cross-asset relation between stocks and bonds and adding relevant information for credit portfolio construction. Our core belief at Ostrum AM, is that a robust quantamental approach, yields superior investment outcomes. Indeed, this book is a valuable read for the savvy investor."-Ibrahima Kobar, CFA, Global Chief Investment Officer, Ostrum AM, France "This book offers a highly engaging account of the current work by the Barclays QPS Group. It is a fascinating mix of original ideas, rigorous analytical techniques, and fundamental insights informed by a long history of frontline work in this area. This is a must-read from the long-time leaders in the field."-Professor Leonid Kogan, Nippon Telephone and Telegraph Professor of Management and Finance, MIT "This book provides corporate bond portfolio managers with an abundance of relevant, comprehensive, data-driven research for the implementation of superior investment performance strategies."-Professor Stanley J. Kon, Editor, Journal of Fixed income "This book is a treasur.
Systematic Investing in Credit (Frank J. Fabozzi Series)
Ben Dor, Arik; Desclee, Albert; Dynkin, Lev; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: Books Puddle, New York, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 113.83
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Condition: New.
- Hardcover
Seller: Rarewaves.com USA, London, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 121.24
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Hardback. Condition: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk an…d relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Measuring Esg Effects in Systematic Investing
Dor, Arik Ben; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 106.85
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Condition: As New. Unread book in perfect condition.
Measuring ESG Effects in Systematic Investing
Simon Polbennikov, Arik Ben Dor, Albert Desclee, Lev Dynkin, Jingling Guan, Jay Hyman
- Hardcover
Seller: Rarewaves.com USA, London, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 122.83
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Hardback. Condition: New. A unique perspective on the implications of incorporating ESG considerations in systematic investing In Measuring ESG in Systematic Investing, a team of authors from Barclays' top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research S…urvey in both the US and Europe) delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective-incorporating both credit and equity markets in the United States, Europe, and China-a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance. You'll also discover: Analysis of companies in the process of improving their ESG ranking ("ESG improvers") vs. firms with best-in-class ESG ratingsA study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positionsIn-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers Perfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, Measuring ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.
Measuring ESG Effects in Systematic Investing (The Wiley Finance Series)
Ben Dor, Arik; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay; Polbennikov, Simon
- Hardcover
Seller: Ubiquity Trade, Miami, U.S.A.Ubiquity Trade
Contact seller4-star sellerCondition: New
US$ 121.59
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Condition: New. Brand new! Please provide a physical shipping address.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Softcover
Seller: Books Puddle, New York, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 123.87
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Condition: New.
Measuring ESG Effects in Systematic Investing
Ben Dor, Arik; Desclee, Albert; Dynkin, Lev; Guan, Jingling; Hyman, Jay; Polbennikov, Simon
- Hardcover
- First Edition
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, IrelandKennys Bookshop and Art Galleries Ltd.
Contact seller5-star sellerCondition: New
US$ 119.55
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Condition: New. 2024. 1st Edition. hardcover. . . . . .
- Hardcover
Seller: Books Puddle, New York, U.S.A.Books Puddle
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US$ 124.86
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Condition: New. pp. 388 Index.
- Hardcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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US$ 106.59
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Hardback. Condition: New. New copy - Usually dispatched within 4 working days.
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Softcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 128.47
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Condition: New.
