Lindquist Brent (83 results)
- Softcover
Seller: Zoom Books Company, Lynden, WA, U.S.A.Zoom Books Company
Contact seller5-star sellerCondition: Used - Very good
US$ 5.70
Free ShippingShips within U.S.A.Quantity: 1 available
Condition: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.
- Softcover
Seller: BooksRun, Philadelphia, PA, U.S.A.BooksRun
Contact seller5-star sellerCondition: Used - Very good
US$ 6.24
Free ShippingShips within U.S.A.Quantity: 1 available
Paperback. Condition: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
- Softcover
Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contact seller5-star sellerCondition: Used - Very good
US$ 6.91
Free ShippingShips within U.S.A.Quantity: 2 available
Condition: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Softcover
Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contact seller5-star sellerCondition: Used - Good
US$ 6.91
Free ShippingShips within U.S.A.Quantity: 2 available
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Softcover
Seller: Better World Books Ltd, Dunfermline, United KingdomBetter World Books Ltd
Contact seller5-star sellerCondition: Used - Good
US$ 6.32
US$ 6.76 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Condition: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Softcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
US$ 27.28
Free ShippingShips within U.S.A.Quantity: 15 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
US$ 28.04
Free ShippingShips within U.S.A.Quantity: 15 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
US$ 28.24
US$ 4.45 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
US$ 28.28
US$ 4.45 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller5-star sellerCondition: New
US$ 32.00
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Condition: New.
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller5-star sellerCondition: New
US$ 33.00
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
Published by Sarah Lawrence College, 2004
- Softcover
- First Edition
Seller: marvin granlund, emeryville, CA, U.S.A.marvin granlund
Contact seller5-star sellerAssociation member: IOBA
Condition: Used - Very good
US$ 24.50
Free ShippingShips within U.S.A.Quantity: 1 available
Add to basketSpiral bound. Condition: Very Good. First Edition. Very Good spiral bound paperback about 10x10 inches. Some general reading wear. 107 pages, unmarked; ECR OV25; 4to 11" - 13" tall; 107 pages.
- Hardcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
US$ 37.56
Free ShippingShips within U.S.A.Quantity: 15 available
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 35.14
US$ 2.64 shippingShips within U.S.A.Quantity: 2 available
Condition: New.
- Hardcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
US$ 38.06
Free ShippingShips within U.S.A.Quantity: 15 available
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 41.00
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 38.50
US$ 2.64 shippingShips within U.S.A.Quantity: 2 available
Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
US$ 38.00
US$ 5.62 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
US$ 38.04
US$ 5.62 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Hardcover
- First Edition
Seller: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
US$ 44.34
Free ShippingShips within U.S.A.Quantity: Over 20 available
Hardback. Condition: New. 1st. Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for thi…s landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Hardcover
- First Edition
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 49.11
Free ShippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Hardback. Condition: New. 1st. Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for thi…s landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.
- Hardcover
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller5-star sellerCondition: New
US$ 45.24
US$ 6.39 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 43.67
US$ 13.52 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Hardcover. Condition: Brand New. 170 pages. 9.45x6.70x9.45 inches. In Stock.
- Softcover
Seller: Reuseabook, Gloucester, GLOS, United KingdomReuseabook
Contact seller5-star sellerCondition: Used - Good
US$ 51.96
US$ 13.52 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
paperback. Condition: Used; Good. Dispatched, from the UK, within 48 hours of ordering. This book is in good condition but will show signs of previous ownership. Please expect some creasing to the spine and/or minor damage to the cover.
- Softcover
Seller: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
Contact seller4-star sellerCondition: New
US$ 64.99
Free ShippingShips within U.S.A.Quantity: 1 available
Condition: New. Satisfaction Guaranteed or your money back.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 47.15
US$ 20.27 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 48.27
US$ 20.27 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan Yifan He, Davide Lauria, W. Brent Lindquist, Svetlozar (Zari) Rachev,
- Hardcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
Contact seller5-star sellerCondition: New
US$ 48.43
US$ 20.94 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
hardcover. Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 60.91
US$ 8.79 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
Advanced Reit Portfolio Optimization : Innovative Tools for Risk Management
Lindquist, W. Brent; Rachev, Svetlozar T.; Hu, Yuan; Shirvani, Abootaleb
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 68.62
US$ 2.64 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
