Lindquist Brent (82 results)
- Softcover
Seller: Zoom Books Company, Lynden, WA, U.S.A.Zoom Books Company
Contact seller5-star sellerCondition: Used - Very good
US$ 5.01
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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: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contact seller5-star sellerCondition: Used - Very good
US$ 6.91
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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$ 7.95
US$ 6.75 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
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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
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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$ 28.20
US$ 4.44 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$ 28.24
US$ 4.44 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 seller4-star sellerCondition: New
US$ 32.00
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Condition: New.
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 33.00
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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
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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
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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
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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$ 37.94
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$ 37.98
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, OSWEGO, IL, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
US$ 44.34
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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$ 49.23
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$ 44.67
US$ 6.34 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$ 43.61
US$ 13.50 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$ 51.88
US$ 13.50 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.
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$ 46.09
US$ 20.25 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
Contact seller5-star sellerCondition: New
US$ 64.99
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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: New
US$ 48.51
US$ 20.25 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$ 48.36
US$ 20.91 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$ 8.77 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
- Softcover
- Print on Demand
Seller: Forgotten Books, London, United KingdomForgotten Books
Contact seller4-star sellerCondition: New
US$ 17.12
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Paperback. Condition: New. Print on Demand. This book presents the latest advances in front tracking, a method of simulating complex flows such as those found in oil reservoirs. Historically, computer simulations of oil reservoirs have struggled with challenges in resolution (level of detail) and accuracy due to the complex phys…ics involved in fluid flow through porous media, especially when different fluids like oil and water interact in intricate ways. The author, an expert in the field of computational fluid dynamics, provides a comprehensive overview of using front tracking to simulate these flows, beginning with fundamental concepts and extending to advanced topics like wave interactions and algorithm design. With front tracking, scientists can capture intricate details such as unstable interfaces and flow instabilities that significantly impact oil recovery. This approach provides a substantial improvement in accuracy over traditional numerical methods, enabling more reliable and predictive reservoir simulations. The concluding chapter highlights the potential applications of front tracking beyond oil reservoirs, making this book a valuable resource for researchers in computational fluid dynamics, hydrology, and other areas involving complex multi-phase flow phenomena. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
More images- Softcover
- Print on Demand
Seller: Forgotten Books, London, United KingdomForgotten Books
Contact seller5-star sellerCondition: New
US$ 17.32
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Paperback. Condition: New. Print on Demand. This book covers the foundational knowledge of piecewise solutions to two-dimensional Riemann problems. These are linear differential equations which form from a jump in value within a continuous function, specifically equations that contain only one inflection point. The author begins… by explaining the reduction of generalized Riemann problems to one-dimensional Riemann problems and the conditions under which solutions to such equations are piecewise smooth. The bulk of the book focuses on the identification of general two-dimensional non-linear waves as they relate to piecewise smooth solutions to the two-dimensional Riemann problem for the case where the scalar input functions f and g have only one inflection point and differ by a multiplicative constant. The author classifies these waves and discusses the entropy condition as it applies to the jump points and irregular points that arise. This book then goes on to demonstrate a construction method for generating entropy-obeying solutions from the identified non-linear waves. The solution for a function with no inflection points is presented, along with an example of a function with a single inflection point. The book concludes with an application of these two-dimensional Riemann problems to the study of two-phase flow in porous media, specifically the interaction of water and oil banks in oil reservoirs. The author explains how the dynamics of these interactions can be approximated by solving the Riemann problem for the governing equations of incompressible two-phase flow. This book presents a rigorous and in-depth exploration of two-dimensional Riemann problems and their solutions, making it an essential resource for researchers and professionals working in applied mathematics, fluid dynamics, and related fields. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
