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Essentials of Applied Portfolio Management
Language: English
Published by EGEA Spa - Bocconi University Pr, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Essentials of Applied Portfolio Management
Language: English
Published by Egea Spa - Bocconi University Press, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
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Essentials of Applied Portfolio Management
Language: English
Published by Bocconi University Press, IT, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Paperback. Condition: New. This book offers an essential introduction to modern portfolio theory. The book provides a number of simple, practical examples to allow the reader to apply the theoretical concepts presented in each chapter. A portion of such practical cases are worked out in Excel and made available via the publisher's companion website Mybook. The book takes inspiration from Markowitz' classical mean-variance, it then proceeds to develop modelling tools of increasing sophistication that eventually take into account the role played by generic risk-averse preferences. The book also explores a few advanced topics: the use of multi-factor asset pricing models and the role of background risks and human capital. The book is tailored for a course at MSc level.
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Condition: new.
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Essentials of applied portfolio management
Language: English
ISBN 10: 8899902054 ISBN 13: 9788899902056
Seller: libreriauniversitaria.it, Occhiobello, RO, Italy
Seller rating 4 out of 5 stars
Condition: NEW.
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Condition: As New. Unread book in perfect condition.
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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 69.86
US$ 16.00 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets : An Empirical Model
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 69.85
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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. This book uses modern linear and nonlinear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. Num Pages: 141 pages, biography. BIC Classification: KCX; KFFH; KFFM2. Category: (P) Professional & Vocational. Dimension: 148 x 223 x 18. Weight in Grams: 318. . 2015. Hardback. . . . .
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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets : An Empirical Model
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 76.93
US$ 20.03 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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Essentials of Applied Portfolio Management
Language: English
Published by Bocconi University Press, IT, 2017
ISBN 10: 8885486088 ISBN 13: 9788885486089
Paperback. Condition: New. This book offers an essential introduction to modern portfolio theory. The book provides a number of simple, practical examples to allow the reader to apply the theoretical concepts presented in each chapter. A portion of such practical cases are worked out in Excel and made available via the publisher's companion website Mybook. The book takes inspiration from Markowitz' classical mean-variance, it then proceeds to develop modelling tools of increasing sophistication that eventually take into account the role played by generic risk-averse preferences. The book also explores a few advanced topics: the use of multi-factor asset pricing models and the role of background risks and human capital. The book is tailored for a course at MSc level.
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Essentials of Time Series for Financial Applications
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
US$ 92.58
US$ 10.19 shipping
Ships from United Kingdom to U.S.A.Quantity: 1 available
Add to basketPAP. Condition: Used - Very Good. Used - Like New Book. Shipped from UK. Established seller since 2000.
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US$ 90.10
US$ 13.35 shipping
Ships from United Kingdom to U.S.A.Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 130 pages. 5.50x8.50x0.75 inches. In Stock.
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Condition: New. This book uses modern linear and nonlinear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. Num Pages: 141 pages, biography. BIC Classification: KCX; KFFH; KFFM2. Category: (P) Professional & Vocational. Dimension: 148 x 223 x 18. Weight in Grams: 318. . 2015. Hardback. . . . . Books ship from the US and Ireland.
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US$ 106.95
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Add to basketCondition: New. pp. 434.
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Condition: New.
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Condition: New. pp. 434.
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Essentials of Time Series for Financial Applications
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 131.66
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Big data e sentiment analysis. Il futuro dell'asset management (Cultura di impresa)
Seller: libreriauniversitaria.it, Occhiobello, RO, Italy
Seller rating 4 out of 5 stars
Condition: NEW.
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Condition: As New. Unread book in perfect condition.
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Essentials of Time Series for Financial Applications
Language: English
Published by Academic Press 2018-05-31, 2018
ISBN 10: 0128134097 ISBN 13: 9780128134092
US$ 129.37
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Ships from United Kingdom to U.S.A.Quantity: 10 available
Add to basketPaperback. Condition: New.
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Condition: New. pp. 434.
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Essentials of Time Series for Financial Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 131.65
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Kartoniert / Broschiert. Condition: New. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the pro.
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Essentials of Time Series for Financial Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 146.78
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Add to basketCondition: As New. Unread book in perfect condition.
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Taschenbuch. Condition: Neu. Essentials of Time Series for Financial Applications | Massimo Guidolin (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2018 | Elsevier Inc | EAN 9780128134092 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.
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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model
Language: English
Published by SPRINGER NATURE Nov 2015, 2015
ISBN 10: 1137561386 ISBN 13: 9781137561381
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil.This book uses modern linear and non-linear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. These include equity and corporate bond markets as well as relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core Eurozone countries. The authors analyse and compare the results from linear and non-linear models to identify and assess four distinct contagion channels characterizing both US and European financial markets. These include the correlated information, risk premium, flight-to-liquidity, and flight-to quality channels. The results of this study support the theory that both investors and policy-makers ought to pay special attention to liquidity and commonalities in the perceptions of the probabilities of default, as channels through which financial shocks propagate. 131 pp. Englisch.
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Condition: New. Print on Demand pp. 131.
