Pedio Manuela (24 results)

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.

Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

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.…

Hardcover. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.

Condition: New. In.

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. . . . . …

Condition: New. pp. 131.

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.…

Hardcover. Condition: Brand New. 130 pages. 5.50x8.50x0.75 inches. In Stock.

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. …

Condition: New. pp. 434.

Condition: New.

Condition: New. pp. 434.

Condition: As New. Unread book in perfect condition.

Condition: New. In.

Condition: New. pp. 434.

Condition: New.

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.

Condition: As New. Unread book in perfect condition.

Condition: New. Print on Demand pp. 131.

Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…

Condition: New. PRINT ON DEMAND pp. 131.

Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Viola Fabbrini&nbsphas collaborated as&nbspa researcher&nbspwith Bocconi University, Italy, and&nbspshe is a mergers and acquisition advisor in the US. Massimo Guidolin is Professor of Finance at Bocconi University and Director of Bocconi s FT-r.…

Paperback. Condition: Brand New. 417 pages. 10.75x8.50x1.25 inches. In Stock. This item is printed on demand.