Dor arik ben (65 resultados)

Hardback. Condición: Good. 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 and relative value.…

Hardback. Condición: Good. 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 and relative value.…

Condición: good. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May include "From the library of" labels. Shrink wrap, dust covers, or boxed set case may be missing. Item may be missing bundled media.…

Condición: acceptable. Fairly worn, but readable and intact. If applicable: Dust jacket, disc or access code may not be included.

Hardcover. Condición: 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.

Hardback. Condición: Very Good. 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 and relative value.…

Hardback. Condición: Very Good. 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 and relative value.…

Condición: New.

Condición: As New. Unread book in perfect condition.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: new.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: new.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

Condición: New.

Hardcover. Condición: new. Hardcover. 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 Survey 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 perspectiveincorporating both credit and equity markets in the United States, Europe, and Chinaa 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. Youll 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condición: New.

Condición: very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.…

Condición: New. Brand New.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: New. Brand new book, sourced directly from publisher. Dispatch time is 3-4 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Condición: New.

Condición: New.

Hardcover. Condición: Very Good. Integrating ESG in Systematic Investing (The Wiley Finance Series) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .…

Condición: As New. Unread book in perfect condition.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: As New. Unread book in perfect condition.

Condición: New.