He yifan (60 resultados)
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 31,23
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Condición: New.
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Librería: BargainBookStores, Grand Rapids, MI, Estados Unidos de AmericaBargainBookStores
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EUR 33,58
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Hardback or Cased Book. Condición: New. Risk Management for Cryptocurrency Portfolios. Book.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 36,44
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Condición: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 34,22
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Condición: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Tapa dura
- Primera edición
Librería: Rarewaves USA, HEBRON, KY, Estados Unidos de AmericaRarewaves USA
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 39,41
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: 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
- Tapa dura
- Primera edición
Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 43,65
Gastos de envío gratisSe envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: 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.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 37,75
Envío por EUR 11,68Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardcover. Condición: Brand New. 170 pages. 9.45x6.70x9.45 inches. In Stock.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 45,06
Envío por EUR 4,86Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
HRD. Condición: 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
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 40,41
Envío por EUR 17,53Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Condición: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 41,77
Envío por EUR 17,53Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Condición: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan Yifan He, Davide Lauria, W. Brent Lindquist, Svetlozar (Zari) Rachev,
- Tapa dura
Librería: Chiron Media, Wallingford, Reino UnidoChiron Media
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 41,86
Envío por EUR 18,10Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
hardcover. Condición: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Tapa dura
Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 54,14
Envío por EUR 7,59Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New.
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 43,08
Envío por EUR 18,99Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 44,95
Envío por EUR 23,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. Neuware -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. 162 pp. Englisch.
- Tapa dura
Librería: Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, AlemaniaRheinberg-Buch Andreas Meier eK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 44,95
Envío por EUR 23,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. Neuware -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. 162 pp. Englisch.
- Tapa dura
Librería: Wegmann1855, Zwiesel, AlemaniaWegmann1855
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EUR 44,95
Envío por EUR 25,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. Neuware -Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio opti…mization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 67,75
Envío por EUR 9,50Se envía de Irlanda a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. 2025. hardcover. . . . . .
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 79,41
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Condición: New.
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
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EUR 81,77
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 80,44
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Tapa dura
Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 82,36
Envío por EUR 3,44Se envía dentro de Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Tapa dura
- Primera edición
Librería: Rarewaves USA United, HEBRON, KY, Estados Unidos de AmericaRarewaves USA United
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 41,84
Envío por EUR 43,15Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: 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.
- Tapa dura
Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 89,77
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Condición: New.
Risk Management for Cryptocurrency Portfolios
Yifan He|W. Brent Lindquist|Svetlozar (zari Rachev|Davide Lauria
- Tapa dura
Librería: moluna, Greven, Alemaniamoluna
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EUR 40,62
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New. Davide Lauria is a professor in the Mathematics department at Texas Tech University. W. Brent Lindquist is a computational mathematician and Professor in the Department of Mathematics & Statistics at the Texas Tech University. He has develo.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 84,15
Envío por EUR 9,06Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. 2025. hardcover. . . . . . Books ship from the US and Ireland.
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 95,08
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
- Tapa dura
Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 88,31
Envío por EUR 7,90Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
- Tapa dura
Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 83,96
Envío por EUR 14,00Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. In.
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 83,95
Envío por EUR 17,53Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
- Tapa dura
Librería: Rarewaves USA, HEBRON, KY, Estados Unidos de AmericaRarewaves USA
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EUR 104,05
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New.
