Lauria davide (24 resultados)
Idioma: Inglés
Editorial: Aconyte, 2021
- Tapa blanda
Librería: HPB Inc., Dallas, TX, Estados Unidos de AmericaHPB Inc.
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Bueno
EUR 12,94
Envío por EUR 3,24Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
paperback. Condición: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Idioma: Inglés
Editorial: Aconyte Books, 2025
- Tapa blanda
Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 17,78
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
The Devourer Below
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Idioma: Inglés
Editorial: Aconyte Books, 2025
- Tapa blanda
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 19,10
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
The Devourer Below
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Idioma: Inglés
Editorial: Aconyte Books, 2025
- Tapa blanda
Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 17,34
Envío por EUR 4,86Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: Aconyte, 2021
- Tapa blanda
Librería: Sell Books, Elland, YORKS, Reino UnidoSell Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Aceptable
EUR 12,26
Envío por EUR 14,20Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
paperback. Condición: Good. Our good condition books are generally good for reading but not for gifting or collecting. They could have imperfections such as creasing, fanning, inscriptions, margin notes, yellowing, staining on edge or cover or pages, bumps, scuffs, etc etc (sometimes multiple of these). It's a wide category that… encompasses anything that isn't almost-new down to anything that is slightly better than poor. We would NOT recommend gifting Good books - these should be considered reading copies. Our books are dispatched from a Yorkshire former cotton mill. We list via barcode/ISBN so please note that the images are stock images and may not be the exact copy you receive, furthermore the details about edition and year might not be accurate as many publishers reuse the same ISBN for multiple editions and as we simply scan a barcode or enter an ISBN we do not check the validity of the edition data when listing. If you're looking for an exact edition please don't order (at least not without checking with us first, although we don't always have time to check). We aim to dispatch prompty, the service used will depend on order value and book size. We can ship to most countries, see our shipping policies. Payment is via Abe only.
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: Nuevo
EUR 31,23
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: 2 disponibles
Condición: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Tapa dura
Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 36,44
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
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
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: 2 disponibles
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
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
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.
- Tapa dura
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
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.
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.
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.
Risk Management for Cryptocurrency Portfolios
Yifan He|W. Brent Lindquist|Svetlozar (zari Rachev|Davide Lauria
- Tapa dura
Librería: moluna, Greven, Alemaniamoluna
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
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.
- Tapa dura
Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 44,95
Envío por EUR 62,16Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 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 th…is 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 UK, London, Reino UnidoRarewaves.com UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 41,76
Envío por EUR 75,94Se 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.
- Tapa dura
Librería: Buchpark, Trebbin, AlemaniaBuchpark
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Excelente
EUR 24,31
Envío por EUR 105,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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 em…pirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Idioma: Inglés
Editorial: Aconyte Books, 2025
- Tapa blanda
- Impresión bajo demanda
Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 17,05
Envío por EUR 7,59Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. Print on Demand.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Idioma: Inglés
Editorial: Aconyte Books, 2025
- Tapa blanda
- Impresión bajo demanda
Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 22,87
Envío por EUR 3,44Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. Print on Demand.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
Idioma: Inglés
Editorial: Aconyte Books, 2025
- Tapa blanda
- Impresión bajo demanda
Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 17,74
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. PRINT ON DEMAND.
