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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 95,51
Envío por EUR 17,43Se 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: Revaluation Books, Exeter, Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 220,12
Envío por EUR 11,69Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardcover. Condición: Brand New. 1st edition. 320 pages. 9.30x6.30x1.00 inches. In Stock.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 223,00
Envío por EUR 62,17Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Buch. Condición: Neu. Neuware - With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This new paradigm leverages 'embedded' quantitative processes and methods to provide more transparent, adaptive, reliable and easily implemented…'risk assessment-based' practices. This book surveys the most widely used factor models employed within the field of financial asset pricing. Through the concrete application of evaluating risks in the hedge fund industry, the authors demonstrate that signal processing techniques are an interesting alternative to the selection of factors (both fundamentals and statistical factors) and can provide more efficient estimation procedures, based on lq regularized Kalman filtering for instance. With numerous illustrative examples from stock markets, this book meets the needs of both finance practitioners and graduate students in science, econometrics and finance.
