Télécharger le livre :  Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the...
Editeur : Palgrave Macmillan
Parution : 2015-12-26

Format(s) : PDF
52,74

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Télécharger le livre :  Diversification and Portfolio Management of Mutual Funds

This book addresses the importance of diversification for reducing volatility of investment portfolios. It shows how to improve investment efficiency, and explains how international diversification reduces overall risk while enhancing performance.This book is a crucial...
Editeur : Palgrave Macmillan
Parution : 2015-12-17
Collection : Finance and Capital Markets Series
Format(s) : PDF
210,99

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Télécharger le livre :  Performance of Mutual Funds

This book responds to a growing demand for mutual funds.This timely collection of original papers focuses on changes of international investment in Europe, the US and New Zealand. Using a fresh approach, innovative techniques and various models this book assesses...
Editeur : Palgrave Macmillan
Parution : 2015-12-04
Collection : Finance and Capital Markets Series
Format(s) : PDF
210,99

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Télécharger le livre :  Best Practices in Management Accounting

Management accounting has undergone significant evolution moving away from rigid budgeting programs and static output measures to comprehensive approaches of value identification and measurement. The book provides case studies, commentary and analysis from international...
Editeur : Palgrave Macmillan
Parution : 2011-12-15

Format(s) : PDF
105,49

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Télécharger le livre :  Hedge Fund Replication

While there may be a consensus in the industry that hedge funds clones will bring better liquidity and lower fees, it is still debatable whether replication products should serve as a complement in the hedge fund allocation decision or as a replacement. This book offers...
Editeur : Palgrave Macmillan
Parution : 2011-11-07

Format(s) : PDF
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Télécharger le livre :  Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Editeur : Palgrave Macmillan
Parution : 2010-12-21

Format(s) : PDF
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Télécharger le livre :  Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the...
Editeur : Palgrave Macmillan
Parution : 2010-12-13

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94,94

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Télécharger le livre :  Mergers and Acquisitions

This collection of exclusive articles presents the latest research in the area of mergers and acquisitions. It presents what drives corporate performance under different economic conditions, both in the US and across the globe, and examines the role of mergers and...
Editeur : Palgrave Macmillan
Parution : 2007-11-13
Collection : Finance and Capital Markets Series
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Télécharger le livre :  Advances in Risk Management

This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation...
Editeur : Palgrave Macmillan
Parution : 2006-11-17
Collection : Finance and Capital Markets Series
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Télécharger le livre :  Asset Allocation and International Investments

This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies...
Editeur : Palgrave Macmillan
Parution : 2006-11-17
Collection : Finance and Capital Markets Series
Format(s) : PDF
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