Gestió de cartera -- Models matemàtics

Active portfolio management / Richard C. Grinold (cop. 1995)

Públic ISBD Títol : Active portfolio management : quantitative theory and applications Tipus de document : text imprès Autors : Richard C. Grinold, Autor ; Ronald N. Kahn, Autor Editorial : New York : McGraw-Hill Data de publicació : cop. 1995 Nombre de pàgines : vii, 388 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-1-557-38824-7 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Gestió de cartera -- Models matemàtics Classificació : 75(POR) Gestió de carteres Resum : Written by two of the industry's top researchers, this important book provides the analytical and quantitative foundation for active portfolio management. Mathematically rigorous and meticulously organized, Active Portfolio Management demonstrates how to evaluate existing investment strategies and provides guidance for the development of new approaches. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=7 Active portfolio management : quantitative theory and applications [text imprès] / Richard C. Grinold, Autor ; Ronald N. Kahn, Autor . - New York : McGraw-Hill, cop. 1995 . - vii, 388 p. : il., gràf. ; 24 cm. ISBN : 978-1-557-38824-7 Inclou índex Idioma : Anglès (eng) Matèries : Gestió de cartera -- Models matemàtics Classificació : 75(POR) Gestió de carteres Resum : Written by two of the industry's top researchers, this important book provides the analytical and quantitative foundation for active portfolio management. Mathematically rigorous and meticulously organized, Active Portfolio Management demonstrates how to evaluate existing investment strategies and provides guidance for the development of new approaches. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=7

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110901	75(POR) Gri	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Equity valuation (cop. 2008)

Públic ISBD Títol : Equity valuation : models from leading investment banks Tipus de document : text imprès Autors : Jan Viebig, Editor ; Armin Varmaz, Editor ; Thorsten Poddig, Editor Editorial : Chichester : John Wiley & Sons Data de publicació : cop. 2008 Col·lecció : Wiley finance series Nombre de pàgines : xxvii, 409 p. ll. : il. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-470-03149-0 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Anàlisi financera -- Models matemàtics Gestió de cartera -- Models matemàtics Valoració -- Models matemàtics Classificació : 53 Valors. Títols Resum : Equity Valuation: Models from Leading Investment Banks is a clear and reader-friendly guide to how today’s leading investment banks analyze firms. Editors Jan Viebig, Thorsten Poddig and Armin Varmaz bring together expertise from Morgan Stanley, UBS, Credit Suisse, Goldman Sachs and DWS Investment GmbH, providing a unique analysis of leading equity valuation models, from the very individuals who use them. Filled with real world insights, practical examples and theoretical approaches, the book will examine the strengths and weaknesses of some of the leading valuation approaches, helping readers understand how analysts: - estimate cash flows - calculate discount rates - adjust for accounting distortions - take uncertainty into consideration Written for investment professionals, corporate managers, students and anyone interested in developing their understanding of this key area, Equity Valuation: Models from Leading Investment Banks will arm readers with the latest thinking and depth of knowledge necessary to make the right decisions in their valuation methodologies. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Equity valuation : models from leading investment banks [text imprès] / Jan Viebig, Editor ; Armin Varmaz, Editor ; Thorsten Poddig, Editor . - Hoboken : John Wiley & Sons, cop. 2008 . - xxvii, 409 p. : il. ; 26 cm. - (Wiley finance series) . ISBN : 978-0-470-03149-0 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Anàlisi financera -- Models matemàtics Gestió de cartera -- Models matemàtics Valoració -- Models matemàtics Classificació : 53 Valors. Títols Resum : Equity Valuation: Models from Leading Investment Banks is a clear and reader-friendly guide to how today’s leading investment banks analyze firms. Editors Jan Viebig, Thorsten Poddig and Armin Varmaz bring together expertise from Morgan Stanley, UBS, Credit Suisse, Goldman Sachs and DWS Investment GmbH, providing a unique analysis of leading equity valuation models, from the very individuals who use them. Filled with real world insights, practical examples and theoretical approaches, the book will examine the strengths and weaknesses of some of the leading valuation approaches, helping readers understand how analysts: - estimate cash flows - calculate discount rates - adjust for accounting distortions - take uncertainty into consideration Written for investment professionals, corporate managers, students and anyone interested in developing their understanding of this key area, Equity Valuation: Models from Leading Investment Banks will arm readers with the latest thinking and depth of knowledge necessary to make the right decisions in their valuation methodologies. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10112848	53 Equ	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Financial modeling of the equity market / Frank J. Fabozzi (cop. 2006)

Públic ISBD Títol : Financial modeling of the equity market : from CAPM to cointegration Tipus de document : text imprès Autors : Frank J. Fabozzi, Autor ; Sergio M. Focardi, Autor ; Petter N. Kolm, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2006 Col·lecció : Frank J. Fabozzi series Nombre de pàgines : xx, 651 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-471-69900-2 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Gestió de cartera -- Models matemàtics Classificació : 75(POR) Gestió de carteres Resum : An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Financial modeling of the equity market : from CAPM to cointegration [text imprès] / Frank J. Fabozzi, Autor ; Sergio M. Focardi, Autor ; Petter N. Kolm, Autor . - Hoboken : John Wiley & Sons, cop. 2006 . - xx, 651 p. : il., gràf. ; 24 cm. - (Frank J. Fabozzi series) . ISBN : 978-0-471-69900-2 Inclou índex Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Gestió de cartera -- Models matemàtics Classificació : 75(POR) Gestió de carteres Resum : An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10112873	75(POR) Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible
10111520	75(POR) Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible