Documents disponibles escrits per aquest autor

Active equity portfolio management (cop. 1998)

Públic ISBD Títol : Active equity portfolio management Tipus de document : text imprès Autors : Frank J. Fabozzi, Editor Editorial : New Hope : Frank J. Fabozzi Associates Data de publicació : cop. 1998 Nombre de pàgines : iv, 330 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-1-88324-930-4 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Gestió de cartera Classificació : 75(POR) Gestió de carteres Resum : Active Equity Portfolio Management provides an overview of the philosophies, methodologies, and strategies involved in attempting to beat the market. The book covers a host of relevant topics including equity benchmarks, equity style management, tactical asset allocation, and the use of derivatives to enhance returns. The contributors include top professionals from leading Wall Street firms, as well as top academics. Vista prèvia a Google Books : http://books.google.es/books?id=CpidJSoWylAC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Active equity portfolio management [text imprès] / Frank J. Fabozzi, Editor . - New Hope : Frank J. Fabozzi Associates, cop. 1998 . - iv, 330 p. : il., gràf. ; 24 cm. ISBN : 978-1-88324-930-4 Inclou índex Idioma : Anglès (eng) Matèries : Gestió de cartera Classificació : 75(POR) Gestió de carteres Resum : Active Equity Portfolio Management provides an overview of the philosophies, methodologies, and strategies involved in attempting to beat the market. The book covers a host of relevant topics including equity benchmarks, equity style management, tactical asset allocation, and the use of derivatives to enhance returns. The contributors include top professionals from leading Wall Street firms, as well as top academics. Vista prèvia a Google Books : http://books.google.es/books?id=CpidJSoWylAC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10112662	75(POR) Act	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization / Rachev, Svetlozar T. (2008)

Públic ISBD Títol : Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures Tipus de document : text imprès Autors : Rachev, Svetlozar T., Autor ; Stoyanov, Soyan V., Autor ; Frank J. Fabozzi, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : 2008 Nombre de pàgines : 402 p. ll. : gràf Dimensions : 24 cm. ISBN/ISSN/DL : 978-0-470-05316-4 Idioma : Anglès (eng) Matèries : Gestió del risc Classificació : 601.9 Risc Resum : Since the 1990s, significant progress has been made in developing the concept of a risk measure from both a theoretical and a practical viewpoint. This notion has evolved into a materially different form from the original idea behind traditional mean-variance analysis. As a consequence, the distinction between risk and uncertainty, which translates into a distinction between a risk measure and a dispersion measure, offers a new way of looking at the problem of optimal portfolio selection. In Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization, the authors assert that the ideas behind the concept of probability metrics can be borrowed and applied in the field of asset management in order to construct an ideal risk measure which would be "ideal" for a given optimal portfolio selection problem. They provide a basic introduction to the theory of probability metrics and the problem of optimal portfolio selection considered in the general context of risk and reward measures. Generally, the theory of probability metrics studies the problem of measuring distances between random quantities. There are no limitations in the theory of probability metrics concerning the nature of the random quantities, which makes its methods fundamental and appealing. Actually, it is more appropriate to refer to the random quantities as random elements: they can be random variables, random vectors, random functions, or random elements of general spaces. In the context of financial applications, we can study the distance between two random stocks prices, or between vectors of financial variables building portfolios, or between entire yield curves that are much more complicated objects. The methods of the theory remain the same, no matter the nature of the random elements. Using numerous illustrative examples, this book shows how probability metrics can be applied to a range of areas in finance, including: stochastic dominance orders, the construction of risk and dispersion measures, problems involving average value-at-risk and spectral risk measures in particular, reward-risk analysis, generalizing mean-variance analysis, benchmark tracking, and the construction of performance measures. For each chapter where more technical knowledge is necessary, an appendix is included. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures [text imprès] / Rachev, Svetlozar T., Autor ; Stoyanov, Soyan V., Autor ; Frank J. Fabozzi, Autor . - Hoboken : John Wiley & Sons, 2008 . - 402 p. : gràf ; 24 cm. ISBN : 978-0-470-05316-4 Idioma : Anglès (eng) Matèries : Gestió del risc Classificació : 601.9 Risc Resum : Since the 1990s, significant progress has been made in developing the concept of a risk measure from both a theoretical and a practical viewpoint. This notion has evolved into a materially different form from the original idea behind traditional mean-variance analysis. As a consequence, the distinction between risk and uncertainty, which translates into a distinction between a risk measure and a dispersion measure, offers a new way of looking at the problem of optimal portfolio selection. In Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization, the authors assert that the ideas behind the concept of probability metrics can be borrowed and applied in the field of asset management in order to construct an ideal risk measure which would be "ideal" for a given optimal portfolio selection problem. They provide a basic introduction to the theory of probability metrics and the problem of optimal portfolio selection considered in the general context of risk and reward measures. Generally, the theory of probability metrics studies the problem of measuring distances between random quantities. There are no limitations in the theory of probability metrics concerning the nature of the random quantities, which makes its methods fundamental and appealing. Actually, it is more appropriate to refer to the random quantities as random elements: they can be random variables, random vectors, random functions, or random elements of general spaces. In the context of financial applications, we can study the distance between two random stocks prices, or between vectors of financial variables building portfolios, or between entire yield curves that are much more complicated objects. The methods of the theory remain the same, no matter the nature of the random elements. Using numerous illustrative examples, this book shows how probability metrics can be applied to a range of areas in finance, including: stochastic dominance orders, the construction of risk and dispersion measures, problems involving average value-at-risk and spectral risk measures in particular, reward-risk analysis, generalizing mean-variance analysis, benchmark tracking, and the construction of performance measures. For each chapter where more technical knowledge is necessary, an appendix is included. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113174	601.9 RAC	Revista	Biblioteca IEF Ramon Trias Fargas	Revistes	Exclòs de préstec Exclòs de préstec

Bond markets, analysis and strategies / Frank J. Fabozzi (cop. 1996)

Públic ISBD Títol : Bond markets, analysis and strategies Tipus de document : text imprès Autors : Frank J. Fabozzi, Autor Menció d'edició : 3rd ed. Editorial : New Jersey : Prentice Hall Data de publicació : cop. 1996 Nombre de pàgines : xii, 595 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-13-339151-0 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Anàlisi financera Bons Gestió de cartera Valors de renda fixa Classificació : 57 Renda fixa Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Bond markets, analysis and strategies [text imprès] / Frank J. Fabozzi, Autor  . -  3rd ed. . - New Jersey : Prentice Hall, cop. 1996 . - xii, 595 p. : il. ; 25 cm. ISBN : 978-0-13-339151-0 Inclou índex Idioma : Anglès (eng) Matèries : Anàlisi financera Bons Gestió de cartera Valors de renda fixa Classificació : 57 Renda fixa Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110678	57 Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Bond markets, analysis and strategies / Frank J. Fabozzi (cop. 1993)

Públic ISBD Títol : Bond markets, analysis and strategies Tipus de document : text imprès Autors : Frank J. Fabozzi, Autor Menció d'edició : 2nd ed. Editorial : New Jersey : Prentice Hall Data de publicació : cop. 1993 Nombre de pàgines : xv, 560 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-13-032210-4 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Bons Gestió de cartera Valors de renda fixa Classificació : 57 Renda fixa Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Bond markets, analysis and strategies [text imprès] / Frank J. Fabozzi, Autor  . -  2nd ed. . - New Jersey : Prentice Hall, cop. 1993 . - xv, 560 p. : il. ; 24 cm. ISBN : 978-0-13-032210-4 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Bons Gestió de cartera Valors de renda fixa Classificació : 57 Renda fixa Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10112653	57 Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso

Bond markets, analysis, and strategies / Frank J. Fabozzi (cop. 2013)

Públic ISBD Títol : Bond markets, analysis, and strategies Tipus de document : text imprès Autors : Frank J. Fabozzi, Autor Menció d'edició : 8th ed., global ed. Editorial : Boston : Pearson Data de publicació : cop. 2013 Nombre de pàgines : 743 p. ll. : il., gràf. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-273-76613-1 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Bons Gestió de cartera Valors de renda fixa Classificació : 57 Renda fixa Resum : An applied approach to understanding bond markets. Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions’ reader and instructor feedback. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Bond markets, analysis, and strategies [text imprès] / Frank J. Fabozzi, Autor  . -  8th ed., global ed. . - Boston : Pearson, cop. 2013 . - 743 p. : il., gràf. ; 26 cm. ISBN : 978-0-273-76613-1 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Bons Gestió de cartera Valors de renda fixa Classificació : 57 Renda fixa Resum : An applied approach to understanding bond markets. Through its applied approach, Fabozzi's Bond Markets prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. This edition has been streamlined and updated with new content, and features overall enhancements based on previous editions’ reader and instructor feedback. 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
10113568	57 Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

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

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Fixed income analysis for the chartered financial analyst program / Frank J. Fabozzi (2000)

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Fixed income analysis workbook / Frank J. Fabozzi (cop. 2007)

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Foundations of financial markets and institutions / Frank J. Fabozzi (cop. 1994)

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Foundations of financial markets and institutions / Frank J. Fabozzi (cop. 2010)

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The Handbook of asset/liability management (1996)

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The Handbook of commodity investing / Frank J. Fabozzi (cop. 2008)

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The Handbook of fixed income securities (cop. 1995)

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The Handbook of fixed income securities (cop. 2001)

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The Handbook of fixed income securities / Frank J. Fabozzi ; Steven V. Mann (cop. 2012)

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