Lindquist brent (80 risultati)
- Brossura
Da: Zoom Books Company, Lynden, WA, U.S.A.Zoom Books Company
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 4,28
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Condizione: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.
- Brossura
Da: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 6,10
Spedizione gratuitaSpedito in U.S.A.Quantità: 2 disponibili
Condizione: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Brossura
Da: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 6,10
Spedizione gratuitaSpedito in U.S.A.Quantità: 2 disponibili
Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Brossura
Da: Better World Books Ltd, Dunfermline, Regno UnitoBetter World Books Ltd
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 6,78
EUR 5,82 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Brossura
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,07
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,74
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,34
EUR 3,83 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,37
EUR 3,83 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Rilegato
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 28,23
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Rilegato
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 29,12
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Editore: Sarah Lawrence College, 2004
- Brossura
- Prima edizione
Da: marvin granlund, emeryville, CA, U.S.A.marvin granlund
Contatta il venditoreVenditore con 5 stelleMembro dell’associazione: IOBA
Condizione: Usato - Molto buono
EUR 21,62
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloSpiral bound. Condizione: Very Good. First Edition. Very Good spiral bound paperback about 10x10 inches. Some general reading wear. 107 pages, unmarked; ECR OV25; 4to 11" - 13" tall; 107 pages.
- Rilegato
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 33,14
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 31,00
EUR 2,26 spedizioneSpedito in U.S.A.Quantità: 2 disponibili
Condizione: New.
- Rilegato
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 33,58
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Rilegato
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 36,17
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 33,97
EUR 2,26 spedizioneSpedito in U.S.A.Quantità: 2 disponibili
Condizione: As New. Unread book in perfect condition.
- Rilegato
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 32,75
EUR 4,85 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Rilegato
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 32,78
EUR 4,85 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Rilegato
- Prima edizione
Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 39,12
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: 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 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
- Rilegato
- Prima edizione
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 43,33
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: 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 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.
- Rilegato
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 37,62
EUR 5,50 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new.
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 37,64
EUR 11,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 170 pages. 9.45x6.70x9.45 inches. In Stock.
- Brossura
Da: Reuseabook, Gloucester, GLOS, Regno UnitoReuseabook
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 44,78
EUR 11,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
paperback. Condizione: Used; Good. Dispatched, from the UK, within 48 hours of ordering. This book is in good condition but will show signs of previous ownership. Please expect some creasing to the spine and/or minor damage to the cover.
- Brossura
Da: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 57,34
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Condizione: New. Satisfaction Guaranteed or your money back.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 39,82
EUR 17,47 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Condizione: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 41,69
EUR 17,47 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Condizione: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan Yifan He, Davide Lauria, W. Brent Lindquist, Svetlozar (Zari) Rachev,
- Rilegato
Da: Chiron Media, Wallingford, Regno UnitoChiron Media
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 41,74
EUR 18,05 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
hardcover. Condizione: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Rilegato
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 53,74
EUR 7,57 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 3 disponibili
Condizione: New.
Advanced Reit Portfolio Optimization : Innovative Tools for Risk Management
Lindquist, W. Brent; Rachev, Svetlozar T.; Hu, Yuan; Shirvani, Abootaleb
- Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 60,32
EUR 2,26 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Brossura
- Print on Demand
Da: Forgotten Books, London, Regno UnitoForgotten Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 15,10
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Paperback. Condizione: New. Print on Demand. This book presents the latest advances in front tracking, a method of simulating complex flows such as those found in oil reservoirs. Historically, computer simulations of oil reservoirs have struggled with challenges in resolution (level of detail) and accuracy due to the complex phy…sics involved in fluid flow through porous media, especially when different fluids like oil and water interact in intricate ways. The author, an expert in the field of computational fluid dynamics, provides a comprehensive overview of using front tracking to simulate these flows, beginning with fundamental concepts and extending to advanced topics like wave interactions and algorithm design. With front tracking, scientists can capture intricate details such as unstable interfaces and flow instabilities that significantly impact oil recovery. This approach provides a substantial improvement in accuracy over traditional numerical methods, enabling more reliable and predictive reservoir simulations. The concluding chapter highlights the potential applications of front tracking beyond oil reservoirs, making this book a valuable resource for researchers in computational fluid dynamics, hydrology, and other areas involving complex multi-phase flow phenomena. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
