東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Understanding investment funds = ins...

Terraza, Virginie, (1971-)

Linked to FindBook

Google Book

Amazon

博客來

Understanding investment funds = insights from performance and risk analysis /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Understanding investment funds/ edited by Virginie Terraza, Hery Razafitombo.
Reminder of title:	insights from performance and risk analysis /
other author:	Terraza, Virginie,
Published:	Basingstoke :Palgrave Macmillan, : 2013.,
Description:	1 online resource.
[NT 15003449]:	The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective -- Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals -- Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon -- Fuzzy Risk Adjusted Performance Measures: Application in Finance -- The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds -- Prediction of Fund Failure through Performance Diagnostics -- The Alpha of the Market Timer -- Mutual Fund Rating: a Symbolic Data Approach -- Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance -- The Liability of the UCIT's Depositary.
Subject:	Investments. -
Online resource:	http://www.palgraveconnect.com/doifinder/10.1057/9781137273611
ISBN:	9781137273611 (electronic bk.)

Understanding investment funds = insights from performance and risk analysis /
Understanding investment fundsinsights from performance and risk analysis /[electronic resource] :edited by Virginie Terraza, Hery Razafitombo. - Basingstoke :Palgrave Macmillan,2013. - 1 online resource.

The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective -- Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals -- Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon -- Fuzzy Risk Adjusted Performance Measures: Application in Finance -- The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds -- Prediction of Fund Failure through Performance Diagnostics -- The Alpha of the Market Timer -- Mutual Fund Rating: a Symbolic Data Approach -- Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance -- The Liability of the UCIT's Depositary.

In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dynamic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators.

ISBN: 9781137273611 (electronic bk.)

Source: 634686Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

566987
Investments.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG4521 / .U53 2013

Dewey Class. No.: 332.6

Understanding investment funds = insights from performance and risk analysis /
LDR:03003cmm 2200349Ka 4500 001 1883750
003 OCoLC
005 20130621115248.0
006 m o d
007 cr cn|||||||||
008 130927s2013 enk o 000 0 eng d
020 $a 9781137273611 (electronic bk.)
020 $a 1137273615 (electronic bk.)
035 $a (OCoLC)844772801
035 $a ocn844772801
037 $a 634686 $b Palgrave Macmillan $n http://www.palgraveconnect.com
040 $a UKPGM $b eng $c UKPGM $d N$T $d IDEBK $d CDX $d YDXCP
049 $a TEFA
050 4 $a HG4521 $b .U53 2013
072 7 $a BUS $x 036000 $2 bisacsh
082 0 4 $a 332.6 $2 23
245 0 0 $a Understanding investment funds $h [electronic resource] : $b insights from performance and risk analysis / $c edited by Virginie Terraza, Hery Razafitombo.
260 $a Basingstoke : $b Palgrave Macmillan, $c 2013.
300 $a 1 online resource.
505 0 $a The Hazard-Adjusted Portfolio: a New Capital Allocation Scheme from an Extreme Risk Management Perspective -- Practical Weight Constrained Conditioned Portfolio Optimization using Risk Aversion Indicator Signals -- Hedge Fund's Risk Measurement in Presence of Persistence Phenomenon -- Fuzzy Risk Adjusted Performance Measures: Application in Finance -- The Fund Synthetic Index: an Alternative Benchmark for Mutual Funds -- Prediction of Fund Failure through Performance Diagnostics -- The Alpha of the Market Timer -- Mutual Fund Rating: a Symbolic Data Approach -- Do Incentives Incentivize? Hedge Fund Fees Dynamics and their Impact on Performance -- The Liability of the UCIT's Depositary.
520 $a In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dynamic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators.
588 $a Description based on publisher supplied information; title not viewed.
650 0 $a Investments. $3 566987
650 0 $a Portfolio management. $3 646616
650 7 $a BUSINESS & ECONOMICS / Investments & Securities / General $2 bisacsh $3 1599130
655 4 $a Electronic books. $2 lcsh $3 542853
700 1 $a Terraza, Virginie, $d 1971- $3 1083607
700 1 $a Razafitombo, Hery. $3 1978207
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9781137273611
938 $a EBSCOhost $b EBSC $n 592986
938 $a Ingram Digital eBook Collection $b IDEB $n cis25645561
938 $a Coutts Information Services $b COUT $n 25645561
938 $a YBP Library Services $b YANK $n 10754042
994 $a C0 $b TEF