MARC Record from marc_columbia

LEADER: 04512cam a2200673 a 4500
001 15080012
005 20211113231959.0
006 m o d
007 cr un||||a|a||
008 100809s2007 flua ob 001 0 eng d
035 $a(OCoLC)ocn654619132
035 $a(NNC)15080012
040 $aOCLCE$beng$epn$cOCLCE$dN$T$dZCU$dOCLCQ$dE7B$dOCLCQ$dAU@$dMNU$dSINTU$dUIU$dTULIB$dOCLCO$dOCLCQ$dOCLCF$dOCLCQ$dCRCPR$dOCLCQ$dUIU$dIDEBK$dYDXCP$dWAU$dOCLCQ$dUAB$dERL$dOCLCO$dOCLCQ$dNLE$dOCLCO$dUKMGB$dWYU$dOCLCO$dYDX$dTYFRS$dLEAUB$dUKAHL$dOL$$dNLW$dOCLCQ$dOCLCO$dOCLCA$dK6U$dOCLCO$dOCLCQ$dOCLCO
015 $aGBA692508$2bnb
015 $aGBB7E2352$2bnb
016 7 $a018454969$2Uk
016 7 $z013590292$2Uk
019 $a185042400$a191828070$a213468346$a277185611$a507457951$a535494562$a648349175$a779922889$a1031041625$a1063587793$a1065843718$a1102536130
020 $a9781420010930$q(electronic bk.)
020 $a142001093X$q(electronic bk.)
020 $z9781584885788$q(alk. paper)
020 $z1584885785$q(alk. paper)
035 $a(OCoLC)654619132$z(OCoLC)185042400$z(OCoLC)191828070$z(OCoLC)213468346$z(OCoLC)277185611$z(OCoLC)507457951$z(OCoLC)535494562$z(OCoLC)648349175$z(OCoLC)779922889$z(OCoLC)1031041625$z(OCoLC)1063587793$z(OCoLC)1065843718$z(OCoLC)1102536130
037 $aTANDF_184299$bIngram Content Group
050 4 $aHG4529.5$b.P735 2007
072 7 $aBUS$x036000$2bisacsh
082 04 $a332.6$222
084 $aQK 800$2rvk
084 $aQK 810$2rvk
049 $aZCUA
100 1 $aPrigent, Jean-Luc,$d1958-
245 10 $aPortfolio optimization and performance analysis /$cJean-Luc Prigent.
260 $aBoca Raton :$bChapman & Hall/CRC,$c©2007.
300 $a1 online resource (xvi, 434 pages) :$billustrations
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
490 1 $aChapman & Hall/CRC financial mathematics series
504 $aIncludes bibliographical references (pages 397-430) and index.
505 0 $aUTILITY AND RISK ANALYSISUtility TheoryPreferences under uncertaintyExpected utilityRisk aversionStochastic dominanceAlternative expected utility theoryRisk MeasuresCoherent and convex risk measuresStandard risk measuresSTANDARD PORTFOLIO OPTIMIZATIONStatic OptimizationMean-variance analysisAlternative criteriaFurther readingIndexed Funds and BenchmarkingIndexed fundsBenchmark portfolio optimizationFurther readingPortfolio PerformanceStandard performance measuresPerformance decompositionFurther readingDYNAMIC PORTFOLIO OPTIMIZATIONDynamic Programming OptimizationControl theoryLifetime portfolio selectionFurther readingOptimal Payoff Profiles and Long-Term ManagementOptimal payoffs as functions of a benchmarkApplication to long-term managementFurther readingOptimization within Specific MarketsOptimization in incomplete marketsOptimization with constraintsOptimization with transaction costsOther frameworksFurther readingSTRUCTURED PORTFOLIO MANAGEMENTPortfolio InsuranceThe option-based portfolio insuranceThe constant proportion portfolio insuranceComparison between OBPI and CPPIFurther readingOptimal Dynamic Portfolio with Risk LimitsOptimal insured portfolio: discrete-time caseOptimal insured portfolio: the dynamically complete caseValue-at-risk and expected shortfall-based managementFurther readingHedge FundsThe hedge funds industryHedge funds performanceOptimal allocation in hedge fundsFurther readingReferences.
588 0 $aPrint version record.
650 0 $aPortfolio management.
650 0 $aInvestment analysis.
650 0 $aHedge funds.
650 6 $aGestion de portefeuille.
650 6 $aAnalyse financière.
650 6 $aFonds spéculatifs.
650 7 $aBUSINESS & ECONOMICS$xInvestments & Securities$xGeneral.$2bisacsh
650 7 $aHedge funds.$2fast$0(OCoLC)fst00954442
650 7 $aInvestment analysis.$2fast$0(OCoLC)fst00978180
650 7 $aPortfolio management.$2fast$0(OCoLC)fst01072072
650 7 $aHedge Fund$2gnd
650 7 $aInvestitionsanalyse$2gnd
650 7 $aPortfoliomanagement$2gnd
655 4 $aElectronic books.
776 08 $iPrint version:$aPrigent, Jean-Luc, 1958-$tPortfolio optimization and performance analysis.$dBoca Raton : Chapman & Hall/CRC, ©2007$w(DLC) 2006100727$w(OCoLC)74968400
830 0 $aChapman & Hall/CRC financial mathematics series.
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15080012$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS