Hedge funds

insights in performance measurement, risk analysis, and portfolio allocation

Leading hedge fund experts examine current trends, applications, and theories in this dynamic field. Here is an in-depth look at hedge funds-from quantitative and qualitative analysis to portfolio allocation, risk analysis, performance measurement, and new methods of hedge fund performance, evaluation, and risk that investors ...

Actuarial theory for dependent risks

measures, orders and models

The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to ...

Stochastic calculus for finance I

the binomial asset pricing model

This book evolved from the first ten years of the Carnegie Mellon professional Master#s program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements ...

Economics, sustainability, and natural resources

economics of sustainable forest management

The economics of sustainability is much more complex than the neoclassical (Newtonian) economic approach to economic efficiency. Forest resources provide the ideal starting point for the economic analysis of sustainability. This book provides a systematic critique of neoclassical economic approaches and their limitations with respect ...

Mutual funds

fifty years of research findings

Mutual funds are the dominant form of investment companies in the United States today, with approximately $7 trillion in assets under management. Over the past half century an important body of academic research has addressed various issues about the nature of these companies. These works ...

Applied research in environmental economics

Sustainable development, climate policy, and biodiversity conservation are examples of issues on the current political agenda in many countries. These themes are also subject to economic research, and economic insights are increasingly finding their way into the design of environmental policy. Still, the reception of ...

Models in cooperative Game Theory

crisp, fuzzy, and multi-choice games

This book investigates models in cooperative game theory in which the players have the possibility to cooperate partially. In a crisp game the agents are either fully involved or not involved at all in coperation with some other agents, while in a fuzzy game players ...

Optimal control and dynamic games

applications in finance, management science and economics

Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control. Professor Sethi is internationally one of the foremost experts in this field. He is, among others, co-author of the popular textbook ...

Consumption structure and macroeconomics

structural change and the relationship between inequality and growth

This book offers a novel perspective that allows to incorporate changing consumption and production structure into models of economic growth. Starting from the empirical observation that income and consumption structure are closely related, it develops a tractable theoretical framework which enables to analyze macroeconomic models ...

Europe's automotive industry on the move

competitiveness in a changing world

The automotive industry is a major pillar of the modern global economy and one of Europe#s key industries. There can hardly be any doubt about the important role of this sector as an engine for employment, growth and innovation in Europe, and there are ...

New introduction to multiple time series analysis

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and ...

Portfolio management with heuristic optimization

Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when "traditional" optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are ...

Advances in public economics

utility, choice and welfare : a festschrift for Cristian Seidl

'The Festschrift in honor of Christian Seidl' gathers a group of prominent authors being experts in areas like Public Economics, Welfare Economics, Social Choice Theory, Public Choice Theory, Decision Theory and Experimental Economics. Christian Seidl, known as one of the editors of the three-volume 'Handbook ...

Raising capital

Most small businesses cite lack of capital is a major constraint on growth. Raising Capital focuses on non-bank sources of capital since banks only lend to companies that fit a very narrow profile. The topics covered include: (i) capital sources entrepreneurs can tap when they ...

Compartir soluciones

las cooperativas como factor de desarrollo en zonas desfavorecidas

Los vencidos

Los vencidos constituye un testimonio único sobre la posguerra civil. La obra permanecía inédita en España, pese a haber sido escrita en 1960, ya que la censura franquista impidió entonces su aparición. Fue publicada por la editorial Feltrinelli en Italia, por Gallimard en Francia, traducida ...

Lujuria

los siete pecados capitales

A chronology of the Byzantine Empire

This work provides a clear and comprehensive chronology of the Eastern Roman Empire from the foundation of Constantinople in 324 AD to the extinction of the last Byzantine principality in 1461 AD. Shedding light on a once- obscure period of Eastern Mediterranean and Balkan history ...

Occidentalism

a short history of anti-westernism

'Occidentalism' is an investigation into the hostile stereotypes of the Western world that fuels the hatred at the heart of movements such as Al Qaeda. A work of extraordinary range and erudition, it enlarges significantly our understanding of the world in which we live.

Ensayos de comprensión 1930-1954

escritos no reunidos e inéditos de Hannah Arendt