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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
Investing as a business angel offers fun and financial reward but
the real world is much tougher than portrayed in the reality TV
show Dragons Den. Anything can go wrong with a young company, from
an unreliable product to a lack of customers, unexpected
competition to management failure and, most commonly, simply
running out of money. But small companies are a vital part of the
economy, and the tax breaks for investing are a great incentive.
And supportive investors are vital. Now is a better time than ever
to invest in small companies hoping to make it big. There's a
tsunami of investable businesses disrupting old industries with new
technology and new methods. The rewards can be huge if you are
patient, sensible and smart. And there's the satisfaction of
helping to bring a new and valuable thing into the world. Whether
you're a newbie or an old hand, Business Angel Investing is your
comprehensive guide on how to invest, what to invest in, how to
manage your investments and how to make money. Richard Hargreaves
has invested in young companies for almost 50 years. Let him show
you how being a business angel can be fascinating, fun and
profitable.
In the current scope of economics, the management of client
portfolios has become a considerable problem within financial
institutions due to the amount of risk that goes into assigning
assets. Various algorithmic models exist for solving these
portfolio challenges; however, considerable research is lacking
that further explains these design problems and provides applicable
solutions to these imperative issues. Algorithms for Solving
Financial Portfolio Design Problems: Emerging Research and
Opportunities is a pivotal reference source that provides vital
research on the application of various programming models within
the financial engineering field. While highlighting topics such as
landscape analysis, breaking symmetries, and linear programming,
this publication analyzes the quadratic constraints of current
portfolios and provides algorithmic solutions to maximizing the
full value of these financial sets. This book is ideally designed
for financial strategists, engineers, programmers, mathematicians,
banking professionals, researchers, academicians, and students
seeking current research on recent mathematical advances within
financial engineering.
Exchange-Traded Funds in Europe provides a single point of
reference on a diverse set of regional ETF markets, illuminating
the roles ETFs can play in risk mitigation and speculation.
Combining empirical data with models and case studies, the authors
use diffusion models and panel/country-specific regressions-as well
as graphical and descriptive analyses- to show how ETFs are more
than conventional, passive investments. With new insights on how
ETFs can improve market efficiency and how investors can benefit
when using them as investment tools, this book reveals the
complexity of the world's second largest ETF market and the ways
that ETFs are transforming it.
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