Welcome to Loot.co.za!   Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
0
Your cart

Your cart is empty

Books > Business & Economics > Finance & accounting > Finance > Investment & securities

Buy Now

Simulating Security Returns - A Filtered Historical Simulation Approach (Hardcover) Loot Price: R1,381
Discovery Miles 13 810
Repayment Terms: R129 pm x 12*
Add to cart
Simulating Security Returns - A Filtered Historical Simulation Approach (Hardcover): Giovanni Barone- Adesi

Simulating Security Returns - A Filtered Historical Simulation Approach (Hardcover)

Giovanni Barone- Adesi; Edited by Giovanni G. Barone-Adesi

 (sign in to rate)
Loot Price R1,381 Discovery Miles 13 810 | Repayment Terms: R129 pm x 12*

Bookmark and Share

Expected to ship within 18 - 22 working days

Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help simulate the returns of large portfolios of securities. While other simulation methods use the covariance matrix of security returns, which suffers the curse of dimensionality even for modest portfolios, Barone Adesi demonstrates how FHS can accurately adjust to current market conditions.

General

Imprint: Palgrave Pivot
Country of origin: United Kingdom
Release date: October 2014
First published: 2015
Authors: Giovanni Barone- Adesi
Editors: Giovanni G. Barone-Adesi
Dimensions: 216 x 140 x 15mm (L x W x T)
Format: Hardcover
Pages: 111
ISBN-13: 978-1-137-46554-2
Categories: Books > Business & Economics > Business & management > Management & management techniques > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
Promotions
LSN: 1-137-46554-9
Barcode: 9781137465542

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Behavioral Finance - Psychology, Decision-Making, and Markets (Hardcover, New edition): Richard Deaves, Lucy Ackert
Behavioral Finance - Psychology…
Richard Deaves, Lucy Ackert Hardcover R1,100 Discovery Miles 11 000
Financial Mathematics - A Computational Approach (Paperback, 2nd Edition): K. Pereira, N. Modhien, K. Hunt
Financial Mathematics - A Computational…
K. Pereira, N. Modhien, … Paperback R326 Discovery Miles 3 260
The Humble Investor - How To Find A Winning Edge In A Surprising World (Paperback): Daniel Rasmussen
The Humble Investor - How To Find A…
Daniel Rasmussen Paperback R750 R646 Discovery Miles 6 460
Badass Trader - How To Trade Your Way To Riches (Paperback): Robert J Van Eyden
Badass Trader - How To Trade Your Way To…
Robert J Van Eyden Paperback R330 R305 Discovery Miles 3 050
The Ultimate Guide To Retirement In South Africa (Paperback, 3rd Edition): Bruce Cameron, Wouter Fourie
The Ultimate Guide To Retirement In…
Bruce Cameron, Wouter Fourie Paperback R390 R360 Discovery Miles 3 600
The Holy Grail Of Investing - The World's Greatest Investors Reveal Their Ultimate Strategies For Financial Freedom...
The Holy Grail Of Investing - The…
Tony Robbins, Christopher Zook Paperback R461 Discovery Miles 4 610
Investment management (Paperback, 5th ed): Johan Marx
Investment management
Johan Marx Paperback  (1)
 R588 Discovery Miles 5 880
Making Money Out Of Property In South Africa (Paperback, New Edition): Jason Lee
Making Money Out Of Property In South…
Jason Lee Paperback  (3)
 R390 R360 Discovery Miles 3 600
Investment Analysis and Portfolio Management (Paperback, 12th Edition):
Investment Analysis and Portfolio…
Paperback R9,384 Discovery Miles 93 840
Principles Of Building Sustainable Wealth - A Choice To Climb The Mountain Of Wealth (Paperback): Fulufhelo A. Sithole
Principles Of Building Sustainable…
Fulufhelo A. Sithole Paperback R280 R259 Discovery Miles 2 590
The Mavericks - How Coronation, Ninety One and Allan Gray beat the rest (Paperback): Stephen Cranston
The Mavericks - How Coronation, Ninety…
Stephen Cranston Paperback R350 R312 Discovery Miles 3 120
Plan B - How South Africans Can Invest In UK Property Remotely (Paperback): Sean Thomson
Plan B - How South Africans Can Invest…
Sean Thomson Paperback R200 R185 Discovery Miles 1 850

See more
Books | DVD | Games | Music | Computers | Electronics | Fashion | Sport | Kitchen | Home | Pets | DIY | Toys | Baby | Health & Beauty | Stationery | Arts & Crafts
Need help?
My account
Services
Networking
Partners