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Zustand: New. In English.

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | This book is the culmination of the authors¿ industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories. The book combines practitioners¿ perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefully analyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.…

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | This book is the culmination of the authors¿ industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories. The book combines practitioners¿ perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefully analyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is the culmination of the authors' industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories.The book combines practitioners' perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefullyanalyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.…

Softcover. Zustand: gut. 2024. Scalar and Vector Risk in the General Framework of Portfolio Theory In deutscher Sprache. pages.

Soft Cover. Zustand: Good. Por? Engenheiro-agrónomo, Vogal auxiliar da Comissão de História Militar. Estudos Nacionais sob a égide do Instituto de Coimbra. Colecção louvada pelo Ministério da Instrução Pública Ministério da Guerra (Vols IX e XVII), Junta de Educação Nacional e Sociedade Propaganda de Portugal. Edições Pátria. Gaia ? Portugal. MCMXXXIV [1934]. De 25x18 cm. com 92 págs. Brochado. Texto enquadrado em esquadria vermelha. Ilustrado em extratexto sobre papel couché, com fotografias da cidade de Silves e de vários trechos das muralhas do seu castelo Pormenorizada descrição da Sé de Silves, a mais importante construção gótica no Algarve e um dos principais monumentos do sul do país e do Castelo da mesma cidade, com a devida contextualização histórica. A Sé de Silves foi, até 1577, a sede da Diocese do Algarve, tendo sido nessa data transferida para Faro. Contém a transcrição, em latim, do foral de D. Afonso III de 1266 que se encontra na Câmara Municipal de Silves. Language: Português / Portuguese Location/localizacao: I-62-G-5.…

Hard Cover. Zustand: Good. Por? Engenheiro-agrónomo, Vogal auxiliar da Comissão de História Militar. [Colecção] Estudos Nacionais sob a égide do Instituto de Coimbra. Colecção louvada pelo Ministério da Instrução Pública Ministério da Guerra (Vols IX e XVII), Junta de Educação Nacional e Sociedade Propaganda de Portugal. Edições Pátria. Gaia ? Portugal. MCMXXXIV (1934). De 25x18 cm. Com 92 págs. Encadernação da época com lombada em pele com ferros a ouro. Impressão com texto encarcelado em esquadria vermelha. Profusamente ilustrado em extratexto com fotografias da cidade de Silves e de vários trechos das muralhas do seu castelo impressas em papel couché. Apresenta sinais de manuseamento, nomeadamente na coifa. Obra contém a transcrição em latim do foral de D. Afonso III de 1266 que se encontra na Câmara Municipal de Silves. Language: Português / Portuguese Location/localizacao: I-40-E-21.…