Stock Market Crashes / Sébastien LLEO / WORLD SCIENTIFIC PUBLISHING CO PTE LTD (2017)

Titre : Stock Market Crashes : Predictable And Unpredictable And What To Do About Them Type de document : Livre Auteurs : Sébastien LLEO, Auteur Neoma ; William T. ZIEMBA ; Mikhail ZHITLUKHIN Editeur : WORLD SCIENTIFIC PUBLISHING CO PTE LTD Année de publication : 2017 Importance : 308 p. ISBN/ISSN/EAN : 978-981-322-261-8 Prix : 29 EUR Langues : Anglais (eng) Mots-clés : Management MARCHE FINANCIER ; POLITIQUE DES PRIX ; STOCK ; STRATEGIE Index. décimale : 134.35 BOURSE DES VALEURS Résumé : This book presents studies of stock market crashes big and small that occur from bubbles bursting or other reasons. By a bubble we mean that prices are rising just because they are rising and that prices exceed fundamental values. A bubble can be a large rise in prices followed by a steep fall. The focus is on determining if a bubble actually exists, on models to predict stock market declines in bubble-like markets and exit strategies from these bubble-like markets. We list historical great bubbles of various markets over hundreds of years. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=234052

Exemplaires(3)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
052455	332.64 LLE	Livre	Library Campus de Reims	Salle de lecture	Disponible
J5928	134.35 LLE	Livre	Library Campus de Rouen	Salle de lecture	Disponible
J5918	134.35 LLE	Livre	Library Campus de Rouen	Salle de lecture	Exclu du prêt

Risk-sensitive investment management / Mark H.A. DAVIS / New Jersey : WORLD SCIENTIFIC (2015)

Titre : Risk-sensitive investment management Type de document : Livre Auteurs : Mark H.A. DAVIS ; Sébastien LLEO Editeur : New Jersey : WORLD SCIENTIFIC Année de publication : 2015 Collection : Advanced series on statistical science & applied probability num. Vol. 19 Importance : 397 p. ISBN/ISSN/EAN : 978-981-4578-04-2 Prix : 58 EUR Langues : Anglais (eng) Mots-clés : Management FINANCE DE MARCHE ; THEORIE DE L'INVESTISSEMENT ; MODELISATION ; RISQUE FINANCIER ; PROCESSUS STOCHASTIQUE Index. décimale : 134.77 GESTION DE PORTEFEUILLE Résumé : Cet ouvrage de recherche traite de la gestion d'actifs, gestion de portefeuille dynamique, investissements à risque, et présente des modèles mathématiques. Note de contenu : Bibliogr. p. 385-392, index Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=112558

Exemplaires(1)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
J2562	134.77 DAV	Livre	Library Campus de Rouen	Salle de lecture	Disponible

Risk-sensitive investment management / Mark H.A. DAVIS / WORLD SCIENTIFIC (2015)

Titre : Risk-sensitive investment management Type de document : Livre Auteurs : Mark H.A. DAVIS ; Sébastien LLEO, Auteur Neoma Editeur : WORLD SCIENTIFIC Année de publication : 2015 Collection : Advanced series on statistical science and applied probability num. 19 Importance : XVI; 397 p. ISBN/ISSN/EAN : 978-981-4578-03-5 Prix : 60 EUR Note générale : Bibliogr. p.385-392. Index. Langues : Anglais (eng) Mots-clés : Management GESTION DE PORTEFEUILLE ; INVESTISSEMENT ; RECHERCHE OPERATIONNELLE ; RISQUE ; STATISTIQUE MATHEMATIQUE Résumé : Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems. This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes. With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management. This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=156015

Exemplaires(2)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
044889	332.6/DAV	Livre	Library Campus de Reims	Salle de lecture	Disponible
044890	332.6/DAV	Livre	Library Campus de Reims	Salle de lecture	Disponible

Handbook of the fundamentals of financial decision making / LEONARD C. MACLEAN / WORLD SCIENTIFIC (2013)

Accompagne Handbook of the fundamentals of financial decision making / LEONARD C. MACLEAN / WORLD SCIENTIFIC (2013) Titre : Handbook of the fundamentals of financial decision making : Part II Type de document : Livre Auteurs : LEONARD C. MACLEAN, Éditeur scientifique ; William T. ZIEMBA, Éditeur scientifique ; Sébastien LLEO, Auteur Neoma Editeur : WORLD SCIENTIFIC Année de publication : 2013 Collection : World scientific handbook in financial economic series, ISSN 2010-1732 num. vol. 4 Importance : XXIII ; 484-891 p. ISBN/ISSN/EAN : 978-981-4417-38-9 Prix : 129 EUR Note générale : Bibliogr. ; Index Langues : Anglais (eng) Mots-clés : Management DECISION ; FINANCE D'ENTREPRISE ; INVESTISSEMENT ; RISQUE FINANCIER Index. décimale : 131.55 FINANCE D'ENTREPRISE Résumé : This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II. Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models. A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2nd edition published in 2006). Note de contenu : LLEO, Sébastien. Chap."Fractional Kelly Strategies in Continuous Time: Recent Developments" p.753-787. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=154720

Exemplaires(2)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
044241	658.15/MAC	Livre	Library Campus de Reims	Salle de lecture	Disponible
J4878	131.55 MAC	Livre	Library Campus de Rouen	Salle de lecture	Disponible

Managing and measuring risk / WORLD SCIENTIFIC (2013)

Titre : Managing and measuring risk : Emerging global standards and regulation after the financial crisis Type de document : Livre Auteurs : Sébastien LLEO, Auteur Neoma Editeur : WORLD SCIENTIFIC Année de publication : 2013 Collection : World scientific series in finance num. 5 Importance : XIV; 499 p. ISBN/ISSN/EAN : 978-981-4417-49-5 Prix : 91 € Langues : Anglais (eng) Mots-clés : Delphes CRISE BOURSIERE Management FINANCE DE MARCHE ; RISQUE FINANCIER Index. décimale : 132.43 ANALYSE FINANCIERE Note de contenu : LLEO, Sébastien. Chap. "Stock Market Crashes in 2007-2009: Were We Able to Predict Them?" p.457-499. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=153547

Exemplaires(4)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
040911	658.15/MAN	Livre	Library Campus de Reims	Salle de lecture	Disponible
040969	658.15/MAN	Livre	Library Campus de Reims	Salle de lecture	Disponible
040968	658.15/MAN	Livre	Library Campus de Reims	Salle de lecture	Disponible
J5727	132.43 LLE	Livre	Library Campus de Rouen	Salle de lecture	Disponible

Stochastic programming / Horand I. GASSMANN / WORLD SCIENTIFIC (2013)

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Kelly capital growth investment criterion [The] / WORLD SCIENTIFIC (2012)

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Jump-starting the stalled fundraising campaign / Julia INGRAHAM WALKER / Chichester : WILEY-BLACKWELL (2009)  

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Jump–Starting the Stalled Fundraising Campaign / Julia INGRAHAM WALKER / John Wiley & Sons (2009)

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