Download or read book Les Indices boursiers en France et la gestion indicielle written by Christophe Dourlens and published by . This book was released on 1996 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Les Indices boursiers et la gestion indicielle de portefeuille written by Sylvie Pilate and published by . This book was released on 1996 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Options et futures sur indices boursiers written by Florin Aftalion and published by FeniXX. This book was released on 1991-01-01T00:00:00+01:00 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ces nouveaux instruments permettent une gestion sur mesure du marché. « Copyright Electre »
Download or read book Gestion quantitative des portefeuilles d action written by Véronique Le Sourd and published by FeniXX. This book was released on 1997-01-01T23:00:00+01:00 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: La théorie moderne du portefeuille a proposé des approches quantitatives de la mesure du risque d'un portefeuille. Les actions constituent un domaine privilégié d'application de cette théorie. Aussi, cet ouvrage décrit-il les principales techniques quantitatives utilisées dans le domaine de la gestion des portefeuilles d'actions. Après une présentation des principaux modèles d'évaluation des actifs, que sont le DDM, le CAPM et l'APT, il présente les techniques de sélection active des titres basées sur ces modèles. Il aborde ensuite la gestion indicielle, sous ses différentes formes : la réplication pure, la réplication synthétique, et la gestion indicielle tiltée. Enfin, une partie importante est consacrée aux méthodes statiques et dynamiques d'assurance de portefeuille. Il couvre ainsi les grandes catégories de stratégies de gestion - actives et passives - correspondant aux besoins actuels des investisseurs. Le lecteur qui souhaite aller plus loin après la lecture de cet ouvrage, pourra se référer aux nombreuses références bibliographiques qui y figurent.
Download or read book Gestion indicielle l indice ma tris les contrats sur le CAC 40 dans la gestion de portefeuille written by Didier Vitrac and published by Boulogne [France] ; Rockland, Ont. : Société éducative financière internationale. This book was released on 1993 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book LA GESTION COLLECTIVE INDICIELLE FACE AU MARCHE written by CATHERINE.. MAZIERE LEGRAND and published by . This book was released on 2000 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: LA GESTION COLLECTIVE INDICIELLE EST APPARUE EN FRANCE DANS LES ANNEES 80. REPOSANT SUR L'HYPOTHESE D'EFFICIENCE DES MARCHES FINANCIERS DEVELOPPEE, PAR FAMA, CETTE FORME DE GESTION SE DONNE POUR OBJECTIF DE SUIVRE, DANS SES MOINDRES VARIATIONS, UN INDICE DE REFERENCE, PUISQU'IL SEMBLE ALEATOIRE, VOIRE MEME IMPOSSIBLE DE LE BATTRE SUR LONGUE PERIODE (JENSEN 1968, MAC DONALD 1974). AINSI, LA GESTION INDICIELLE CONSTITUE UNE APPLICATION DIRECTE DU MEDAF DANS LA MESURE OU L'EVOLUTION DES FONDS DOIT ETRE ENTIEREMENT ET A TOUT MOMENT, EXPLIQUEE PAR CELLE DE L'INDICE CHOISI COMME REFERENCE DE GESTION, ET PEUT ETRE QUALIFIEE DE PASSIVE OU ACTIVE SELON LA METHODE DE REPLICATION EMPLOYEE. L'OBJECTIF DE CETTE RECHERCHE EST D'ETUDIER LA RENTABILITE, LE RISQUE ET LA PERFORMANCE DE CES FONDS INDICIELS PAR RAPPORT A LEUR BENCHMARK, MAIS AUSSI DE, MESURER LA PERSISTANCE, LA STATIONNARITE DE CETTE PERFORMANCE DANS LE TEMPS, A L'AIDE D'OUTILS ECONOMETRIQUES ; L'ECHANTILLON EST COMPOSE DE 32 OPCVM INDICIELS ACTIONS FRANCAISES, ETUDIES SUR LA PERIODE 1990-1997. NOS RESULTATS SONT CONVERGENTS ET MONTRENT QUE LA GESTION INDICIELLE FAIT JEU EGAL AVEC LE MARCHE DANS LA MESURE OU LES FONDS ETUDIES REALISENT, EN MOYENNE, LA MEME RENTABILITE, ASSUMENT LE MEME NIVEAU DE RISQUE, OBTIENNENT UNE PERFORMANCE IDENTIQUE A CELLE, DE LEUR INDICE DE REFERENCE ET CE DE FACON SYSTEMATIQUE DANS LE TEMPS. L'OBJECTIF DE LA GESTION INDICIELLE ET LES RESULTATS OBTENUS SONT DONC CLAIRS A LA FOIS POUR L'INVESTISSEUR ET A LA FOIS POUR LE GERANT : “ FAIRE L'INDICE ” AUX COUTS D'ENTREE ET DE SORTIE PRES.
Download or read book Les indices boursiers sur actions written by Patrick Topsacalian and published by Economica, Editions (FR). This book was released on 1996-01-01 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Les indices boursiers ont une utilisation, sans cesse croissante : on les considère comme des baromètres, plus ou moins fidèles, de l'économie dont ils restituent les évolutions ; on les trouve également dans le rôle d'actifs financiers sur des marchés organisés ou de gré à gré. De nombreuses études portant sur la fiabilité de l'utilisation des indices ont été réalisées et celle-ci a souvent été mise en doute. L'objet de cet ouvrage est de faire le point sur les problèmes de représentativité, de calcul et de pondération des indices.
Download or read book Neoclassical Finance written by Stephen A. Ross and published by Princeton University Press. This book was released on 2009-04-11 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neoclassical Finance provides a concise and powerful account of the underlying principles of modern finance, drawing on a generation of theoretical and empirical advances in the field. Stephen Ross developed the no arbitrage principle, tying asset pricing to the simple proposition that there are no free lunches in financial markets, and jointly with John Cox he developed the related concept of risk-neutral pricing. In this book Ross makes a strong case that these concepts are the fundamental pillars of modern finance and, in particular, of market efficiency. In an efficient market prices reflect the information possessed by the market and, as a consequence, trading schemes using commonly available information to beat the market are doomed to fail. By stark contrast, the currently popular stance offered by behavioral finance, fueled by a number of apparent anomalies in the financial markets, regards market prices as subject to the psychological whims of investors. But without any appeal to psychology, Ross shows that neoclassical theory provides a simple and rich explanation that resolves many of the anomalies on which behavioral finance has been fixated. Based on the inaugural Princeton Lectures in Finance, sponsored by the Bendheim Center for Finance of Princeton University, this elegant book represents a major contribution to the ongoing debate on market efficiency, and serves as a useful primer on the fundamentals of finance for both scholars and practitioners.
Download or read book The Qualimetrics Approach written by Henri Savall and published by IAP. This book was released on 2011-06-01 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: The impetus for this work emerged from Savall’s belief that there is a doubleloop interaction between social and economic factors in organizations, between behaviors and structures, and between the quality of life in organizations and their economic performance. When managers underestimate this dynamic interaction, the resulting tension ultimately manifests in lowered performance and increased costs, what he refers to as the “hidden costs” of organizational life. Only by delving into the depths of these organizational dynamics can we hope to fully understand – and create the basis for improving – organizational performance. The Qualimetrics Approach presents a different and challenging way of thinking about analyzing organizations, one that draws together quantitative information, financial analysis and qualitative insights into organizational dynamics. As Savall and Zardet argue, to gain a true understanding of what is happening in organizations, intervener-researchers must focus on all three perspectives, as ignoring any one of them will lead to incomplete understandings. Their approach underscores the importance of using qualitative data to validate quantitative depictions (“the numbers”) of organizational performance in understanding the construction of financial statements. The strength of Savall and Zardet’s approach is that it pushes us to go deeper, to fully understand the narratives underlying the numbers and the social construction of our financial assessments.
Download or read book Before We Visit the Goddess written by Chitra Banerjee Divakaruni and published by Simon and Schuster. This book was released on 2017-04-25 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: "A new novel from the author of Oleander Girl, a novel in stories, built around crucial moments in the lives of 3 generations of women in an Indian/Indian-American Family"--
Download or read book Introduction to Risk Parity and Budgeting written by Thierry Roncalli and published by CRC Press. This book was released on 2016-04-19 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global fina
Download or read book Proactive Management of Uncertainty Using the Successive Principle written by Steen Lichtenberg and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A New Language for Psychoanalysis written by Roy Schafer and published by Yale University Press. This book was released on 1976-01-01 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Should be of considerable interest to a wider public, since it proposes a radical reformulation of psychoanalytical theory which, if accepted, would render outmoded almost all the analytical jargon that has crept into the language of progressive, enlightened post-Freudian people.-Charles Rycroft, The New York Review of Books Schafer's arguments have considerable cogency. The tendency to over-theorize so that the translation of abstractions into the language of ordinary discourse between analyst and patient has become increasingly difficult is a fault; Schafer goes a long way towards redressing it, and his efforts to include meaning and the person in the form of his language is an achievement.-Michael Fordham, The Times Higher Education Supplement
Download or read book Media and Society written by Arthur Asa Berger and published by Rowman & Littlefield. This book was released on 2007 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Media and Society is a lively, illustrated introduction to the role that mass media--and the messages and texts they carry--play in our lives and our society. Arthur Asa Berger explores the time we spend with media, media aesthetics, ethics, audiences, media effects, technologies, violence and sexuality in media, and ownership. Media and Society helps us understand the relationship between consumers and media--the books, television, radio, magazines, web sites, video games, newspapers, movies, and other mass media we encounter every day. --Publisher.
Download or read book Life Insurance Mathematics written by Hans U. Gerber and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: HaIley's Comet has been prominently displayed in many newspapers during the last few months. For the first time in 76 years it appeared this winter, clearly visible against the nocturnal sky. This is an appropriate occasion to point out the fact that Sir Edmund Halley also constructed the world's first life table in 1693, thus creating the scientific foundation of life insurance. Halley's life table and its successors were viewed as deterministic laws, i. e. the number of deaths in any given group and year was considered to be a weIl defined number that could be calculated by means of a life table. However, in reality this number is random. Thus any mathematical treatment of life insurance will have to rely more and more on prob ability theory. By sponsoring this monograph the Swiss Association of Actuaries wishes to support the "modern" probabilistic view oflife contingencies. We are fortu nate that Professor Gerber, an internationally renowned expert, has assumed the task of writing the monograph. We thank the Springer-Verlag and hope that this monograph will be the first in a successful series of actuarial texts. Hans Bühlmann Zürich, March 1986 President Swiss Association of Actuaries Preface Two major developments have influenced the environment of actuarial math ematics. One is the arrival of powerful and affordable computers; the once important problem of numerical calculation has become almost trivial in many instances.
Download or read book Machine Learning for Asset Management written by Emmanuel Jurczenko and published by John Wiley & Sons. This book was released on 2020-10-06 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.
