Author: Publisher:
ISBN:
Category :
Languages : en
Pages : 112
Book Description
Horizon Five Year Cumulative Index
Author: Catalog of Copyright Entries. Third Series
Author: Library of Congress. Copyright OfficePublisher: Copyright Office, Library of Congress
ISBN:
Category : Copyright
Languages : en
Pages : 1938
Book Description
Horizon
Author: The Oxford Handbook of IPOs
Author: Douglas CummingPublisher: Oxford University Press
ISBN: 0190614595
Category : Business & Economics
Languages : en
Pages : 841
Book Description
Initial public offerings (IPOs), or new listings of companies on stock exchanges, are among the most important form of finance and generate considerable attention and excitement. They are used to raise capital or to monetize investments by the early generation of venture capital and other private investors. They are increasingly international in scope and reach, especially with non-American firms offering on American stock exchanges. This handbook provides a comprehensive overview of why companies list on stock exchanges, how IPOs are regulated, initially valued, and their performance in the short and long run. The first part examines the economics of IPOs, and offers statistics and regulatory insights from the United States and other countries around the world. The volume then covers mergers versus IPOs, as well as reverse mergers and special purpose acquisition companies. Part III analyzes institutional ties in IPOs, including analysts, investment banks, auditors, and venture capitalists. The fourth section provides international perspectives on IPOs from a number of countries around the world. Part V discusses alternatives to IPOs, including private marketplaces, and crowdfunding. Reflecting the range of disciplines that analyze IPOs, the contributors come from the fields of finance, international business and management, economics, and law. The chapters cover the latest information on a range of fundamental questions that are of interest to academics, practitioners, and policymakers alike.
Systematic Investing in Credit
Author: Arik Ben DorPublisher: John Wiley & Sons
ISBN: 1119751292
Category : Business & Economics
Languages : en
Pages : 742
Book Description
Praise for SYSTEMATIC INVESTING in CREDIT "Lev and QPS continue to shed light on the most important questions facing credit investors. This book focuses on their latest cutting-edge research into the appropriate role of credit as an asset class, the dynamics of credit benchmarks, and potential ways to benefit from equity information to construct effective credit portfolios. It is must-read material for all serious credit investors." —Richard Donick, President and Chief Risk Officer, DCI, LLC, USA "Lev Dynkin and his team continue to spoil us; this book is yet another example of intuitive, insightful, and pertinent research, which builds on the team's previous research. As such, the relationship with this team is one of the best lifetime learning experiences I have had." —Eduard van Gelderen, Chief Investment Officer, Public Sector Pension Investment Board, Canada "The rise of a systematic approach in credit is a logical extension of the market's evolution and long overdue. Barclays QPS team does a great job of presenting its latest research in a practical manner." —David Horowitz, Chief Executive Officer and Chief Investment Officer, Agilon Capital, USA "Systematization reduces human biases and wasteful reinventing of past solutions. It improves the chances of investing success. This book, by a team of experts, shows you the way. You will gain insights into the advanced methodologies of combining fundamental and market data. I recommend this book for all credit investors." —Lim Chow Kiat, Chief Executive Officer, GIC Asset Management, Singapore "For nearly two decades, QPS conducted extensive and sound research to help investors meet industry challenges. The proprietary research in this volume gives a global overview of cutting-edge developments in alpha generation for credit investors, from signal extraction and ESG considerations to portfolio implementation. The book blazes a trail for enhanced risk adjusted returns by exploring the cross-asset relation between stocks and bonds and adding relevant information for credit portfolio construction. Our core belief at Ostrum AM, is that a robust quantamental approach, yields superior investment outcomes. Indeed, this book is a valuable read for the savvy investor." —Ibrahima Kobar, CFA, Global Chief Investment Officer, Ostrum AM, France "This book offers a highly engaging account of the current work by the Barclays QPS Group. It is a fascinating mix of original ideas, rigorous analytical techniques, and fundamental insights informed by a long history of frontline work in this area. This is a must-read from the long-time leaders in the field." —Professor Leonid Kogan, Nippon Telephone and Telegraph Professor of Management and Finance, MIT "This book provides corporate bond portfolio managers with an abundance of relevant, comprehensive, data-driven research for the implementation of superior investment performance strategies." —Professor Stanley J. Kon, Editor, Journal of Fixed income "This book is a treasure trove for both pension investors and trustees seeking to improve performance through credit. It provides a wealth of empirical evidence to guide long-term allocation to credit, optimize portfolio construction and harvest returns from systematic credit factors. By extending their research to ESG ratings, the authors also provide timely insights in the expanding field of sustainable finance." —Eloy Lindeijer, former Chief of Investment Management, PGGM, Netherlands "Over more than a decade, Lev Dynkin and his QPS team has provided me and APG with numerous innovative insights in credit markets. Their work gave us valuable quantitative substantiation of some of our investment beliefs. This book covers new and under-researched areas of our markets, like ESG and factor investing, next to the rigorous and practical work akin to the earlier work of the group. I'd say read this book—and learn from one of the best." —Herman Slooijer, Managing Director, Head of Fixed Income, APG Asset Management, Netherlands
Women and Health
Author: Marlene B. GoldmanPublisher: Academic Press
ISBN: 0123849799
Category : Social Science
Languages : en
Pages : 1616
Book Description
Women and Health is a comprehensive reference that addresses health issues affecting women of all ages — from adolescence through maturity. It goes far beyond other books on this topic, which concentrate only on reproductive health, and has a truly international perspective. It covers key issues ranging from osteoporosis to breast cancer and other cancers, domestic violence, sexually transmitted diseases, occupational hazards, eating disorders, heart disease and other chronic illnesses, substance abuse, and societal and behavioral influences on health. In this second edition of Women and Health, chapters thoughtfully explore the current state of women's health and health care, including the influences of sex and gender on the occurrence of a wide variety of diseases and conditions. All chapters have been extensively updated and emphasize the epidemiology of the condition — the etiology, occurrence, primary and secondary prevention (screening), risk factors, surveillance, changing trends over time, and critical analysis of the diagnostic and treatment options and controversies. Treatment sections in each chapter have been expanded to create a stronger dialogue between epidemiologists and women's health practitioners. - Saves researchers and clinicians time in quickly accessing the very latest details on a broad range of women's health issues, as opposed to searching through thousands of journal articles - Provides a common language for epidemiologists, public health practitioners, and women's health specialists to discuss the behavioral, cultural, and biological determinants of women's health - Researchers and medical specialists will learn how the gender-specific risks and features of one organ system's diseases affect the health of other organ systems - For example: Hormone replacement therapy used to treat imbalance within the endocrine system is also being used to prevent and treat cardiovascular disease; Drugs developed for type 2 diabetes are now being used in chemoprevention - Orients the non-gerontologist about the importance of considering the entire life cycle of women within research designs and treatment plans - Professors teaching courses in women's health will use slides and additional materials to structure lectures/courses; students will use slides as a unique resource to study for exams
Quantitative Credit Portfolio Management
Author: Arik Ben DorPublisher: John Wiley & Sons
ISBN: 1118117697
Category : Business & Economics
Languages : en
Pages : 421
Book Description
An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds—spread, liquidity, and Treasury yield curve risk—as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
An Integrated Approach to Environmental Management
Author: Dibyendu SarkarPublisher: John Wiley & Sons
ISBN: 1118744284
Category : Technology & Engineering
Languages : en
Pages : 622
Book Description
Covers the most recent topics in the field of environmental management and provides a broad focus on the theoretical and methodological underpinnings of environmental management Provides an up-to-date survey of the field from the perspective of different disciplines Covers the topic of environmental management from multiple perspectives, namely, natural sciences, engineering, business, social sciences, and methods and tools perspectives Combines both academic rigor and practical approach through literature reviews and theories and examples and case studies from diverse geographic areas and policy domains Explores local and global issues of environmental management and analyzes the role of various contributors in the environmental management process Chapter contents are appropriately demonstrated with numerous pictures, charts, graphs, and tables, and accompanied by a detailed reference list for further readings
Econometrics and Risk Management
Author: Thomas B. FombyPublisher: Emerald Group Publishing
ISBN: 1848551975
Category : Business & Economics
Languages : en
Pages : 302
Book Description
Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.
Portfolio Risk Analysis
Author: Gregory ConnorPublisher: Princeton University Press
ISBN: 1400835291
Category : Business & Economics
Languages : en
Pages : 400
Book Description
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.