WorldCat Identities

Goldberg, Lisa R.

Overview
Works: 7 works in 45 publications in 2 languages and 1,874 library holdings
Genres: Conference papers and proceedings 
Roles: Editor, Author
Publication Timeline
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Most widely held works by Lisa R Goldberg
Topological methods in modern mathematics : a symposium in honor of John Milnor's sixtieth birthday by Symposium in Honor of John Milnor's Sixtieth Birthday( Book )

23 editions published in 1993 in English and Italian and held by 191 WorldCat member libraries worldwide

Portfolio risk analysis by Gregory Connor( Book )

16 editions published in 2010 in English and held by 165 WorldCat member libraries worldwide

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
Portfolio Risk Analysis by Robert A Korajczyk( )

1 edition published in 2010 in English and held by 9 WorldCat member libraries worldwide

A dynamical approximation to the exponential map by polynomials by Robert L Devaney( Book )

1 edition published in 1986 in English and held by 2 WorldCat member libraries worldwide

Uniformization of attracting basins for exponential maps by Robert L Devaney( Book )

1 edition published in 1986 in English and held by 2 WorldCat member libraries worldwide

On the multiplier of a repelling fixed point by Calif.) Mathematical Sciences Research Institute (Berkeley( Book )

2 editions published in 1993 in English and held by 1 WorldCat member library worldwide

The handbook of fixed income securities by Tim Backshall( )

1 edition published in 2005 in English and held by 0 WorldCat member libraries worldwide

 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.41 (from 0.04 for Portfolio ... to 0.81 for A dynamica ...)

Portfolio risk analysis
Languages
Covers
The handbook of fixed income securities