Making money with statistical arbitrage :: generating alpha in sideway markets with this option strategy /
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Hamburg :
Anchor Academic Pub.,
2013.
|
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Original title of the thesis: Hedge funds strategies-- time series based semi-variance prediction model for statistical arbitrage. Cover title. |
Beschreibung: | 1 online resource (iv, 45 pages) : illustrations (some color) |
Bibliographie: | Includes bibliographical references. |
ISBN: | 9783954895137 3954895137 |
Internformat
MARC
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020 | |a 3954895137 |q (electronic bk.) | ||
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100 | 1 | |a Becker, Jan. | |
245 | 1 | 0 | |a Making money with statistical arbitrage : |b generating alpha in sideway markets with this option strategy / |c Jan Becker. |
260 | |a Hamburg : |b Anchor Academic Pub., |c 2013. | ||
300 | |a 1 online resource (iv, 45 pages) : |b illustrations (some color) | ||
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500 | |a Original title of the thesis: Hedge funds strategies-- time series based semi-variance prediction model for statistical arbitrage. | ||
500 | |a Cover title. | ||
504 | |a Includes bibliographical references. | ||
505 | 0 | |a Making Money with statistical Arbitrage -- Part I -- 1.1 Abstract -- 1.2 Structure -- 1.3 Table of Contents -- 1.4 List of Abbreviations -- 1.5 List of Figures and Tables -- PART II -- 2.1 Overview of the Hedge Fund Industry -- PART III -- 3.1 Hedge Fund Strategies Overview -- 3.1.1 Long/Short Equity � make money on alpha -- 3.1.2 Relative Value � Make Money on Spreads -- 3.1.3 Event Driven � make money on events -- 3.1.4 Global Macro � make money on trends -- 3.2 Statistical Arbitrage in Detail -- 3.3 Performance Analysis -- PART IV | |
505 | 8 | |a 4.1 State of the Art in Research4.2 Principles of Garch -- 4.3 Introduction of a Semi -Variance Model -- 4.3.1 Methodology -- 4.3.2 Description of Market Data -- 4.3.3 Prediction Power -- 4.3.4 Risk Measurement -- 4.4 Backtest with Real Options -- 4.4.1 Out-of-Sample Market Data -- 4.4.2 Performance Comparison -- Part V -- 5.1 Conclusion -- 5.2 Further Research -- Part VI -- 6.1 List of Literature -- 6.2 Appendix | |
650 | 0 | |a Hedge funds. |0 http://id.loc.gov/authorities/subjects/sh94006028 | |
650 | 0 | |a Securities industry. |0 http://id.loc.gov/authorities/subjects/sh88002013 | |
650 | 6 | |a Fonds spéculatifs. | |
650 | 6 | |a Valeurs mobilières |x Industrie. | |
650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x General. |2 bisacsh | |
650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
650 | 7 | |a Hedge funds |2 fast | |
650 | 7 | |a Securities industry |2 fast | |
758 | |i has work: |a Making Money with statistical Arbitrage (Text) |1 https://id.oclc.org/worldcat/entity/E39PCXw4qwhbWHf7yJ9TpjJbh3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
776 | 0 | 8 | |i Print version: |a Becker, Jan. |t Making Money with statistical Arbitrage : Generating Alpha in sideway Markets with this Option Strategy. |d Hamburg : Anchor Academic Publishing, ©2012 |z 9783954890132 |
856 | 4 | 0 | |l FWS01 |p ZDB-4-EBU |q FWS_PDA_EBU |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=773067 |3 Volltext |
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Datensatz im Suchindex
DE-BY-FWS_katkey | ZDB-4-EBU-ocn857080617 |
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adam_text | |
any_adam_object | |
author | Becker, Jan |
author_facet | Becker, Jan |
author_role | |
author_sort | Becker, Jan |
author_variant | j b jb |
building | Verbundindex |
bvnumber | localFWS |
callnumber-first | H - Social Science |
callnumber-label | HG4530 |
callnumber-raw | HG4530 .B43 2013eb |
callnumber-search | HG4530 .B43 2013eb |
callnumber-sort | HG 44530 B43 42013EB |
callnumber-subject | HG - Finance |
collection | ZDB-4-EBU |
contents | Making Money with statistical Arbitrage -- Part I -- 1.1 Abstract -- 1.2 Structure -- 1.3 Table of Contents -- 1.4 List of Abbreviations -- 1.5 List of Figures and Tables -- PART II -- 2.1 Overview of the Hedge Fund Industry -- PART III -- 3.1 Hedge Fund Strategies Overview -- 3.1.1 Long/Short Equity � make money on alpha -- 3.1.2 Relative Value � Make Money on Spreads -- 3.1.3 Event Driven � make money on events -- 3.1.4 Global Macro � make money on trends -- 3.2 Statistical Arbitrage in Detail -- 3.3 Performance Analysis -- PART IV 4.1 State of the Art in Research4.2 Principles of Garch -- 4.3 Introduction of a Semi -Variance Model -- 4.3.1 Methodology -- 4.3.2 Description of Market Data -- 4.3.3 Prediction Power -- 4.3.4 Risk Measurement -- 4.4 Backtest with Real Options -- 4.4.1 Out-of-Sample Market Data -- 4.4.2 Performance Comparison -- Part V -- 5.1 Conclusion -- 5.2 Further Research -- Part VI -- 6.1 List of Literature -- 6.2 Appendix |
ctrlnum | (OCoLC)857080617 |
dewey-full | 330 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 330 - Economics |
dewey-raw | 330 |
dewey-search | 330 |
dewey-sort | 3330 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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id | ZDB-4-EBU-ocn857080617 |
illustrated | Illustrated |
indexdate | 2024-07-16T15:03:57Z |
institution | BVB |
isbn | 9783954895137 3954895137 |
language | English |
oclc_num | 857080617 |
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physical | 1 online resource (iv, 45 pages) : illustrations (some color) |
psigel | ZDB-4-EBU |
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publishDateSort | 2013 |
publisher | Anchor Academic Pub., |
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spelling | Becker, Jan. Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / Jan Becker. Hamburg : Anchor Academic Pub., 2013. 1 online resource (iv, 45 pages) : illustrations (some color) text txt rdacontent computer c rdamedia online resource cr rdacarrier Original title of the thesis: Hedge funds strategies-- time series based semi-variance prediction model for statistical arbitrage. Cover title. Includes bibliographical references. Making Money with statistical Arbitrage -- Part I -- 1.1 Abstract -- 1.2 Structure -- 1.3 Table of Contents -- 1.4 List of Abbreviations -- 1.5 List of Figures and Tables -- PART II -- 2.1 Overview of the Hedge Fund Industry -- PART III -- 3.1 Hedge Fund Strategies Overview -- 3.1.1 Long/Short Equity â€? make money on alpha -- 3.1.2 Relative Value â€? Make Money on Spreads -- 3.1.3 Event Driven â€? make money on events -- 3.1.4 Global Macro â€? make money on trends -- 3.2 Statistical Arbitrage in Detail -- 3.3 Performance Analysis -- PART IV 4.1 State of the Art in Research4.2 Principles of Garch -- 4.3 Introduction of a Semi -Variance Model -- 4.3.1 Methodology -- 4.3.2 Description of Market Data -- 4.3.3 Prediction Power -- 4.3.4 Risk Measurement -- 4.4 Backtest with Real Options -- 4.4.1 Out-of-Sample Market Data -- 4.4.2 Performance Comparison -- Part V -- 5.1 Conclusion -- 5.2 Further Research -- Part VI -- 6.1 List of Literature -- 6.2 Appendix Hedge funds. http://id.loc.gov/authorities/subjects/sh94006028 Securities industry. http://id.loc.gov/authorities/subjects/sh88002013 Fonds spéculatifs. Valeurs mobilières Industrie. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Hedge funds fast Securities industry fast has work: Making Money with statistical Arbitrage (Text) https://id.oclc.org/worldcat/entity/E39PCXw4qwhbWHf7yJ9TpjJbh3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Becker, Jan. Making Money with statistical Arbitrage : Generating Alpha in sideway Markets with this Option Strategy. Hamburg : Anchor Academic Publishing, ©2012 9783954890132 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=773067 Volltext |
spellingShingle | Becker, Jan Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / Making Money with statistical Arbitrage -- Part I -- 1.1 Abstract -- 1.2 Structure -- 1.3 Table of Contents -- 1.4 List of Abbreviations -- 1.5 List of Figures and Tables -- PART II -- 2.1 Overview of the Hedge Fund Industry -- PART III -- 3.1 Hedge Fund Strategies Overview -- 3.1.1 Long/Short Equity â€? make money on alpha -- 3.1.2 Relative Value â€? Make Money on Spreads -- 3.1.3 Event Driven â€? make money on events -- 3.1.4 Global Macro â€? make money on trends -- 3.2 Statistical Arbitrage in Detail -- 3.3 Performance Analysis -- PART IV 4.1 State of the Art in Research4.2 Principles of Garch -- 4.3 Introduction of a Semi -Variance Model -- 4.3.1 Methodology -- 4.3.2 Description of Market Data -- 4.3.3 Prediction Power -- 4.3.4 Risk Measurement -- 4.4 Backtest with Real Options -- 4.4.1 Out-of-Sample Market Data -- 4.4.2 Performance Comparison -- Part V -- 5.1 Conclusion -- 5.2 Further Research -- Part VI -- 6.1 List of Literature -- 6.2 Appendix Hedge funds. http://id.loc.gov/authorities/subjects/sh94006028 Securities industry. http://id.loc.gov/authorities/subjects/sh88002013 Fonds spéculatifs. Valeurs mobilières Industrie. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Hedge funds fast Securities industry fast |
subject_GND | http://id.loc.gov/authorities/subjects/sh94006028 http://id.loc.gov/authorities/subjects/sh88002013 |
title | Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / |
title_auth | Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / |
title_exact_search | Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / |
title_full | Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / Jan Becker. |
title_fullStr | Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / Jan Becker. |
title_full_unstemmed | Making money with statistical arbitrage : generating alpha in sideway markets with this option strategy / Jan Becker. |
title_short | Making money with statistical arbitrage : |
title_sort | making money with statistical arbitrage generating alpha in sideway markets with this option strategy |
title_sub | generating alpha in sideway markets with this option strategy / |
topic | Hedge funds. http://id.loc.gov/authorities/subjects/sh94006028 Securities industry. http://id.loc.gov/authorities/subjects/sh88002013 Fonds spéculatifs. Valeurs mobilières Industrie. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Hedge funds fast Securities industry fast |
topic_facet | Hedge funds. Securities industry. Fonds spéculatifs. Valeurs mobilières Industrie. BUSINESS & ECONOMICS Economics General. BUSINESS & ECONOMICS Reference. Hedge funds Securities industry |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=773067 |
work_keys_str_mv | AT beckerjan makingmoneywithstatisticalarbitragegeneratingalphainsidewaymarketswiththisoptionstrategy |