Lauria Davide (22 results)
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
£ 15.31
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
The Devourer Below
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
- Softcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
£ 16.21
Free ShippingShips within U.S.A.Quantity: Over 20 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: Sell Books, Elland, YORKS, United KingdomSell Books
Contact seller5-star sellerCondition: Used - Good
£ 4.44
£ 12.15 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
paperback. Condition: Good. Our good condition books are generally good for reading but not for gifting or collecting. They could have imperfections such as creasing, fanning, inscriptions, margin notes, yellowing, staining on edge or cover or pages, bumps, scuffs, etc etc (sometimes multiple of these). It's a wide category that… encompasses anything that isn't almost-new down to anything that is slightly better than poor. We would NOT recommend gifting Good books - these should be considered reading copies. Our books are dispatched from a Yorkshire former cotton mill. We list via barcode/ISBN so please note that the images are stock images and may not be the exact copy you receive, furthermore the details about edition and year might not be accurate as many publishers reuse the same ISBN for multiple editions and as we simply scan a barcode or enter an ISBN we do not check the validity of the edition data when listing. If you're looking for an exact edition please don't order (at least not without checking with us first, although we don't always have time to check). We aim to dispatch prompty, the service used will depend on order value and book size. We can ship to most countries, see our shipping policies. Payment is via Abe only.
The Devourer Below
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
£ 14.41
£ 4.16 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: HPB Inc., Dallas, TX, U.S.A.HPB Inc.
Contact seller5-star sellerCondition: Used - Very good
£ 19.90
£ 2.79 shippingShips within U.S.A.Quantity: 1 available
paperback. Condition: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 26.90
£ 1.96 shippingShips within U.S.A.Quantity: 2 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
£ 31.39
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 29.48
£ 1.96 shippingShips within U.S.A.Quantity: 2 available
Condition: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Hardcover
- First Edition
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
£ 33.94
Free ShippingShips within U.S.A.Quantity: Over 20 available
Hardback. Condition: New. 1st. Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for thi…s landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 31.37
£ 10.00 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Hardcover. Condition: Brand New. 170 pages. 9.45x6.70x9.45 inches. In Stock.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 33.19
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: As New. Unread book in perfect condition.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 34.89
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan Yifan He, Davide Lauria, W. Brent Lindquist, Svetlozar (Zari) Rachev,
- Hardcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
Contact seller5-star sellerCondition: New
£ 34.79
£ 15.49 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
hardcover. Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 46.63
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
He, Yifan; Lindquist, W. Brent; Rachev, Svetlozar (Zari); Lauria, Davide
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 70.94
£ 2.97 shippingShips within U.S.A.Quantity: 3 available
Condition: New.
Risk Management for Cryptocurrency Portfolios
W. Brent Lindquist, Yifan He, Davide Lauria, Svetlozar (Zari) Rachev
- Hardcover
- First Edition
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
£ 34.90
£ 37.16 shippingShips within U.S.A.Quantity: Over 20 available
Hardback. Condition: New. 1st. Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for thi…s landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.
Risk Management for Cryptocurrency Portfolios
Yifan He|W. Brent Lindquist|Svetlozar (zari Rachev|Davide Lauria
- Hardcover
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 35.84
£ 41.96 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: New. Davide Lauria is a professor in the Mathematics department at Texas Tech University. W. Brent Lindquist is a computational mathematician and Professor in the Department of Mathematics & Statistics at the Texas Tech University. He has develo.
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 39.66
£ 53.24 shippingShips from Germany to U.S.A.Quantity: 2 available
Buch. Condition: Neu. Neuware - Cryptocurrencies have transformed finance by opening new avenues for investment and innovation, while exposing portfolios to extreme volatility, fat tails, liquidity shocks, and shifting regulation. Risk Management for Cryptocurrency Portfolios provides a rigorous, practice-oriented toolkit for th…is landscape. The book blends postmodern portfolio theory, heavy-tailed statistics, and empirically tested optimization methods into a coherent framework tailored to digital assets.Starting from the data, the authors assemble a consistent set of 40 major tokens and examine hourly performance, stylized facts, and benchmarks. They study stationarity, the non-normal nature of returns, and tail risk using Hill estimators and generalized Pareto modeling and quantify distances between return series to guide diversification. The portfolio core begins with mean-variance analysis, the capital market line, and coherent risk measures. Building on this foundation, the book develops mean-CVaR optimization and equivalent formulations, with MATLAB implementations and step-by-step case studies.Strategy chapters compare long-only and long-short constructions, including Jacobs et al. and Lo-Patel approaches, momentum variants, and portfolios under turnover constraints. Performance is evaluated with maximum drawdown and widely used ratios such as Sharpe, Sortino-Satchell, and the Rachev ratio.The dynamic optimization introduces ARMA(1,1)-GARCH(1,1) models with Student's t-innovations, multivariate t-distributions and t-copulas, and the simulation of return scenarios. Robust optimization addresses model misspecification by treating observed return distributions as uncertain; readers learn box and ellipsoidal uncertainty sets, Kantorovich distances between discrete distributions, and robust CVaR portfolios on historical data. Validation is integral. A backtesting suite consisting of value-at-risk tests, including binomial and traffic-light procedures, plus Kupiec, Christoffersen, and Haas tests, assesses model quality and contrasts historical, dynamic, and robust allocations. Written for practitioners, analysts, researchers, and graduate students, the text is selfcontained and comprehensive. Clear exposition, empirical examples, and ready to run MATLAB code make advanced methods usable in day-to-day portfolio construction. Risk Management for Cryptocurrency Portfolios equips readers with insight and tested techniques needed to build, stress-test and refine crypto portfolios with confidence.
- Hardcover
Seller: Buchpark, Trebbin, GermanyBuchpark
Contact seller5-star sellerCondition: Used - Fine
£ 21.45
£ 89.94 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through em…pirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 14.69
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
- Softcover
- Print on Demand
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 19.70
£ 2.97 shippingShips within U.S.A.Quantity: 4 available
Condition: New. Print on Demand.
The Devourer Below: An Arkham Horror Anthology
Dicken, Evan; Kamsika, Georgina; Reynolds, Josh; Parrott, Thomas; Mana, Davide; Lauria, Cath; Annandale, David
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 15.65
£ 8.52 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND.
