Buch, Englisch, 696 Seiten, HC runder Rücken kaschiert, Format (B × H): 153 mm x 216 mm, Gewicht: 1028 g
Exploring HCI, Nonlinear Risk and Homomorphisms
Buch, Englisch, 696 Seiten, HC runder Rücken kaschiert, Format (B × H): 153 mm x 216 mm, Gewicht: 1028 g
ISBN: 978-1-137-44700-5
Verlag: Palgrave Macmillan UK
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
1. Introduction.- 2. Number Theory, “Structural Biases” and Homomorphisms in Traditional Stock/Bond/Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Un-aggregated Preferences, MN-Transferable-Utilities and Regret–Minimization Regimes.- 3. A Critique of Credit Default Swaps (CDS) Indices.- 4. Invariants and Homomorphisms Implicit in, and the Invalidity of the Mean-Variance Framework and Other Causality Approaches: Some Structural Effects.- 5. Decision-Making, Sub-additive Recursive “Matching” Noise and Biases in Risk-Weighted Stock/Bond Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Multi-attribute Preferences.- 6. Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures.- 7. Anomalies in Taylor-Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds.- 8. Human Computer Interaction, Misrepresentation and Evolutionary Homomorphisms in the VIX and Options-Based Indices in Incomplete Markets with Unaggregated Preferences and NT-Utilities Under a Regret Minimization Regime.- 9. Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage.- 10. Some New Index-Calculation Methods and Their Mathematical Properties.- 11. Financial Indices,Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models.- 12. Economic Policy, Complex Adaptive Systems, Human-Computer-Interaction and Managerial Psychology: Popular-Index Ecosystems.- 13. Implications for Decision Theory, Enforcement, Financial Stability and Systemic Risk.