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Engineering Investment Process

Engineering Investment Process
Making Value Creation Repeatable

by Florian Ielpo,Chafic Merhy,Guillaume Simon

  • Publisher : Elsevier
  • Release : 2017-03-22
  • Pages : 430
  • ISBN : 0081011482
  • Language : En, Es, Fr & De
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Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process. The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust. The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases. Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process. Blends academic research with practical experience from quants, fund managers, and economists Puts financial mathematics and econometrics in their rightful place Presents useful information that will increase the reader's understanding of markets Clearly provides both the global framework, the investment process, and the useful econometric and financial tools that help in its construction Includes efficient tools taken from up-to-date econometric and financial techniques

Quality Money Management

Quality Money Management
Process Engineering and Best Practices for Systematic Trading and Investment

by Andrew Kumiega,Benjamin Van Vliet

  • Publisher : Academic Press
  • Release : 2011-08-29
  • Pages : 304
  • ISBN : 9780080559919
  • Language : En, Es, Fr & De
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The financial markets industry is at the same crossroads as the automotive industry in the late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive industry turned to quality and its no coincidence that in the money management industry many of the spectacular failures have been due largely to problems in quality control. The financial industry in on the verge of a quality revolution. New and old firms alike are creating new investment vehicles and new strategies that are radically changing the nature of the industry. To compete, mutual funds, hedge fund industries, banks and proprietary trading firms are being forced to quicklyy research, test and implement trade selection and execution systems. And, just as in the early stages of factory automation, quality suffers and leads to defects. Many financial firms fall short of quality, lacking processes and methodologies for proper development and evaluation of trading and investment systems. Authors Kumiega and Van Vliet present a new step-by-step methodology for such development. Their methodology (called K|V) has been presented in numerous journal articles and at academic and industry conferences and is rapidly being accepted as the preferred business process for the institutional trading and hedge fund industries for development, presentation, and evaluation of trading and investment systems. The K|V model for trading system development combines new product development, project management and software development methodologies into one robust system. After four stages, the methodology requires repeating the entire waterfall for continuous improvement. The discussion quality and its applications to the front office is presented using lessons learned by the authors after using the methodology in the real world. As a result, it is flexible and modifiable to fit various projects in finance in different types of firms. Their methodology works equally well for short-term trading systems, longer-term portfolio management or mutual fund style investment strategies as well as more sophisticated ones employing derivative instruments in hedge funds. Additionally, readers will be able to quickly modify the standard K|V methodology to meet their unique needs and to quickly build other quantitatively drive applications for finance. At the beginning and the end of Quality Money Management the authors pose a key question: Are you willing to change and embrace quality for the 21st century or are willing to accept extinction? The real gem in this book is that the concepts give the reader a road map to avoid extinction. Presents a robust process engineering framework for developing and evaluating trading and investment systems Best practices along the step-by-step process will mitigate project risk, model risk, and ensure data quality Includes a quality model for backtesting and managing market risk of working systems

The ... Status of the Nation's Highways and Bridges

The ... Status of the Nation's Highways and Bridges
Conditions, Performance, and Capital Investment Requirements

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1991
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Process Engineering Economics

Process Engineering Economics
A Book

by Herbert English Schweyer

  • Publisher : Unknown Publisher
  • Release : 1955
  • Pages : 409
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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The Status of the Nation's Highways and Bridges

The Status of the Nation's Highways and Bridges
Conditions and Performance : Report of the Secretary of Transportation to the United States Congress, Pursuant to Sections 307(e) and 144(i) of Title 23, United States Code

by United States. Department of Transportation

  • Publisher : Unknown Publisher
  • Release : 1991
  • Pages : 173
  • ISBN : 9780160369131
  • Language : En, Es, Fr & De
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24th European Symposium on Computer Aided Process Engineering

24th European Symposium on Computer Aided Process Engineering
Part A and B

by Anonim

  • Publisher : Elsevier
  • Release : 2014-06-20
  • Pages : 1954
  • ISBN : 0444634436
  • Language : En, Es, Fr & De
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The 24th European Symposium on Computer Aided Process Engineering creates an international forum where scientific and industrial contributions of computer-aided techniques are presented with applications in process modeling and simulation, process synthesis and design, operation, and process optimization. The organizers have broadened the boundaries of Process Systems Engineering by inviting contributions at different scales of modeling and demonstrating vertical and horizontal integration. Contributions range from applications at the molecular level to the strategic level of the supply chain and sustainable development. They cover major classical themes, at the same time exploring a new range of applications that address the production of renewable forms of energy, environmental footprints and sustainable use of resources and water.

21st European Symposium on Computer Aided Process Engineering

21st European Symposium on Computer Aided Process Engineering
A Book

by E. N. Pistikopoulos,M. C. Georgiadis,A. C. Kokossis

  • Publisher : Elsevier
  • Release : 2011-05-26
  • Pages : 2029
  • ISBN : 044453895X
  • Language : En, Es, Fr & De
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The European Symposium on Computer Aided Process Engineering (ESCAPE) series presents the latest innovations and achievements of leading professionals from the industrial and academic communities. The ESCAPE series serves as a forum for engineers, scientists, researchers, managers and students to present and discuss progress being made in the area of Computer Aided Process Engineering (CAPE). European industries large and small are bringing innovations into our lives, whether in the form of new technologies to address environmental problems, new products to make our homes more comfortable and energy efficient or new therapies to improve the health and well-being of European citizens. Moreover, the European Industry needs to undertake research and technological initiatives in response to humanity's "Grand Challenges", described in the declaration of Lund, namely, Global Warming, Tightening Supplies of Energy, Water and Food, Ageing Societies, Public Health, Pandemics and Security. Thus, the Technical Theme of ESCAPE 21 will be "Process Systems Approaches for Addressing Grand Challenges in Energy, Environment, Health, Bioprocessing & Nanotechnologies".

Commerce, Justice, Science, and Related Agencies Appropriations for Fiscal Year 2007

Commerce, Justice, Science, and Related Agencies Appropriations for Fiscal Year 2007
Hearings Before a Subcommittee of the Committee on Appropriations, United States Senate, One Hundred Ninth Congress, Second Session

by United States. Congress. Senate. Committee on Appropriations. Subcommittee on Commerce, Justice, Science, and Related Agencies

  • Publisher : Unknown Publisher
  • Release : 2006
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Impact Investment

Impact Investment
A Practical Guide to Investment Process and Social Impact Analysis

by Keith Allman

  • Publisher : John Wiley & Sons
  • Release : 2015-03-02
  • Pages : 239
  • ISBN : 1118848640
  • Language : En, Es, Fr & De
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Impact Investment: A Practical Guide to Investment Process and Social Impact Analysis takes readers at investment banks, wealth management firms, family offices, private equity funds, development finance institutions, and charities through the demanding task of properly executing an impact investment strategy, and concurrently provides methods and solutions to some of the most vexing challenges of investing for financial return and social impact. It will show how standard rigorous financial analysis should be applied, problems that emerge requiring a deep understanding and adjustment to those standard techniques, and how a social mission influences the entire investment from investment to exit. Additionally an impact investment oriented company, a village distribution company, will be used as a running example with a full-fledged case study of the company that consolidates all examples. Investment banks have social finance units, some large institutions have their own investment companies that specialize in impact investing, family offices are directing segments of their funds to this form of investing, multiple private equity funds are specializing in impact investing, charities are moving toward investment/pseudo investment models, mainstream funds have impact investing sub-funds, large development institutions around the world are investing in impact funds and also directly in social enterprises, and finally the social entrepreneurs themselves need to understand the entities they work with and a professionalized funding process in detail. Additionally many advisory and service providers have emerged that provide one specific specialty of many of the items that Impact Investment: A Practical Guide to Investment Process and Social Impact Analysis will cover.

CPE. Chemical & Process Engineering

CPE. Chemical & Process Engineering
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1972
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Engineering Economic Analysis Practices for Highway Investment

Engineering Economic Analysis Practices for Highway Investment
A Book

by Michael J. Markow

  • Publisher : Transportation Research Board
  • Release : 2012
  • Pages : 118
  • ISBN : 0309223431
  • Language : En, Es, Fr & De
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TRB’s National Cooperative Highway Research Program (NCHRP) Synthesis 424: Engineering Economic Analysis Practices for Highway Investment explores how U.S. transportation agencies have applied engineering economics--benefit–cost analyses and similar procedures--to decisions on highway investments.

International Journal of Materials in Engineering Applications

International Journal of Materials in Engineering Applications
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1978
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Process Engineering Economics

Process Engineering Economics
A Book

by James Riley Couper

  • Publisher : CRC Press
  • Release : 2003-08-26
  • Pages : 384
  • ISBN : 9780203911396
  • Language : En, Es, Fr & De
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This reference outlines the fundamental concepts and strategies for economic assessments for informed management decisions in industry. The book illustrates how to prepare capital cost and operating expense estimates, profitability analyses, and feasibility studies, and how to execute sensitivity and uncertainty assessments. From financial reports to opportunity costs and engineering trade-offs, Process Engineering Economics considers a wide range of alternatives for profitable investing and for projecting outcomes in various chemical and engineering fields. It also explains how to monitor costs, finances, and economic limitations at every stage of chemical project design, preparation, and evaluation.

Energy Research Abstracts

Energy Research Abstracts
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1989
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Creating a Software Engineering Culture

Creating a Software Engineering Culture
A Book

by Karl Wiegers

  • Publisher : Addison-Wesley
  • Release : 2013-07-15
  • Pages : 384
  • ISBN : 0133489299
  • Language : En, Es, Fr & De
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This is the digital version of the printed book (Copyright © 1996). Written in a remarkably clear style, Creating a Software Engineering Culture presents a comprehensive approach to improving the quality and effectiveness of the software development process. In twenty chapters spread over six parts, Wiegers promotes the tactical changes required to support process improvement and high-quality software development. Throughout the text, Wiegers identifies scores of culture builders and culture killers, and he offers a wealth of references to resources for the software engineer, including seminars, conferences, publications, videos, and on-line information. With case studies on process improvement and software metrics programs and an entire part on action planning (called “What to Do on Monday”), this practical book guides the reader in applying the concepts to real life. Topics include software culture concepts, team behaviors, the five dimensions of a software project, recognizing achievements, optimizing customer involvement, the project champion model, tools for sharing the vision, requirements traceability matrices, the capability maturity model, action planning, testing, inspections, metrics-based project estimation, the cost of quality, and much more! Principles from Part 1 Never let your boss or your customer talk you into doing a bad job. People need to feel the work they do is appreciated. Ongoing education is every team member’s responsibility. Customer involvement is the most critical factor in software quality. Your greatest challenge is sharing the vision of the final product with the customer. Continual improvement of your software development process is both possible and essential. Written software development procedures can help build a shared culture of best practices. Quality is the top priority; long-term productivity is a natural consequence of high quality. Strive to have a peer, rather than a customer, find a defect. A key to software quality is to iterate many times on all development steps except coding: Do this once. Managing bug reports and change requests is essential to controlling quality and maintenance. If you measure what you do, you can learn to do it better. You can’t change everything at once. Identify those changes that will yield the greatest benefits, and begin to implement them next Monday. Do what makes sense; don’t resort to dogma.

22nd European Symposium on Computer Aided Process Engineering

22nd European Symposium on Computer Aided Process Engineering
A Book

by Anonim

  • Publisher : Elsevier
  • Release : 2012-12-10
  • Pages : 1400
  • ISBN : 0444594566
  • Language : En, Es, Fr & De
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Computer aided process engineering (CAPE) plays a key design and operations role in the process industries. This conference features presentations by CAPE specialists and addresses strategic planning, supply chain issues and the increasingly important area of sustainability audits. Experts collectively highlight the need for CAPE practitioners to embrace the three components of sustainable development: environmental, social and economic progress and the role of systematic and sophisticated CAPE tools in delivering these goals. Contributions from the international community of researchers and engineers using computing-based methods in process engineering Review of the latest developments in process systems engineering Emphasis on a systems approach in tackling industrial and societal grand challenges

Process and Chemical Engineering

Process and Chemical Engineering
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1995
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Transport Phenomena in Micro Process Engineering

Transport Phenomena in Micro Process Engineering
A Book

by Norbert Kockmann

  • Publisher : Springer Science & Business Media
  • Release : 2007-11-12
  • Pages : 365
  • ISBN : 3540746188
  • Language : En, Es, Fr & De
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In this book, the fundamentals of chemical engineering are presented with respect to applications in micro system technology, microfluidics, and transport processes within microstructures. Special features of the book include the state-of-the-art in micro process engineering, a detailed treatment of transport phenomena for engineers, and a design methodology from transport effects to economic considerations.

Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering

Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering
A Book

by Constantin Zopounidis,Michael Doumpos

  • Publisher : Springer Science & Business Media
  • Release : 2000-05-31
  • Pages : 217
  • ISBN : 9780792362739
  • Language : En, Es, Fr & De
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This book provides a new point of view on the field of financial engineering, through the application of multicriteria intelligent decision aiding systems. The aim of the book is to provide a review of the research in the area and to explore the adequacy of the tools and systems developed according to this innovative approach in addressing complex financial decision problems, encountered within the field of financial engineering. Audience: Researchers and professionals such as financial managers, financial engineers, investors, operations research specialists, computer scientists, management scientists and economists.

Chemical Engineering Abstracts

Chemical Engineering Abstracts
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1988
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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