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Indices, index funds and ETFsexplori...

Nwogugu, Michael I. C.

Indices, index funds and ETFsexploring HCI, nonlinear risk and homomorphisms /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Indices, index funds and ETFsby Michael I. C. Nwogugu.
Reminder of title:	exploring HCI, nonlinear risk and homomorphisms /
Author:	Nwogugu, Michael I. C.
Published:	London :Palgrave Macmillan UK :2018.
Description:	xxii, 696 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Exchange traded funds.
Online resource:	https://doi.org/10.1057/978-1-137-44701-2
ISBN:	9781137447012$q(electronic bk.)

Indices, index funds and ETFsexploring HCI, nonlinear risk and homomorphisms /
Nwogugu, Michael I. C.

Indices, index funds and ETFsexploring HCI, nonlinear risk and homomorphisms /[electronic resource] :by Michael I. C. Nwogugu. - London :Palgrave Macmillan UK :2018. - xxii, 696 p. :ill., digital ;24 cm.

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.

ISBN: 9781137447012$q(electronic bk.)

Standard No.: 10.1057/978-1-137-44701-2doiSubjects--Topical Terms:

210093
Exchange traded funds.

LC Class. No.: HG6043 / .N864 2018

Dewey Class. No.: 332.6327

Indices, index funds and ETFsexploring HCI, nonlinear risk and homomorphisms /
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505 0 $a 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.
650 0 $a Exchange traded funds. $3 210093
650 0 $a Index mutual funds. $3 249696
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