Senin, 28 April 2014

[I513.Ebook] Download Twentieth-Century Britain: A Very Short Introduction, by Kenneth O. Morgan

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Twentieth-Century Britain: A Very Short Introduction, by Kenneth O. Morgan

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Twentieth-Century Britain: A Very Short Introduction, by Kenneth O. Morgan

The last century has been a tumultuous one for the culture and politics of Britain. Kenneth Morgan's Twentieth-Century Britain is a crisp analysis of the forces of consensus and conflict that have existed in Britain since the First World War. Using a wide variety of sources, including the records of political parties and recently released documents from Britain's Public Records Office, Kenneth Morgan covers the full scope of Britain's modern history while drawing thought-provoking comparisons with the post-war history of other nations. This penetrating analysis by a leading twentieth-century historian makes for fantastic reading for anyone interested in the development of modern Britain.

  • Sales Rank: #1031808 in Books
  • Published on: 2005-08-11
  • Original language: English
  • Number of items: 1
  • Dimensions: 4.30" h x .50" w x 6.70" l, .28 pounds
  • Binding: Paperback
  • 128 pages

About the Author

Kenneth Morgan is Research Professor, University of Wales, Aberystwyth, and Lecturer in Modern History, University of Oxford. He was Principal, then Vice-Chancellor, University College of Wales, Aberystwyth, and Professor in the University of Wales, 1989-95. Also, Vice-Chancellor, then Senior Vice-Chancellor, University of Wales, 1993-95.

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11 of 12 people found the following review helpful.
a full and concise summary- gets the balance just right
By Jeffrey Lehman
This is a useful summary of Britain in the twentieth century. Many authors would be tempted to narrow the study, and focus on political history alone. Kenneth Morgan, however, covers social history as well. Every chapter has a section on the arts, for example. In the hands of most authors this would mean that the book touches everything and explains nothing, but Morgan gets the balance just right.

There are things Morgan misses out that some readers would complain about. A good example is that the affair of Edward VIII and Wallis Simpson is mentioned in a single sentence, while many other books give a great deal of attention to it. It certainly was of great interest to the public at the time, and to this day. It seems, however, that Morgan merely touches on it because it has ahd little influence in the long term. Morgan also resists the temptation to chase irrelevant topics out of personal interest.

This little volume will be very useful for foreigners who would like to get a good grasp of modern Britian. Students would do well to begin with a careful study of this book, using it as a touchstone to compare other sources. If Morgan does not mention a subject, theme or event, it is probably not very important.

Finally, the book is a good read. Morgan kept me interested from start to finish. He not only covers the most important events, but he gets behind them to an understanding of the spirit of the times.

6 of 6 people found the following review helpful.
It Lives Up to Its Billing
By J. R. Trtek
I think the judgment of the reviewer who preceded me is far too harsh. This is, after all, "a very short introduction", and so one can hardly expect an encyclopedic treatment. It certainly isn't the last word, and some might quibble with some perspectives, but as a very quick overview of (mostly) Victorian Britain, this isn't half-bad. Perhaps two-thirds good.

3 of 3 people found the following review helpful.
Review of ‘Nineteenth Century Britain; a very short introduction’ - short but good!
By William P. Palmer
Review of ‘Nineteenth Century Britain; a very short introduction’ by Christopher Harvie & Colin Matthew.

CITATION: Harvie, C. & Matthew, H. C. G. (2000). Nineteenth Century Britain; a very short introduction. Oxford: Oxford University Press.

Reviewer: Dr W. P. Palmer.

The series of books published by Oxford University Press are short, well written, up-to-date books giving the latest information about more than 250 different topics. This brief history of Nineteenth Century Britain covers a huge amount of information in just 145 pages with a variety of additional features thereafter, including suggestions for further reading, a chronology, a list of British Prime Ministers and an index. The book contains 24 chapters, 14 illustrations and 4 maps, so the text is well supported by additional data.

The book is not always easy to read as in order to include more information, the sentence length is often too large to facilitate understanding and I do not find that the typeface assists reading. Having not covered the nineteenth century British history since my schooldays, I found the book to be extremely interesting and well-written, providing insightful overviews explaining what happened in terms of the politics, religion and economics of the time. Educational and gender histories are not forgotten and the plight of the poor in each generation remains as a powerful theme. The comparatively speedy transformation of societal values from Victorian to Edwardian times in the early twentieth century brings this useful little book to a close.

Very interesting!!

BILL PALMER

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Minggu, 27 April 2014

[X955.Ebook] Fee Download Searching for Utopia: The History of an Idea, by Gregory Claeys

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Searching for Utopia: The History of an Idea, by Gregory Claeys

An illustrated history of a perennially powerful idea: the quest for the ideal society from classical times to the present day.

Aspirations for a better—even a perfect—society have existed throughout history. Utopias have been imagined in intricate detail by, among others, philosophers, poets, social reformers, architects, and artists.

Gregory Claeys, a leading scholar in the field, surveys the influence of the idea of utopia on history, literature, art, architecture, and religious and political thought. Central to his exploration of ideal worlds are creation myths; archetypes of heaven and the afterlife; new worlds and voyages of discovery; ages of revolution and technological progress; model communities and kibbutzim; political and ecological dystopias; space travel and science fiction.

The most significant utopias throughout history—whether envisaged or attempted—are covered, including visions of the ideal society in Asia, Africa, the Arab world, and the Americas, as well as the ancient and Western worlds. Complete with a wealth of photographs, paintings, engravings, maps, documents, posters, and film stills, as well as comprehensive notes and a bibliography, this volume is a compelling and insightful exploration of the rich diversity of the utopian imagination. 141 color and 65 black-and-white illustrations

  • Sales Rank: #892039 in Books
  • Published on: 2011-05-01
  • Original language: English
  • Number of items: 1
  • Dimensions: .99" h x .10" w x .79" l, 2.20 pounds
  • Binding: Hardcover
  • 224 pages

About the Author
is Professor of the History of Political Thought at Royal Holloway, University of London. He has written and edited numerous books, including

, and

.

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0 of 0 people found the following review helpful.
a "MUST READ" for humanity
By white cloud blue sky
The 12-page conclusion chapter I now consider mandatory reading for every class I teach and every colleague with whom I collaborate. It is pure gold. I can not imagine anyone who cares about the future not having this book in the intellectual repertoire.

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Kamis, 24 April 2014

[Q765.Ebook] Download PDF Kennedy's Revised Latin Primer, by Benjamin Kennedy

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Kennedy's Revised Latin Primer, by Benjamin Kennedy

Book by Benjamin Hall Kennedy

  • Sales Rank: #295883 in Books
  • Brand: Brand: Longman Australia Pty Ltd
  • Published on: 1962-06
  • Original language: English
  • Number of items: 1
  • Dimensions: 7.80" h x .47" w x 5.08" l, .52 pounds
  • Binding: Paperback
  • 256 pages
Features
  • Used Book in Good Condition

Most helpful customer reviews

33 of 33 people found the following review helpful.
Wonderful Primer for Intermediate Students
By A Customer
Kennedy's Revised Latin Primer is one of the best Latin primers of its size and scope I have seen to date. The classical Latin language is described in all its essential details, with some reference to pre-classical Latin that the student might encounter in his readings. The history, phonology, morphology, syntax and prosody are covered successively as is usual in primers. All the essential facts, both the regularities and the irregularities, of the language are presented in clear, easy-to-read manner, with paradigms well set-out in tables and lists.
I should consider this book to be one of the classic Latin primers, well known and used commonly in schools. Note, though, that this book is not an introductory textbook for learning Latin; it is rather a primer for the purposes of revising and getting a deeper understanding of what is already learnt, as well as for acquiring further instruction on matters of syntax, etc., once the basics are known. It is one of the best primers available for intermediate students, and would serve admirably as a reference grammar for beginning students as well. I would recommend it as a supplement to any introductory textbook, and as a guide to those progressing further.

5 of 5 people found the following review helpful.
famous latin textbook
By Mr. Faysal Alwaliy
this book's reputation is unequalled in u.k. public schools. the original edition is over a hundered years old, although sir james mountford's revised edition is the one most people are familiar with. full paradigms of the four model verbs are given in both active and passive forms. the verbs being - amo, moneo, rego, audio.
the second part of the book covers latin syntax, sentence constructions, and all the noun declensions.
highly recommended.

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Selasa, 22 April 2014

[R228.Ebook] Free PDF Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey

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Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey

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Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey

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Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Financial Management Association Survey

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process.

The text provides a non-technical review of classical Markowitz optimization and traditional objections. The authors demonstrate that in practice the single most important limitation of MV optimization is oversensitivity to estimation error. Portfolio optimization requires a modern statistical perspective. Efficient Asset Management, Second Edition uses Monte Carlo resampling to address information uncertainty and define Resampled Efficiency (RE) technology. RE optimized portfolios represent a new definition of portfolio optimality that is more investment intuitive, robust, and provably investment effective. RE rebalancing provides the first rigorous portfolio trading, monitoring, and asset importance rules, avoiding widespread ad hoc methods in current practice.

The Second Edition resolves several open issues and misunderstandings that have emerged since the original edition. The new edition includes new proofs of effectiveness, substantial revisions of statistical estimation, extensive discussion of long-short optimization, and new tools for dealing with estimation error in applications and enhancing computational efficiency. RE optimization is shown to be a Bayesian-based generalization and enhancement of Markowitz's solution. RE technology corrects many current practices that may adversely impact the investment value of trillions of dollars under current asset management. RE optimization technology may also be useful in other financial optimizations and more generally in multivariate estimation contexts of information uncertainty with Bayesian linear constraints.

Michaud and Michaud's new book includes numerous additional proposals to enhance investment value including Stein and Bayesian methods for improved input estimation, the use of portfolio priors, and an economic perspective for asset-liability optimization. Applications include investment policy, asset allocation, and equity portfolio optimization. A simple global asset allocation problem illustrates portfolio optimization techniques. A final chapter includes practical advice for avoiding simple portfolio design errors.

With its important implications for investment practice, Efficient Asset Management 's highly intuitive yet rigorous approach to defining optimal portfolios will appeal to investment management executives, consultants, brokers, and anyone seeking to stay abreast of current investment technology. Through practical examples and illustrations, Michaud and Michaud update the practice of optimization for modern investment management.

This edition includes a CD that contains a demo of the patented, internet-based optimization software created by the authors at their consulting firm, New Frontier Advisors, which has been chosen to cosponsor the new Harry M. Markowitz Award.

  • Sales Rank: #1422280 in eBooks
  • Published on: 1998-06-15
  • Released on: 1998-06-15
  • Format: Kindle eBook

Review

"Michaud focuses on the fact that sampling errors in input estimates can have extreme effects on the portfolios produced by a mean-variance analysis. While some may debate his conclusions, everyone should understand the problem as Michaud so ably presents it and his proposed solution to it. This is a must-read, must-think-about book."--Harry M. Markowitz, Nobel Laureate, Economics, 1990


"In his long-standing tradition, Michaud once again pushes the envelope of mean-variance optimization. Quantitative analysts of all stripes will enjoy his work. Resampling is bound to be of growing interest."--Kenneth L. Fisher, Chairman & CEO, Fisher Investments, Inc.;Forbes Portfolio Strategy Columnist; and MarketPlace Commentator, Public Radio International


"Efficient Asset Management is essential reading for all investment managers. Michaud persuasively and eloquently shows that portfolio management is an inherently statistical task and is therefore subject to significant sampling error. More important, he provides a new tool, the resampling efficient frontier, for mitigating the problem. Michaud's tour de force is a rare example of a product with genuine merit for all investors."--Richard Roll, Allstate Chair in Finance and Insurance, John E. Anderson Graduate School of Management, UCLA


"This book is a delightfully sophisticated yet practical introduction to portfolio management that will appeal to industry professionals as well as finance students."--Andrew W. Lo, Harris & Harris Group Professor and Director of the Laboratory for Financial Engineering, MIT


"Efficient Asset Management offers an exciting and innovative approach to asset construction that builds on the established literature. It provides the practitioner with a new dimension for incorporating value-added investment judgments in the portfolio-building process. Readable and useful, this book makes a significant contribution to better portfolio management."--Gary P. Brinson, President, Brinson Partners, Inc.


About the Author

Richard O. Michaud is President and Chief Investment Officer at New Frontier Advisors. His research and consulting has focused on asset allocation, investment strategies, global investment management, optimization, stock valuation, portfolio analysis, and trading costs. He is co-inventor and patentee of Resampled Efficiency optimization. He earned a Ph.D. in Mathematics from Boston University and taught investment management at Columbia University.

Robert O. Michaud, the co-inventor of the patented portfolio optimization processes, is the Managing Director of Research and Development at New Frontier Advisors. Mr. Michaud holds a Masters in Mathematics from Boston University and pursued a Ph.D. in finance from the Anderson School of Management at the University of California at Los Angeles before joining NFA. His research interests include risk models, empirical asset pricing, and international finance.

Most helpful customer reviews

18 of 18 people found the following review helpful.
Not for the asset allocation user (vs. creator)
By Ronald Byrd
I would agree with the comments of the first 2 reviewers. That is, the book is honest, concise and thorough in addressing the pitfalls of using Mean-Variance optimization techniques for finding optimum asset allocations (i.e., minimum risk for given expected return). However, if you don't do your own asset allocation calculations (i.e., process historical trends to find the "efficient frontier") the only value of the book is to make you aware of the issues around using Markowitz mean-variance techniques and, therefore, be questioning of any asset allocation models you come across. In other words, for the user (vs. creator) of asset allocation models be aware that if the creator wasn't careful in his statistical techniques the models could be wrong. Also, what I also got out of the book was, in many cases, rebalancing of a portfolio may not be needed as frequently as many suppose as the efficient frontier is more of a cloud then a line.

4 of 5 people found the following review helpful.
Suboptimal
By Rats
Actually the author does lead a consulting firm, as possibly conjectured by the last reviewer. No wonder his lack of clarity in the how-to phase.

For interested readers, Scherer has a good explanation of how resampling actually works. He also claims, in my view rightly, that Bayesian optimization is much better ... pity that commercial software is not as readily available as in standard portfolio optimization.

Anyway, overall I agree with the judgments of earlier reviews: the book is good as a reminder of the weaknesses in standard optimization, but the solutions it proposes are suboptimal. Read Scherer instead for theory, although implementation isn't any easier and price is even worse.

2 of 6 people found the following review helpful.
Required Reading for Sophisticated Investors
By Anne e Nonomous
This is an excellent book for the readers with solid quant skills. This is not a course in investing for poets. So be honest with yourself about your capabilities and needs.

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  • Sales Rank: #4058289 in Books
  • Published on: 1946
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