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~person:"Evstigneev, Igor V."
~source:"als-doc"
~subject:"Customer relationship management"
~subject:"Innovation"
~subject:"Management"
~subject:"portfolio management"
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Customer relationship management
Innovation
Management
portfolio management
Portfoliomanagement
5
Langfristige Analyse
2
Dynamisches Modell
1
Kreditmarkt
1
Strategische Investitionsplanung
1
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Volatilität
1
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English
5
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Evstigneev, Igor V.
Reichwald, Ralf
12
Möslein, Kathrin
10
Fritz, Wolfgang
9
Herstatt, Cornelius
9
Kempf, Alexander
9
Buhl, Hans Ulrich
8
Kölling, Marcus
8
Leimeister, Jan Marco
8
Loepfe, Andreas
8
Neyer, Anne-Katrin
8
Burmann, Christoph
7
Hens, Thorsten
7
Krcmar, Helmut
7
Zimmermann, Heinz
7
Ahlert, Dieter
6
Kaufmann, Lutz
6
Kundisch, Dennis
6
Schalast, Christoph
6
Schenk-Hoppé, Klaus Reiner
6
Schwalbach, Joachim
6
Bergmann, Gustav
5
Branger, Nicole
5
De Giorgi, Enrico
5
Heidemann, Julia
5
Kawohl, Julian
5
Maurer, Raimond
5
Rennhak, Carsten
5
Scheer, August-Wilhelm
5
Zaugg, Alexandra Daniela
5
Agarwal, Vikas
4
Albrecht, Peter
4
Cvitanić, Jakša
4
Czichowsky, Christoph
4
Heinrich, Bernd
4
Holten, Roland
4
Jondeau, Eric
4
Klimecki, Rüdiger G.
4
Kreyer, Nina
4
Kuntz, Ludwig
4
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Institut für Schweizerisches Bankwesen <Zürich>
5
National Centre of Competence in Research North South <Bern>
3
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Working Paper
5
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
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USB Cologne (business full texts)
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1
The Joy of Volatility
Dempster, Michael A.H.
;
Evstigneev, Igor V.
; …
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2007
, show thatvolatility is actually good, rather than bad, for financial growth. Very simple activeportfolio
management
opens …
Persistent link: https://www.econbiz.de/10005858210
Saved in:
2
Globally Evolutionarily Stable Portfolio Rules
Evstigneev, Igor V.
;
Hens, Thorsten
;
Schenk-Hoppé, …
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2007
The paper examines a dynamic model of a financial market with endogenous asset prices determined by short run equilibrium of supply and demand. Assets pay dividends that are partially consumed and partially reinvested. The traders use fixed-mix investment strategies (portfolio rules),...
Persistent link: https://www.econbiz.de/10005858779
Saved in:
3
Market Selection of Financial Trading Strategies : Global Stability
Hens, Thorsten
;
Evstigneev, Igor V.
;
Schenk-Hoppé, …
-
Institut für Schweizerisches Bankwesen <Zürich>
;
…
-
2002
In this paper we analyze the long-run dynamics of the market selection process among simple trading strategies in an incomplete asset market with endogenous prices. We identify a unique surviving financial trading strategy. Investors following this strategy asymptotically gather total market...
Persistent link: https://www.econbiz.de/10005859367
Saved in:
4
Exponential Growth of Fixed-Mix Strategies in Stationary Asset Markets
Dempster, Michael A. H.
;
Evstigneev, Igor V.
; …
-
Institut für Schweizerisches Bankwesen <Zürich>
;
…
-
2002
The paper analyzes the long-run performance of dynamic investment strategies based on fixed-mix portfolio rules. Such rules prescribe rebalancing the portfolio by transferring funds between its positions according to fixed (timeindependent) proportions. The focus is on asset markets where prices...
Persistent link: https://www.econbiz.de/10005859369
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5
From rags to riches : On constant proportions investment strategies
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
-
Institut für Schweizerisches Bankwesen <Zürich>
;
…
-
2001
In this paper we study the performance of self-financing constant proportions trading strategies, i.e. dynamic asset allocation strategies that keep a fixed constant proportion of wealth invested in each asset in all periods in time, in a stationary financial market. We prove that any mixed...
Persistent link: https://www.econbiz.de/10005859363
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