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Financial markets and portfolio management
Norwell, Mass. : Springer; 2001-2004: Zürich - 1.1987 -
Persistent link: https://www.econbiz.de/10001726347
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The review of financial studies
Oxford : Oxford University Press; 1988-1990: New York, … - 1.1988 -
Persistent link: https://www.econbiz.de/10001355374
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Behavioural asset pricing : a review
Nanayakkara, N. S.; Pulukkuttige Don Nimal; Banda, Y. … - In: International journal of economics and financial issues … 9 (2019) 4, pp. 101-108
Persistent link: https://www.econbiz.de/10012150122
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Investments and Portfolio Performance
Elton, Edwin J. - 2011
This book contains the recent contributions of Edwin J Elton and Martin J Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the nineteen articles have been published in the last ten years. This book...
Persistent link: https://www.econbiz.de/10013127923
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The modern portfolio theory applied to wind farm investments
Chaves-Schwinteck, Patricia - 2013
Theorie, die sich weitgehend auf die Prinzipien der Diversifizierung stützt, wurde im Bereich des Wertpapiermanagements … Grenzen einer Theorie, die für finanzielle Vermögenswerte konzipiert worden ist, wenn diese an physischen Investitionen wie … Modern Portfolio Theory when applied to investments in wind farms. The Modern Portfolio Theory describes how the combination …
Persistent link: https://www.econbiz.de/10010418415
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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010233376
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Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und ein...
Dannenberg, Henry - 2009
Bei der Kreditrisikobewertung müssen die Parameter Ausfallwahrscheinlichkeit und korrelation geschätzt werden. Diese Schätzung erfolgt unter Unsicherheit. In der Literatur werden asymptotische Konfidenzregionen diskutiert, um diese Unsicherheit bei der simultanen Schätzung beider Parameter...
Persistent link: https://www.econbiz.de/10003825755
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Entropy-driven portfolio selection : a downside and upside risk framework
Rödder, Wilhelm; Gartner, Ivan Ricardo; Rudolph, Sandra - 2009
Persistent link: https://www.econbiz.de/10003832361
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Essays on behavioral portfolio management : theory and application
Singer, Nico - 2011
The aim of this dissertation is the behavioral portfolio selection problem in which risk is measured as the probability of shortfall. Using behavioral elements, such as mental accounting, and emotions and cognition, this dissertation investigates empirical issues related to behavioral asset...
Persistent link: https://www.econbiz.de/10009668052
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Statistical methods of strategic portfolio management for fund of funds
Stein, Michael - 2010
A “fund of funds (FoF)” is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose - apart from the challenges that arise for every portfolio to...
Persistent link: https://www.econbiz.de/10008855916