Core assumptions underlying the micro portfolio approach to public debt management -- A public finance framework for long-term sovereign funding decisions -- Recommendations for broader debt management objectives -- A new approach to model the shape and dynamics of the term structure of interest...

Vertiefendes Lehrwerk zur Finanzwirtschaft sowie Fortführung des Lehrbuches "Finanzwirtschaft für Anfänger" vom selben Verfasser. Aus dem Inhalt: Zeitbezogene Entscheidungen in der Investitionsplanung. Portfoliotheorie und moderne Kapitalmarkttheorie Die relevanten Kalkulationszinsfüße in...

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...