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Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets

Schulmerich, Marcus - 2015

triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock … can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new …

Persistent link: https://www.econbiz.de/10012402226

A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors

Vollmer, Markus - 2015

Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual...

Persistent link: https://www.econbiz.de/10012819111

Private Equity Exits : Divestment Process Management for Leveraged Buyouts

Povaly, Stefan (contributor) - 2007

This book offers a comprehensive analysis of private equity divestment processes--so-called exits--for European buyouts. Examining the efficiency of exits, it offers recommendations and guidelines for an integrated and exit-oriented private equity portfolio management. In addition, the book...

Persistent link: https://www.econbiz.de/10013520659

Encyclopedia of Finance

Lee, Cheng F. (contributor); Lee, Alice C. (contributor) - 2006

indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of …

Persistent link: https://www.econbiz.de/10013520881

Sustainable Asset Accumulation and Dynamic Portfolio Decisions

Chiarella, Carl - 2016

rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and … Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset …

Persistent link: https://www.econbiz.de/10012398151

Uncertain Portfolio Optimization

Qin, Zhongfeng - 2016

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and …

Persistent link: https://www.econbiz.de/10012398156

Linear and Mixed Integer Programming for Portfolio Optimization

Mansini, Renata - 2015

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as...

Persistent link: https://www.econbiz.de/10012402174

Credibilistic Programming : An Introduction to Models and Applications

Li, Xiang - 2013

Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …

Persistent link: https://www.econbiz.de/10014552595

Introduction to Financial Forecasting in Investment Analysis

Guerard, Jr., John B. - 2013

Global Data and Investment Universes -- Chapter 8: Forecasting World Stock Returns and Improved Asset Allocation -- Chapter 9 …

Persistent link: https://www.econbiz.de/10014016420

Portfoliomanagement : Theorie und Anwendungsbeispiele

Mondello, Enzo - 2015 - 2., aktualisierte Aufl. 2015

Das Lehrbuch deckt sowohl die Kapitalmarktmodelle als auch deren Anwendungen im Portfoliomanagement ab. Es zeigt u.a. die Berechnung der Rendite und des Risikos von einzelnen Anlagen und Portfolios, die Konstruktion der Effizienzkurve anhand des Markowitz-Modells und des Marktmodells, die...

Persistent link: https://www.econbiz.de/10014017737

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