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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,...
Persistent link: https://www.econbiz.de/10014021208
indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of …
Persistent link: https://www.econbiz.de/10013520881
Wesen von US-Aktienfonds -- Theoretische Grundlagen der Performanceanalyse -- Entwicklung eines Faktormodells für US-Aktienfonds -- Survivorship Bias in US-Aktienfonds -- Ansätze zur Bestimmung von Selektionskriterien -- Schlussbetrachtung.
Persistent link: https://www.econbiz.de/10013516977
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
of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and …
Persistent link: https://www.econbiz.de/10012398156
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
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
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
Chapter 1: Why do we forecast? -- Chapter 2: Regression Analysis and Forecasting Models -- Chapter 3: An Introduction to Time Series Modeling and Forecasting -- Chapter 4: Regression Analysis and Multicollinearity: Two Case Studies -- Chapter 5: Multiple Time Series Analysis and Causality...
Persistent link: https://www.econbiz.de/10014016420
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