of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and … -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …

can help to adequately buffer income risk and obtain sufficient risk-free income at a later stage of life, while also … 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 …

. The book discusses computational issues and provides a theoretical framework, including the concepts of risk …-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in …

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 …

, Guerard demonstrates how forecasting tools can be applied to understand the business cycle, evaluate market risk, and …

Die Zielgruppen Dozierende und Studierende der Wirtschaftswissenschaften mit Schwerpunkt Risk Management Praktiker in der …

Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und CAPM -- Value at Risk -- Kohärente Risikomaße und der … Rendite versprechen. Risiko wird hier definiert als die Standardabweichung der Portfoliorendite. Für arbitragefreie Ein … Value at Risk vorgestellt, das den größten Verlust eines Portfolios quantifiziert, der mit einer vorgegebenen …