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Predictability of the Swiss Stock Market with Respect to Style
Scheurle, Patrick - 2010
Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I - Testing for Predictability -- Forecasting Models -- Empirical Part II - Investment Strategies -- Conclusion
Persistent link: https://www.econbiz.de/10013522809
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2013
portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …
Persistent link: https://www.econbiz.de/10013523036
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2015 - 2nd ed. 2015
portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …
Persistent link: https://www.econbiz.de/10012401982
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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance
Emons, Ben - 2015
Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income distribution. This book will teach you to look at...
Persistent link: https://www.econbiz.de/10014018467
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Responsible Investment in Times of Turmoil
Vandekerckhove, Wim - 2011
Foreword; Alejo José G. Sison.- List of tables -- List of figures -- About the editors -- About the authors.- Introduction; Wim Vandekerckhove, Jos Leys, Kristian Alm, Bert Scholtens, Silvana Signori and Henry Schäfer.- Chapter 1. Global finance and the role of responsible investors; Steve...
Persistent link: https://www.econbiz.de/10014015282
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Volume Based Portfolio Strategies : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks
Brändle, Alexander - 2010
Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations --...
Persistent link: https://www.econbiz.de/10012651069
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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
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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
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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
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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