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Downside-orientiertes Portfoliomanagement
Reichling, Peter - 2017
Einführung -- Downside-Risiko-Kriterien -- Downside-minimale Portfolios -- Downside-Restriktionen -- Downside-Effizienz -- Downside-orientierte Bewertung -- Downside-orientierte Portfolioabsicherung -- Zusammenfassung.
Persistent link: https://www.econbiz.de/10014019581
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Industrialisierung in der Abwicklungs- und Transformationsfunktion von Banken : Ein stochastisches Modell
Krotsch, Steffen (contributor) - 2006
Themenmotivation und Gang der Untersuchung -- Grundlagen der Industrialisierung von Banken -- Grundlagen und Struktur des Modells -- Konkrete Modell-Umsetzung und Ergebnisse -- Zusammenfassung und Ausblick.
Persistent link: https://www.econbiz.de/10013516554
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Risk-Averse Capacity Control in Revenue Management
Barz, Christiane (contributor) - 2007
This book revises the well-known capacity control problem in revenue management from the perspective of a risk-averse decision-maker. Modelling an expected utility maximizing decision maker, the problem is formulated as a risk-sensitive Markov decision process. Special emphasis is put on the...
Persistent link: https://www.econbiz.de/10013520759
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Medical Decision Making : A Health Economic Primer
Felder, Stefan - 2017 - 2nd ed. 2017
Information Theory with Expected Utility Theory. The book shows how the parameters of Bayes’ theorem can be combined with a value …
Persistent link: https://www.econbiz.de/10012397779
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Fundamental Uncertainty : Rationality and Plausible Reasoning
Brandolini, Silva Marzetti Dall’Aste (ed.);  … - 2011
This volume addresses the subject of uncertainty from the point of view of an extended conception of rationality. In particular, the contributions explore the premises and implications of plausible reasoning when probabilities are non-measurable or unknown, and when the space of possible events...
Persistent link: https://www.econbiz.de/10012053918
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Adequate Decision Rules for Portfolio Choice Problems
Goodall, Thilo - 2002
The author presents the theory of portfolio choice from a new perspective, recommending decision rules that have … advantages over those currently used in theory and practice. Portfolio choice theory relies on expected values. Goodall argues … defines adequacy criteria, and proposes adequate decision rules for a variety of situations. Goodall's theory combines the …
Persistent link: https://www.econbiz.de/10012054351
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Monetary Policy under Uncertainty : Historical Origins, Theoretical Foundations, and Empirical Evidence
Sauter, Oliver - 2014
Historical Origins of Uncertainty in Economic Theory -- Theoretical Foundations of Monetary Policy under Uncertainty … from a market perspective or from a central bank perspective. Contents Historical Origins of Uncertainty in Economic Theory …
Persistent link: https://www.econbiz.de/10014017452
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Optimal Financial Decision Making under Uncertainty
Consigli, Giorgio (ed.); Kuhn, Daniel (ed.);  … - 2017
The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives....
Persistent link: https://www.econbiz.de/10014017595
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim - 2016 - 3rd ed. 2016
Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified …
Persistent link: https://www.econbiz.de/10014017858
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Investment Appraisal : Methods and Models
Götze, Uwe - 2015 - 2nd ed. 2015
Part I. Introduction -- Part II. Basic Methods of Investment Appraisal -- Part III. Advanced Methods and Applications of Investment Appraisal -- Part IV. Multi-Criteria Methods and Simultaneous Decision-Making -- Part V. Methods and Models that Incorporate Uncertainty.
Persistent link: https://www.econbiz.de/10014019103