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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
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
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
The extensive monetary policy of central banks during the Great Recession has re-newed the interest in the relation between (possibly) non-neutral money and wealth and income inequality. In this work, a dynamic general equilibrium model approach is used to study the effects of an inflation rate...
Persistent link: https://www.econbiz.de/10012396988
Haller and Hans Gersbach have pioneered a ‘market’ approach that applies the tools of general equilibrium theory to the … presented in this book extends the theory of the multi-person household along an important but relatively neglected dimension …, that of general equilibrium theory. It also challenges GE theorists themselves to follow Paul Samuelson in taking seriously …
Persistent link: https://www.econbiz.de/10012397186
theory, data handling and computing. This integration is essential for successful empirical modeling, but also involves … general equilibrium theory, step-by-step model design, incremental model extensions, a wealth of sample computer code …Introduction -- An Overview of General Equilibrium Theory -- A Simple General Equilibrium Model -- A General …
Persistent link: https://www.econbiz.de/10012397206
This book aims to explain to the readers the basic idea of the general equilibrium theory, which forms the core of the … current mainstream economics called neoclassical school. To understand this theory is absolutely necessary, either to study …
Persistent link: https://www.econbiz.de/10014017181
gelingt es dem Autor, vermachtete Faktormärkte in die Theorie des Außenhandels zu integrieren, die klassischen Handelstheoreme …
Persistent link: https://www.econbiz.de/10014017310
Walrasianischen Paradigma. Die Theorie der Tauschverträge stellt ihm in diesem Buch ein ordnungspolitisches Paradigma zur Seite und … strukturierte Ankopplungsstation für diverse zeitliche Grundtypen des Tauschs. Mit der Theorie der Tauschverträge wird der … Beteiligungsbereich eines internationalen Touristikunternehmens und die Mandatsbetreuung eines Kreditinstituts. Mit dieser Theorie der …
Persistent link: https://www.econbiz.de/10014017859