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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

The Use of Risk Budgets in Portfolio Optimization

Unger, Albina - 2015

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

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

Marktrisiken : Portfoliotheorie und Risikomaße

Kremer, Jürgen - 2018

Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und CAPM -- Value at Risk -- Kohärente Risikomaße und der Expected Shortfall -- Lösungen der Übungsaufgaben -- Index -- Literaturverzeichnis.

Persistent link: https://www.econbiz.de/10014018592

Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Persistent link: https://www.econbiz.de/10013523096

Handbook of Recent Advances in Commodity and Financial Modeling : Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets

Consigli, Giorgio (ed.); Stefani, Silvana (ed.); … - 2018

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,...

Persistent link: https://www.econbiz.de/10012396529

Risikomessung mit kohärenten, spektralen und konvexen Risikomaßen : Konzeption, entscheidungstheoretische Implikationen und finanzwirtschaftliche Anwendungen

Brandtner, Mario - 2012

Als Reaktion auf die Schwächen des Value-at-Risk-Konzeptes wurden in der Literatur axiomatische Risikomessansätze als Alternative vorgeschlagen. Mario Brandtner charakterisiert die diesen Ansätzen zugrunde liegenden Risikoverständnisse und präsentiert Techniken zu deren Umsetzung bei der...

Persistent link: https://www.econbiz.de/10014015725

Finanzielle Kennzahlen für Industrie- und Handelsunternehmen : Eine wert- und risikoorientierte Perspektive

Stephan, Jörg (contributor) - 2006

Einführung -- Grundlagen des Einsatzes von Kennzahlen in Industrie- und Handelsuntemehmen -- Wertorientierte Kennzahlen -- Risikokennzahlen -- Risikoadjustierte Performancemaße als Verbindung zwischen wert- und risikoorientierten Kennzahlen -- Schlussbetrachtung.

Persistent link: https://www.econbiz.de/10013516580

Enterprise Risk Management Models

Olson, David L. - 2017 - 2nd ed. 2017

This book is a comprehensive guide to several aspects of risk, including information systems, disaster management, supply chain and disaster management perspectives. A major portion of this book is devoted to presenting a number of operations research models that have been (or could be) applied...

Persistent link: https://www.econbiz.de/10012396491

Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing

Kenyon, Chris; Stamm, Roland - 2012

Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in...

Persistent link: https://www.econbiz.de/10012106344