Similar Search Results

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

Credibilistic Programming : An Introduction to Models and Applications

Li, Xiang - 2013

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 …

Persistent link: https://www.econbiz.de/10014552595

Portfolio Selection Using Multi-Objective Optimisation

Agarwal, Saurabh - 2017

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective...

Persistent link: https://www.econbiz.de/10012397286

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Rasmussen, Mikkel - 2003

fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using … portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and …

Persistent link: https://www.econbiz.de/10012054076

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

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

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

Introduction to Financial Forecasting in Investment Analysis

Guerard, Jr., John B. - 2013

Chapter 1: Why do we forecast? -- Chapter 2: Regression Analysis and Forecasting Models -- Chapter 3: An Introduction to Time Series Modeling and Forecasting -- Chapter 4: Regression Analysis and Multicollinearity: Two Case Studies -- Chapter 5: Multiple Time Series Analysis and Causality...

Persistent link: https://www.econbiz.de/10014016420

Portfoliomanagement : Theorie und Anwendungsbeispiele

Mondello, Enzo - 2015 - 2., aktualisierte Aufl. 2015

Das Lehrbuch deckt sowohl die Kapitalmarktmodelle als auch deren Anwendungen im Portfoliomanagement ab. Es zeigt u.a. die Berechnung der Rendite und des Risikos von einzelnen Anlagen und Portfolios, die Konstruktion der Effizienzkurve anhand des Markowitz-Modells und des Marktmodells, die...

Persistent link: https://www.econbiz.de/10014017737

Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe

Eckert, Johanna - 2016 - 1. Aufl. 2016

Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae -- Multivariate Erweiterung des Heckman-Schätzers, um der Stichprobenselektion seitens der Verlustrate und der Forderungshöhe gerecht zu werden -- Empirische Befunde zur...

Persistent link: https://www.econbiz.de/10014018364

1
2
3
4
5
6
7
8
9
10
Next
Last