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Investment strategies and compensation of a mean–variance optimizing fund manager
Aivaliotis, Georgios; Palczewski, Jan - In: European Journal of Operational Research 234 (2014) 2, pp. 561-570
strategies pursued by fund managers in response to various types of compensation schemes. In particular, we examine the effects …
Persistent link: https://www.econbiz.de/10010730159
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Timing deutscher Investmentfonds : eine empirische Analyse
Scherer, Bernhard - 1993
Persistent link: https://www.econbiz.de/10004192562
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Selektionskriterien beim Investment in aktive US-Aktienfonds
Weber, Sebastian - 2008
Persistent link: https://www.econbiz.de/10004919772
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Funds and portfolio management institutions : an international survey
Preda, Stefano (contributor) - 1991
Persistent link: https://www.econbiz.de/10004111052
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Das Management von Zinsänderungsrisiken : theoret. Ansätze u. ihre empir. Überprüfung für d. dt. Rentenmarkt
Bußmann, Johannes - 1988
Persistent link: https://www.econbiz.de/10000743472
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Optimal funding and asset allocation rules for defined-benefit pension plans
Harrison, J. Michael; Sharpe, William F. - In: Financial aspects of the United States pension system, (pp. 91-105). 1983
Persistent link: https://www.econbiz.de/10002653682
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Sovereign Wealth Funds: Aspects of Governance Structures and Investment Management
Al-Hassan, Abdullah; Papaioannou, Michael G; Skancke, Martin - International Monetary Fund (IMF) - 2013
This paper presents in a systematic (normative) manner the salient features of a SWF‘s governance structure, in relation to its objectives and investment management that can ensure its efficient operation and enhance its financial performance. In this context, it distinguishes among the...
Persistent link: https://www.econbiz.de/10010790296
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Game theory and portfolio selection: a proposed adjustment to the minimax model and application to the Brazilian stock market
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - 2004
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10009445890
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Teoria dos jogos e seleção de portfólio: uma proposta de adaptação ao modelo minimax e aplicação ao mercado acionário brasileiro
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - In: Revista de Economia e Agronegocio / Brazilian Review of … 2 (2004) 1
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10008555664
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Investigarea transparentei si eficientei economice a utilizarii fondurilor ecologice in Republica Moldova : raport de activitate
Budianschi, Dumitri (contributor); Culiuc, Elena (contributor) - 2011
Persistent link: https://www.econbiz.de/10010413473