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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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Der Anlageentscheidungsprozess im internationalen Portfolio Management : die Theorie und die Praxis der Schweizer Banken
Lottenbach, Walter - 1995
Persistent link: https://www.econbiz.de/10004571124
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The Downside Risk and Equity Evaluation: Emerging Market Evidence
Chen, Jianguo; Chen, Dar-Hsin - In: Journal of Emerging Market Finance 3 (2004) 1, pp. 77-93
In this paper we employ several risk measures to evaluate the equity returns in emerging markets. We focus on a downside risk approach, in particular, with shortfall probability, expected shortfall, downside variance and downside deviation. Our results show that return variance is important in...
Persistent link: https://www.econbiz.de/10010772801
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Optimal Portfolio Selection: A Note with a VBA Solution
Velez-Pareja, Ignacio; Ávila, Pedro Fabián Castilla; … - MASTER CONSULTORES - 2012
Usually in financial textbooks and courses the theory of portfolio selection is taught in a strictly theoretical way …, given her preference curves and an efficient frontier. On the other hand, the Capital Asset Pricing Model (CAPM) is … practitioners conclude that those models are just inapplicable theory. This is the most rational behavior one can expect. What can …
Persistent link: https://www.econbiz.de/10010762986
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On the Endogeneity of the Mean-Variance Efficient Frontier
Somerville, R. A.; Paul G. J. O’Connell - In: Journal of Economic Education 33 (2002) 4, pp. 357-366
The endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in the portfolio selection literature and in widely used textbooks. The authors demonstrate this endogeneity and discuss the impact of parameter changes on the mean-variance efficient...
Persistent link: https://www.econbiz.de/10005600630
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Das Thema Security Market Line : unser Modell für quantitatives Portfoliomanagement
Zielke, Carsten (contributor) - 1998
Persistent link: https://www.econbiz.de/10004377664
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A Fuzzy Decision-Making Approach for Portfolio Management with Direct Real Estate Investment
Eddie, Man Hui Chi; Otto, Fai Lau Muk; Kak, Lo Keung - In: International Journal of Strategic Property Management 13 (2009) 2, pp. 191-204
Theory (MPT), through fuzzy set theory; in obtaining portfolio return optimization involving direct real estate investment …
Persistent link: https://www.econbiz.de/10010534714
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A Fuzzy Decision-Making Approach for Portfolio Management with Direct Real Estate Investment
Eddie, Man Hui; Otto, Fai Lau; Kak, Lo - In: International Journal of Strategic Property Management 13 (2009) 2, pp. 191-204
Theory (MPT), through fuzzy set theory; in obtaining portfolio return optimization involving direct real estate investment …
Persistent link: https://www.econbiz.de/10010641372
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Capital ideas : the improbable origins of modern Wall Street
Bernstein, Peter L. - 1992 - 2. print.
Persistent link: https://www.econbiz.de/10004128003