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Optimizacinio akcijų biržos lošimo modelio programinis realizavimas ir tyrimas
Armonas, Mantas - 2009
Perspektyvos atžvilgiu, investavimas yra nesudėtingas ir efektyvus būdas, nepriklausomai nuo pajamų ir gyvenimo būdo, siekti ilgalaikių ar trumpalaikių finansinių tikslų ir įgyvendinti svajones bei norus. Nesvarbu, kas esate ir kiek uždirbate – pasinaudoję investavimo siūlomomis...
Persistent link: https://www.econbiz.de/10009478279
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Der Wandel des Kapitalanlageverhaltens im Lebenszyklus : eine sozioökonomische Betrachtung
Schuster, Sylvia - 2010
Ziel der Diplomarbeit ist es, aufzuzeigen, welche Einflussfaktoren auf den Kapitalanleger aus ökonomischer, soziologischer und psychologischer einwirken. Unter diesen Gesichtspunkten wird der Wandel des Anlageverhaltens eines Individuums in seinem fortschreitenden Lebenszyklus betrachtet.Durch...
Persistent link: https://www.econbiz.de/10009434253
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Taxation and International Capital Asset Pricing Theory
Nourallah, Riad - 2011
tremendous impact of exchange gains taxation in International Capital Asset Pricing Theory (IntCAPT). Furthermore, the consensus …) of Lally (1998), Wiese (2006b) and Mai (2006a).This dissertation develops a theory of taxation in pricing international … assets. To understand this theory, in the first part we introduce and discuss the research question and the conceptual …
Persistent link: https://www.econbiz.de/10009460750
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Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk
Bianchi, Robert John - 2007
Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal portfolio choice from a universe of available investments. However, the asset weightings from portfolio selection...
Persistent link: https://www.econbiz.de/10009437793
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Assessing the Farm Level Impacts of Yield and Revenue Insurance: an Expected Value-Variance Approach
Berg, Ernst - 2002
This paper investigates the farm level impacts of multiple peril yield and revenue insurance in an expected value-variance framework. The analysis is conducted using stochastic simulation jointly with numerical optimisation. Simulation is used to compute the means and variances of revenues as...
Persistent link: https://www.econbiz.de/10009443846
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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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Four Essays on Investments
Kolokolova, Olga - 2009
This dissertation consists of four stand-alone research papers which investigate various aspects of hedge fund performance and optimal portfolio choice. The first chapter of this thesis deals with the problem of unobserved hedge fund returns after delisting. It is a joint work with Prof. Jens...
Persistent link: https://www.econbiz.de/10009471779
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Case-Based Decision Theory and Financial Markets
Guerdjikova, Ani Vladimirova - 2004
Die Dissertation wendet die fallgestützte Entscheidungstheorie (Case-Based Decision Theory) vorgeschlagen von Gilboa …The dissertation applies the case-based decision theory proposed by Gilboa and Schmeidler (1995) to financial markets …
Persistent link: https://www.econbiz.de/10009476229
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Portfolio-Modelle mit unscharfen Parametern. Ein theoretischer und empirischer Vergleich mit dem klassischen Modell nach Markowitz.
Duan, Li - 2011
In der vorliegenden Arbeit werden Modelle für die Portfolio-Optimierung analysiert und implementieren. Dabei stehen quantitative Methoden der Fuzzy-Logik im Vordergrund. Zunächst wird das klassische Portfolio-Modell nach Markowitz dargestellt und dessen Resultate für einen Vergleich mit einem...
Persistent link: https://www.econbiz.de/10009449728
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Estimation of Expected Returns, Time Consistency of A Stock Return Model, and Their Application to Portfolio Selection
Ma, Huaqiang - 2010
the numeraire portfolio pricing method provides a good estimator for the expected return.The modern portfolio theory is …
Persistent link: https://www.econbiz.de/10009450698