Similar Search Results

Bilanzielle Zuordnung von Passivpositionen zu einzelnen Aktivpositionen

Grauer, Thomas - 2005

Persistent link: https://www.econbiz.de/10002776819

Distributionally robust portfolio optimization with linearized STARR performance measure

Ji, Ran; Lejeune, Miguel A.; Fan, Zhengyang - In: Quantitative finance 22 (2022) 1, pp. 113-127

Persistent link: https://www.econbiz.de/10012872526

Bilanzielle Zuordnung von Passivpositionen zu einzelnen Aktivpositionen

Grauer, Thomas - 2005

Persistent link: https://www.econbiz.de/10012699218

Optimal strategies under Omega ratio

Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767

Persistent link: https://www.econbiz.de/10011993573

Dynamic Versus Static Optimization of Hedge Fund Portfolios : The Relevance of Performance Measures

Hentati Kaffel, Rania - 2010

This paper analyzes the relevance of a set of some performance measures for optimal portfolios including hedge funds. Four criteria are considered: the Sharpe Ratio, the Returns on VaR and on CVaR, and the Omega performance measure. The results are illustrated by an allocation on several...

Persistent link: https://www.econbiz.de/10013143021

Unternehmen mit unterschiedlicher Auftragsstruktur : Finanzierung und Investition

Wedemeier, Thomas - 1994

Persistent link: https://www.econbiz.de/10000898399

Produktionsfunktion : Prozessmodell vom Typ G ; Erweiterung der Produktionsfunktion vom Typ F ; eine Zusammenfassung

Matthes, Winfried - 2008

Persistent link: https://www.econbiz.de/10003712019

Controlling immaterieller Potentiale: Messung, Bewertung und optimale Allokation

Dellmann, Klaus - In: Aktuelle Tendenzen im Innovationsmanagement : …, (pp. 353-370). 2000

Persistent link: https://www.econbiz.de/10001493764

A large-scale optimization model for replicating portfolios in the life insurance industry

Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016

Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the … valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance … liabilities as closely as possible. We minimize the L1 error between the discounted life insurance liability cash flows and the …

Persistent link: https://www.econbiz.de/10011515725

Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints

Kaucic, Massimiliano; Daris, Roberto - In: Risks : open access journal 3 (2015) 3, pp. 390-419

experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance …

Persistent link: https://www.econbiz.de/10011402555

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