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Zur Notwendigkeit des Corporate Portfolio Management: Eine Würdigung der wissenschaftlichen Forschung der letzten vier Jahrzehnte
Nippa, Michael - 2011
Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …
Persistent link: https://www.econbiz.de/10010307742
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Zur Notwendigkeit des Corporate Portfolio Management: Eine Würdigung der wissenschaftlichen Forschung der letzten vier Jahrzehnte
Nippa, Michael - Fakultät Wirtschaftswissenschaften, Technische … - 2011
Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …
Persistent link: https://www.econbiz.de/10009422081
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Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Schmidt, Daniel - 2003
a portfolio component. We use a unique dataset describing 642 US-American portfolio companies with 3620 private equity … variations and even higher rates of failure. It is in this category in particular that high average portfolio returns are …. There is a high marginal diversifiable risk reduction of about 80% when the portfolio size is increased to include 15 …
Persistent link: https://www.econbiz.de/10010298259
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Geschlossene Schifffonds - Portfolio- und Marktrisiken. Eine empirische Untersuchung anhand von Zweitmarktkursdaten
Küster Simic, André; Thönnessen, Rasmus - 2008
Kapitalmarktes. Der Nominalumsatz wird in 2009 erstmals die Grenze von über 1 Mrd. € überschreiten. Um ein Portfolio in optimaler …
Persistent link: https://www.econbiz.de/10010302751
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Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement
Dorsey, Terry - In: Journal of Small Business Finance 3 (1994) 2, pp. 171-176
This paper develops a portfolio model for performance measurement and selection of investment securities for which … research can be used to develop portfolio measurement tools for these securities. …
Persistent link: https://www.econbiz.de/10011310336
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Uncertainty in the Black-Litterman model: A practical note
Fuhrer, Adrian; Hock, Thorsten - 2019
and incorporated consistently to arrive at and .These new parameters can then be used in the portfolio optimization … Kovarianz-Matrix weiterverarbeitet werden. Diese angepassten Parameter dienen dann als Ausgangspunkt fur die Portfolio …
Persistent link: https://www.econbiz.de/10012054797
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Housing: An Analysis of Ownership and Investment Based on the Household Savings Survey
van Zijll de Jong, Mark; Scobie, Grant M. - 2006
In 2001, Statistics New Zealand conducted a major survey of the assets and liabilities of New Zealanders called the Household Savings Survey (HSS). This paper presents the results of an analysis of ownership and investment in housing based on the results of that survey. International comparisons...
Persistent link: https://www.econbiz.de/10012115595
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Portfolio performance evaluation in Mean-CVaR framework: A comparison with non-parametric methods value at risk in Mean-VaR analysis
Banihashemi, Shokoofeh; Navidi, Sarah - In: Operations Research Perspectives 4 (2017), pp. 21-28
As we know, there is a belief in the finance literature that Value at Risk (VaR) and Conditional Value at Risk (CVaR) are new approaches to manage and control the risk. Regard to, value at risk is not a coherent risk measure and it is not sub-additive and convex, so, we have considered...
Persistent link: https://www.econbiz.de/10011825936
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Kreditportfoliomanagement - Die Bedeutung von Korrelationen für die Bewertung von Kreditausfallrisiken
Lipponer, Alexander - 2000
In dealing with traded assets, portfolio considerations have been acore component of modern finance. However … problems with losses on credits. Thecrucial ingredients for any portfolio consideration are the correlationsof returns on loans … portfolio composition and to discover further dimensions responsiblefor the magnitude of the effect.Banks as well as regulatory …
Persistent link: https://www.econbiz.de/10009476196
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Asmeniniai finansai: investicijų kapitalo rinkoje ekonominė analizė
Mažulienė, Asta - 2010
planning stages. Analyze investment vehicles, investment portfolio models. 2 part of the Lithuanian population of personal … financial management capabilities. In order to offer an effective model for personal investment portfolio, performed an economic … analysis of investment instruments. 3 in the analysis of portfolio management theory and practice in dealing with sources of …
Persistent link: https://www.econbiz.de/10009478309