Narrow search
Showing 21 - 30 of 18,288
Cover Image
Portfolio Risk Analysis
Korajczyk, Robert A.; Connor, Gregory - 2010
Main description: Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric...
Persistent link: https://www.econbiz.de/10014487997
Cover Image
Portfolio risk analysis
Connor, Gregory; Goldberg, Lisa; Korajczyk, Robert A. - 2010
Models -- 4.3 The Arbitrage Pricing Theory -- 4.4 Small-n Estimation Methods -- 4.5 Large-n Estimation Methods -- 4.6 Number …
Persistent link: https://www.econbiz.de/10012684398
Cover Image
Risk and portfolio analysis : principles and methods
Hult, Henrik; Lindskog, Filip; Hammarlid, Ola; Rehn, … - 2012
Persistent link: https://www.econbiz.de/10013548191
Cover Image
Economists’ Hubris – The Case of Equity Asset Management
Shojai, Shahin - 2011
the field of asset management. We find that while the theoretical aspects of the modern portfolio theory are valuable they …
Persistent link: https://www.econbiz.de/10013133606
Cover Image
Heterodox investment theory : stochastic predictability and uncertainty
Pistorius, Thomas - 2017
Persistent link: https://www.econbiz.de/10011656990
Cover Image
Principles of commodity economics and finance
Ahn, Daniel P. - 2018
Introduction -- Fundamentals of commodity economics : supply -- Fundamentals of commodity economics : demand -- Fundamentals of commodity derivatives -- Economics & financial activities behind derivatives -- Real optionality & valuation -- Commodity beta : diversification and inflation...
Persistent link: https://www.econbiz.de/10011782196
Cover Image
Heterodox Investment Theory : Stochastic Predictability and Uncertainty
Pistorius, Thomas - 2017
the culture of investing to discuss the foundations of stochastic predictability in investment theory. Besides discussing … interest to researchers and academics in the field of investment theory, as well as investment practitioners …Chapter 1: Introduction -- Chapter 2: The History of Investment Theory.-Chapter 3: Investment Theory, Probability …
Persistent link: https://www.econbiz.de/10012397288
Cover Image
Inheritance and wealth composition
Perelman, Sergio - In: Journal of population economics 5 (1992) 4, pp. 305-317
Persistent link: https://www.econbiz.de/10001330752
Cover Image
Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
Cover Image
Portfolio selection auf der Grundlage symmetrischer und asymmetrischer Risikomaße
Serf, Bernd - 1995
Persistent link: https://www.econbiz.de/10000541122