Similar Search Results

Zur Eignung des ([Müh], [Sigma])-Prinzips als Entscheidungskriterium der normativen Portfoliotheorie : konzeptionelle Überlegungen und empirische Befunde

Markus, Lutz - 2009

Persistent link: https://www.econbiz.de/10003886184

Die Schätzung erwarteter Renditen in der modernen Kapitalmarkttheorie : implizit erwartete Renditen und ihr Einsatz in Kapitalmarktmodell-Tests und Portfoliooptimierung

Hagemeister, Meike Martina - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003925591

A portfolio theory of defaultable bonds and its empirical validation

Schubert, Dirk A. - 2004

Persistent link: https://www.econbiz.de/10002212131

International asset allocation and real estate investments

Reiner, Frank - 2005

Persistent link: https://www.econbiz.de/10003226140

Wendepunkte in Finanzmärkten : Prognose und asset allocation

Huber, Claus - 2000

Persistent link: https://www.econbiz.de/10001461424

The Use of Risk Budgets in Portfolio Optimization

Unger, Albina - 2015

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...