Uncertainty and Liability Structure in a Portfolio Selection Model
| Author | : Rae Jean Braunmuller Goodman |
| Publisher | : |
| Total Pages | : 546 |
| Release | : 1976 |
| Genre | : Investments |
| ISBN | : |
Uncertainty And Liability Structure In A Portofolio Selection Model
Download Uncertainty And Liability Structure In A Portofolio Selection Model full books in PDF, epub, and Kindle. Read online free Uncertainty And Liability Structure In A Portofolio Selection Model ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Uncertainty and liability structure in a portofolio selection model
| Author | : Rae Jean Braunmuller Goodman |
| Publisher | : |
| Total Pages | : 273 |
| Release | : 1976 |
| Genre | : |
| ISBN | : |
Worldwide Asset and Liability Modeling
| Author | : William T. Ziemba |
| Publisher | : Cambridge University Press |
| Total Pages | : 688 |
| Release | : 1998-11-12 |
| Genre | : Business & Economics |
| ISBN | : 9780521571876 |
The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented, or represent new innovative approaches that may lead to future novel applications. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.
Portfolio Selection with Parameter and Model Uncertainty
| Author | : Lorenzo Garlappi |
| Publisher | : |
| Total Pages | : 52 |
| Release | : 2005 |
| Genre | : Business enterprises |
| ISBN | : |
General Uncertainty in Portfolio Selection: a Case-based Decision Approach
| Author | : Vasyl Golosnoy |
| Publisher | : |
| Total Pages | : |
| Release | : 2008 |
| Genre | : |
| ISBN | : |
Abstract: Often a portfolio investor can hardly imagine all states of nature relevant to his investment problem, causing general uncertainty concerning an asset allocation model. We quantify general uncertainty as the weakness of an investor's belief in a conventional portfolio procedure, then we develop the case-based decision-making approach for determining the optimal belief degree. The economic effect of the proposed case-based methodology is investigated in the empirical study. The empirical results suggest two successful patterns of case-based decisions that could be linked to the issue of market efficiency. Moreover, our case-based modeling reflects some behavioral phenomena observed on financial markets
Marketing And Management Sciences - Proceedings Of The International Conference On Icmms 2008
| Author | : Damianos P Sakas |
| Publisher | : World Scientific |
| Total Pages | : 640 |
| Release | : 2010-01-20 |
| Genre | : Business & Economics |
| ISBN | : 1908978120 |
This book is a collection of selected papers presented at the International Conference of Marketing and Management Sciences held from 23 to 25 May 2008 in Athens, Greece. The papers focus on how globalization has had significant impact on companies, societies and individuals alike. They discuss the need for new strategies and practices that can help cope with changes that arise due to globalization. Written in a simple manner, this book will be of interest to academics studying and teaching marketing and management courses and to managers dealing with strategies to cope with changes due to globalization./a
Goal Programming Techniques for Bank Asset Liability Management
| Author | : Kyriaki Kosmidou |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 177 |
| Release | : 2004-07-21 |
| Genre | : Business & Economics |
| ISBN | : 1402081049 |
Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature. This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks.
