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Asset pricing and investment styles in digital assets: a comparison with traditional asset classes
In: Advanced studies in diginomics and digitalization
Chapter 1. The Emergence of a New Asset Class: Digital Assets -- Chapter 2. An Asset Pricer's Toolkit -- Chapter 3. Investment Styles in General -- Chapter 4. Related Literature -- Chapter 5. Digital Assets -- Chapter 6. Digital Assets in a Multi-asset Context -- Chapter 7. On the Effectiveness of Technical Indicators in Digital Assets -- Chapter 8. Investment Styles in Digital Assets -- Chapter 9. Risk Factors in Digital Assets -- Chapter 10. How to Incorporate Characteristics into the Portfolio Construction Process -- Chapter 11. Are the Results Robust and Still Valid? -- Chapter 12. Conclusion.
Optimal asset allocation in asset liability management
In: NBER working paper series 12970
World Affairs Online
Asset allocation
In: NBER working paper series 16255
"This review article describes recent literature on asset allocation, covering both static and dynamic models. The article focuses on the bond--stock decision and on the implications of return predictability. In the static setting, investors are assumed to be Bayesian, and the role of various prior beliefs and specifications of the likelihood are explored. In the dynamic setting, recursive utility is assumed, and attention is paid to obtaining analytical results when possible. Results under both full and limited-information assumptions are discussed"--National Bureau of Economic Research web site
Asset pricing theory
In: Princeton series in finance
"Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing." "Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory." "Asset Pricing Theory is complete with extensive exercises at the end of every chapter and comprehensive mathematical appendixes, making this book a self-contained resource for graduate students and academic researchers, as well as mathematically sophisticated practitioners seeking a deeper understanding of concepts and methods on which practical models are built."--BOOK JACKET
Squandered assets
"It is the purpose of this book to identify - and to attack - the areas in which the Government has failed to keep control of the bureaucracy, in which it has failed to close the taps through which the wealth of the nation is pouring into the drain, and in which it has failed to preserve a country and an administration which is fully entitled to be called 'clean'." (Aus dem Vorwort)
World Affairs Online
Asset Management
Islamic asset management: an asset class on its own?
In: Edinburgh guides to Islamic finance
Dynamic asset liability management Dynamisch asset liability management
In: Tinbergen Institute research series 226
In: Research series