Download or read book A Study of Optimal Investment Strategies written by Padmanathan Kathirgamanathan and published by . This book was released on 1999 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Study of Optimal Investment Strategy for Insurance Portfolio written by Chi-Sang Liu and published by Open Dissertation Press. This book was released on 2017-01-27 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation, "A Study of Optimal Investment Strategy for Insurance Portfolio" by 廖智生, Chi-sang, Liu, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3122763 Subjects: Investments - Mathematical models Insurance companies - Investments Insurance - Finance

Download or read book A Study of Optimal Investment Strategy for Insurance Portfolio written by Chi-sang Liu and published by . This book was released on 2003 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Investment written by L. C. G. Rogers and published by Springer Science & Business Media. This book was released on 2013-01-10 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.

Download or read book Optimal Investment Strategies under Demand Tax Policy Uncertainty written by and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Growth Optimal Investment Strategies written by David Carl Larson and published by . This book was released on 1986 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Investment Strategies written by Jean-Yves Sireau and published by . This book was released on 1995 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Qualitative Analysis of Optimal Investment Strategies in Log Normal Markets written by Sigrid Kallblad and published by . This book was released on 2014 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: We provide a concise study of the qualitative behavior of the optimal investment feedback policies and optimal weights, and of the local (absolute and relative) risk tolerance/risk aversion functions in a log-normal market model. We examine their spatial and temporal monotonicity, and their spatial concavity. We also examine their robustness with respect to the investor's risk tolerance coefficient as well as their dependence on the market parameters. We establish new results and provide short alternative proofs to existing ones.

Download or read book Optimal Investment and Marketing Strategies written by Ilona Murynets and published by World Scientific. This book was released on 2012 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past decade, innovative technologies have resulted in an extensive growth of new services. Each new service requires a number of management and marketing decisions to be made well in advance of its launch and throughout its entire life cycle. This book develops mathematical models to facilitate decision-making dealing with technologically innovative services. Specifically, it develops (i) models for optimal pricing strategies of subscription services on monopolistic and duopolistic markets; (ii) an analytical model for optimal investment and optimal pricing strategies for innovative maintenance service contracts; and (iii) a model for targeting customers in marketing campaigns. In addition, the models (i) (iii) can also be used to forecast an aggregate demand for a new service as well as the service demand for each individual customer.

Download or read book Optimal Strategies Under Omega Ratio written by Carole Bernard and published by . This book was released on 2019 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study optimal investment strategies under the objective of maximizing the Omega ratio, proposed by Keating and Shadwick (2002) as an alternative to the Sharpe ratio for performance assessment of investment strategies. We show that in a standard set-up of the financial market the problem is ill-posed, i.e., maximizing the Omega ratio leads to excessive risk taking. By imposing additional restrictions we show that the Omega ratio maximizing strategy is still very risky and may coincide with the choice made by risk neutral investors. We conclude that caution is needed when using the Omega ratio for making asset allocation decisions.

Download or read book Determining Optimal Investment Strategies On the Economic Evaluation and Analysis of Investments written by Stefan Pfosser and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book What Works on Wall Street written by James P. O'Shaughnessy and published by McGraw Hill Professional. This book was released on 2005-06-14 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: "A major contribution . . . on the behavior of common stocks in the United States." --Financial Analysts' Journal The consistently bestselling What Works on Wall Street explores the investment strategies that have provided the best returns over the past 50 years--and which are the top performers today. The third edition of this BusinessWeek and New York Times bestseller contains more than 50 percent new material and is designed to help you reshape your investment strategies for both the postbubble market and the dramatically changed political landscape. Packed with all-new charts, data, tables, and analyses, this updated classic allows you to directly compare popular stockpicking strategies and their results--creating a more comprehensive understanding of the intricate and often confusing investment process. Providing fresh insights into time-tested strategies, it examines: Value versus growth strategies P/E ratios versus price-to-sales Small-cap investing, seasonality, and more

Download or read book Determining Optimal Investment Strategies On the Economic Evaluation and Analysis of Investments written by Stefan Pfosser and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Investment Strategies and Hidden Variables written by Filippo Petroni and published by . This book was released on 2006 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present study shows how the information on 'hidden' market variables effects optimal investment strategies. We take the point of view of two investors, one who has access to the hidden variables and one who only knows the quotes of a given asset. Following Kelly's theory on investment strategies, the Shannon information and the doubling investment rate are quantified for both investors. Thanks to his privileged knowledge, the first investor can follow a better investment strategy. Nevertheless, the second investor can extract some of the hidden information looking at the past history of the asset variable. Unfortunately, due to the complexity of his strategy, this investor will have computational difficulties when he tries to apply it. He will than follow a simplified strategy, based only on the average sign of the last $l$ quotes of the asset. This results have been tested with some Monte Carlo simulations.

Download or read book Optimal Investment Strategies for University Endowment Funds written by Robert C. Merton and published by . This book was released on 1991 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Optimal Investment Strategy written by Douglas Evans McTeer and published by . This book was released on 1975 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dual Momentum Investing An Innovative Strategy for Higher Returns with Lower Risk written by Gary Antonacci and published by McGraw Hill Professional. This book was released on 2014-11-21 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The investing strategy that famously generates higher returns with substantially reduced risk--presented by the investor who invented it "A treasure of well researched momentum-driven investing processes." Gregory L. Morris, Chief Technical Analyst and Chairman, Investment Committee of Stadion Money Management, LLC, and author of Investing with the Trend Dual Momentum Investing details the author’s own momentum investing method that combines U.S. stock, world stock, and aggregate bond indices--a formula proven to dramatically increase profits while lowering risk. Antonacci reveals how momentum investors could have achieved long-run returns nearly twice as high as the stock market over the past 40 years, while avoiding or minimizing bear market losses--and he provides the information and insight investors need to achieve such success going forward. His methodology is designed to pick up on major changes in relative strength and market trend. Gary Antonacci has over 30 years experience as an investment professional focusing on under exploited investment opportunities. In 1990, he founded Portfolio Management Consultants, which advises private and institutional investors on asset allocation, portfolio optimization, and advanced momentum strategies. He writes and runs the popular blog and website optimalmomentum.com. Antonacci earned his MBA at Harvard.