Download or read book Three Essays in Portfolio Optimization written by Maximilian Adelmann 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 Three Essays on Robust Optimization of Efficient Portfolios written by Hao Liu and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on the Effect of Learning and Predictability on Optimal Dynamic Portfolio Strategies and Asset Prices written by Yihong Xia and published by . This book was released on 2000 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Economics written by Aleksandar Georgiev and published by . This book was released on 2006 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Portfolio Selection written by Marco Taboga and published by . This book was released on 2005 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays in Portfolio Optimization written by Fabian Trübenbach and published by . This book was released on 2012 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three essays on portfolio adjustment written by Marcos T. Jones and published by . This book was released on 1982 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Asset Pricing Portfolio Choice and Behavioral Finance written by Ehud Peleg and published by ProQuest. This book was released on 2008 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays in Portfolio Optimization written by David J. Disatnik and published by . This book was released on 2007 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Portfolio Optimization and Estimation Risk written by Illia Kovalenko and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Portfolio Optimization and ESG Ratings under Risk Constraints and Incomplete Information written by Janke, Oliver and published by Lehmanns Media. This book was released on with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis, we analyze various problems of dynamic portfolio optimization as well as green capital requirements under risk constraints and incomplete information. First, we examine the problem of optimal expected utility under the constraint of a utility-based shortfall risk measure in an incomplete market. The existence and uniqueness of an optimal solution to the problem are shown using a Lagrange multiplier and duality methods. Second, we consider the optimization problem under various levels of the investor’s information. By using martingale representation theorems, we demonstrate the existence and uniqueness of optimal solutions, which differ in their market dynamics. Third, we analyze the effects of green- and brownwashing on banks’ lending to firms, on the regulator’s deposit insurance subsidy, and on carbon emissions under different green capital requirement functions. Furthermore, we show that green capital requirements may compromise financial stability.

Download or read book Essays on Portfolio Optimization and ESG Ratings Under Risk Constraints and Incomplete Information written by Oliver Janke and published by . This book was released on 2024 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Distributionally Robust Portfolio Optimization written by Thitapon Ousawat and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Asset Pricing Theory written by Lionel Martellini and published by . This book was released on 2000 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Portfolio Optimization written by Felix Miebs and published by . This book was released on 2012 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Continuous time Portfolio Optimization and Credit Risk written by Björn Bick and published by . This book was released on 2012 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Portfolio Management and Credit Risk written by Andriy Demchuk and published by . This book was released on 2003 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: