E-Book, Englisch, Band 18, 203 Seiten, eBook
Reihe: Dynamic Modeling and Econometrics in Economics and Finance
E-Book, Englisch, Band 18, 203 Seiten, eBook
Reihe: Dynamic Modeling and Econometrics in Economics and Finance
ISBN: 978-3-662-49229-1
Verlag: Springer
Format: PDF
Kopierschutz: Wasserzeichen (»Systemvoraussetzungen)
Eckhard Platen, Professor of Quantitative Finance, University of Technology Sydney, Australia
This book should be read by both academics and practitioners alike. The former will find intellectually rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and technology are there to help simplify the work of those who worry about what time it is rather than how to make a watch--- but they do need a watch.Jean Brunel, Founder of Brunel Associates and Editor of The Journal of Wealth Management
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Introduction.- Forecasting and Low Frequency Movements of Asset Returns.- Portfolio Modeling with Sustainability Constraints.- Dynamic Saving and Portfolio Decisions-Theory.- Asset Accumulation with Estimated Low Frequency Movements Asset Returns.- Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income.- Continuous and Discrete Time Modeling.- Asset Accumulation and Portfolio Decisions under Inflation Risk.- Concluding Remarks.